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GECCO
2009
Springer

138views Optimization» more GECCO 2009»

Analysis of micro-behavior and bounded rationality in double auction markets using co-evolutionary GP

15 years 9 months ago

We investigate the dynamics of trader behaviors using a co-evolutionary genetic programming system to simulate a double-auction market. The objective of this study is twofold. Fir...

Shu-Heng Chen, Ren-Jie Zeng, Tina Yu

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