Sciweavers

IWLCS
2000
Springer

Strength and Money: An LCS Approach to Increasing Returns

13 years 7 months ago
Strength and Money: An LCS Approach to Increasing Returns
This paper reports on a number of experiments where three different groups of artificial agents learn, forecast and trade their holdings in a real stock market scenario given exogeneously in the form of easily-obtained stock statistics such as various price moving averages, first difference in prices, volume ratios, etc. These artificial agent-types trade while learning during
Sonia Schulenburg, Peter Ross
Added 25 Aug 2010
Updated 25 Aug 2010
Type Conference
Year 2000
Where IWLCS
Authors Sonia Schulenburg, Peter Ross
Comments (0)