23 search results - page 3 / 5 » Pattern-Oriented Agent-Based Modeling for Financial Market S... |
JSAI
2001
Springer
13 years 9 months ago
2001
Springer
In this study we rethought efficient market hypothesis from a viewpoint of complexity of market participants’ prediction methods and market price’s dynamics, and examined the ...
IDEAL
2000
Springer
13 years 8 months ago
2000
Springer
Abstract. In this study we used a new agent-based approach, an artificial market approach, to analyze the ways that dealers process the information in financial news. We compared b...
CEC
2007
IEEE
13 years 11 months ago
2007
IEEE
— Hornby’s Age-Layered Population Structure claims to reduce premature convergence in Evolutionary Algorithms. We provide the first evaluation of ALPS on a realworld problem ...
IJIT
2004
13 years 6 months ago
2004
This paper deals with the application of a well-known neural network technique, multi-layer back-propagation (BP) neural network, in financial data mining. A modified neural networ...
WSC
2000
13 years 6 months ago
2000
We develop a financial model for a manufacturing process where quality can be affected by an assignable cause. We evaluate the options associated with applying a statistical proce...