Towards an Agent-Based Foundation of Financial Econometrics: An Approach Based on Genetic-Programming Artificial Markets

Shu-Heng Chen, Tzu-Wen Kuo. Towards an Agent-Based Foundation of Financial Econometrics: An Approach Based on Genetic-Programming Artificial Markets. In Wolfgang Banzhaf, Jason M. Daida, A. E. Eiben, Max H. Garzon, Vasant Honavar, Mark J. Jakiela, Robert E. Smith, editors, Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 1999), 13-17 July 1999, Orlando, Florida, USA. pages 966, Morgan Kaufmann, 1999.

Abstract

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