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139
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EVOW
2011
Springer
251
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Artificial Intelligence
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EVOW 2011
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Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework
14 years 6 months ago
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www.essex.ac.uk
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...
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