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IWCLS
1999
Springer
13 years 11 months ago
An Adaptive Agent Based Economic Model
In this paper we describe a simple model of adaptive agents of different types, represented by Learning Classifier Systems (LCS), which make investment decisions about a risk fre...
Sonia Schulenburg, Peter Ross
TEC
2002
94views more  TEC 2002»
13 years 7 months ago
Knowledge-intensive genetic discovery in foreign exchange markets
Abstract--This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It presents a domain-...
Siddhartha Bhattacharyya, Olivier V. Pictet, Gille...
TSP
2010
13 years 2 months ago
Dynamic spectrum management with the competitive market model
[1, 2] have shown for the dynamic spectrum allocation problem that a competitive market model (which sets a price for transmission power on each channel) leads to a greater social...
Yao Xie, Benjamin Armbruster, Yinyu Ye
IJAR
2008
72views more  IJAR 2008»
13 years 7 months ago
The game-theoretic capital asset pricing model
Using Shafer and Vovk's game-theoretic framework for probability, we derive a capital asset pricing model from an efficient market hypothesis, with no assumptions about the b...
Vladimir Vovk, Glenn Shafer
JGO
2008
73views more  JGO 2008»
13 years 7 months ago
On Nash-Cournot oligopolistic market equilibrium models with concave cost functions
We consider Nash
Le D. Muu, V. H. Nguyen, N. V. Quy