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» Cognitive-Agent-Based Modeling of a Financial Market
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ESWA
2006
154views more  ESWA 2006»
13 years 9 months ago
Artificial neural networks with evolutionary instance selection for financial forecasting
In this paper, I propose a genetic algorithm (GA) approach to instance selection in artificial neural networks (ANNs) for financial data mining. ANN has preeminent learning abilit...
Kyoung-jae Kim
GLOBECOM
2008
IEEE
13 years 11 months ago
Investigating the Influence of Market Shares on Interconnection Settlements
— This paper investigates the role of providers’ market shares for consumers and websites on interconnection settlements between networks. We proposed to differentiate traffic ...
Ruzana Davoyan, Jörn Altmann

Lecture Notes
1351views
15 years 8 months ago
The Fundamental Theorem of Asset Pricing
"These lecture notes treat various versions of the so-called “fundamental theorem of asset pricing”. Many students are familiar with statements about models for financia...
Harry van Zanten
IWLCS
2001
Springer
14 years 2 months ago
Explorations in LCS Models of Stock Trading
In previous papers we have described the basic elements for building an economic model consisting of a group of artificial traders functioning and adapting in an environment conta...
Sonia Schulenburg, Peter Ross
ACMICEC
2007
ACM
102views ECommerce» more  ACMICEC 2007»
14 years 1 months ago
Learning to trade with insider information
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
Sanmay Das