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2011
Springer
12 years 8 months ago
Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework
This paper extends a previous model where we examined the markets’ microstructure dynamics by using Genetic Programming as a trading rule inference engine, and Self Organizing Ma...
Michael Kampouridis, Shu-Heng Chen, Edward P. K. T...