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...
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...
[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...
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...