Title :
On AIE-ASM: a software to simulate artificial stock markets with genetic programming
Author :
Chen, Shu-Heng ; Liao, Chung-Chi ; Yeh, Chia-Hsuan
Author_Institution :
AI-ECON Res. Center, Nat. Chengchi Univ., Taipei, Taiwan
Abstract :
This paper provides simple documentation for the artificial stock market software developed by the AI-ECON (Artificial Intelligence in Economics) Research Center. The package is called AIE-ASM (AI-ECON Artificial Stock Market) and it uses the principles of genetic programming
Keywords :
digital simulation; economic cybernetics; financial data processing; genetic algorithms; software packages; stock markets; AI-ECON Research Center; AIE-ASM software package; artificial intelligence; artificial stock market simulation; economics; genetic programming; system documentation; Documentation; Electronic mail; Finance; Genetic programming; Intelligent systems; Open source software; Robustness; Sensitivity analysis; Stochastic processes; Stock markets;
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.2000.884151
