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» Optimization of Trading Physics Models of Markets
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CORR
2000
Springer
128views Education» more  CORR 2000»
13 years 4 months ago
Optimization of Trading Physics Models of Markets
Lester Ingber, Radu Paul Mondescu
TEC
2002
94views more  TEC 2002»
13 years 4 months ago
Knowledge-intensive genetic discovery in foreign exchange markets
Abstract--This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It presents a domain-...
Siddhartha Bhattacharyya, Olivier V. Pictet, Gille...
ATAL
2004
Springer
13 years 10 months ago
Temptation and Contribution in C2C Transactions: Implications for Designing Reputation Management Systems
: A reputation management system can promote trust in transactions in an online consumer-to-consumer (C2C) market. We model a C2C market by employing an agent-based approach. To di...
Hitoshi Yamamoto, Kazunari Ishida, Toshizumi Ohta
AUTOMATICA
2008
107views more  AUTOMATICA 2008»
13 years 3 months ago
Incorporating oligopoly, CO2 emissions trading and green certificates into a power generation expansion model
This paper presents a generation expansion model for the power sector which incorporates several features that make it very interesting for its application to current electricity m...
Pedro Linares, Francisco Javier Santos, Mariano Ve...
GECCO
2004
Springer
117views Optimization» more  GECCO 2004»
13 years 10 months ago
Multi-agent Foreign Exchange Market Modelling Via GP
In this work genetic programming is used to express and evolve trading strategies for a foreign exchange currency market simulator.
Stephen Dignum, Riccardo Poli