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IWCLS
1999
Springer
15 years 4 months ago
An Adaptive Agent Based Economic Model
In this paper we describe a simple model of adaptive agents of different types, represented by Learning Classifier Systems (LCS), which make investment decisions about a risk fre...
Sonia Schulenburg, Peter Ross
TEC
2002
94views more  TEC 2002»
14 years 11 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...
TSP
2010
14 years 6 months ago
Dynamic spectrum management with the competitive market model
[1, 2] have shown for the dynamic spectrum allocation problem that a competitive market model (which sets a price for transmission power on each channel) leads to a greater social...
Yao Xie, Benjamin Armbruster, Yinyu Ye
IJAR
2008
72views more  IJAR 2008»
14 years 11 months ago
The game-theoretic capital asset pricing model
Using Shafer and Vovk's game-theoretic framework for probability, we derive a capital asset pricing model from an efficient market hypothesis, with no assumptions about the b...
Vladimir Vovk, Glenn Shafer
JGO
2008
73views more  JGO 2008»
14 years 11 months ago
On Nash-Cournot oligopolistic market equilibrium models with concave cost functions
We consider Nash
Le D. Muu, V. H. Nguyen, N. V. Quy