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CSM-400 - Multi-agent Foreign Exchange Market Modelling via GP

Poli, R and Dignum, S (2004) CSM-400 - Multi-agent Foreign Exchange Market Modelling via GP. UNSPECIFIED. CSM-400, University of Essex, Colchester.


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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 > Computer Science and Electronic Engineering, School of
Depositing User: Julie Poole
Date Deposited: 27 Feb 2014 11:52
Last Modified: 17 Aug 2017 17:54

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