Poli, R and Dignum, S (2004) CSM-400 - Multi-agent Foreign Exchange Market Modelling via GP. UNSPECIFIED. CSM-400, University of Essex, Colchester.
Poli, R and Dignum, S (2004) CSM-400 - Multi-agent Foreign Exchange Market Modelling via GP. UNSPECIFIED. CSM-400, University of Essex, Colchester.
Poli, R and Dignum, S (2004) CSM-400 - Multi-agent Foreign Exchange Market Modelling via GP. UNSPECIFIED. CSM-400, University of Essex, Colchester.
Abstract
In this work we combine Genetic Programming (GP) and intelligent agents to build a realistic foreign exchange currency market simulator. GP is used to express and evolve trading strategies. In the paper we analyse the decisions made in the design of the simulator with respect to authenticity of the representation and the efficiency of the system. A number of experimental results are also reported.
| Item Type: | Monograph (UNSPECIFIED) |
|---|---|
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Faculty of Science and Health Faculty of Science and Health > Computer Science and Electronic Engineering, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 27 Feb 2014 11:52 |
| Last Modified: | 16 May 2024 18:53 |
| URI: | http://repository.essex.ac.uk/id/eprint/8683 |
Available files
Filename: csm-400.pdf