Title :
Modeling traders´ adaptation with genetic programming
Author :
Chen, Shu-Heng ; Yeh, Chia-Hsuan
Author_Institution :
AI-ECON Res. Center, Nat. Chengchi Univ., Taipei, Taiwan
Abstract :
How traders in the stock market adapt to an extremely complex and dynamic environment is a challenging question for modeling and simulating artificial stock markets. In this paper, we propose an application of genetic programming to modeling a population of traders learning over time
Keywords :
adaptive systems; electronic trading; genetic algorithms; learning systems; search problems; stock markets; artificial stock markets; complex dynamic environment; genetic programming; learning; trader adaptation modelling; Adaptation model; Economic forecasting; Environmental economics; Genetic algorithms; Genetic programming; Predictive models; Pressure measurement; Psychology; Stock markets; Time measurement;
Conference_Titel :
Knowledge-Based Intelligent Engineering Systems and Allied Technologies, 2000. Proceedings. Fourth International Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-6400-7
DOI :
10.1109/KES.2000.884149
