Using an evolutionary agent-based simulation to explore hedging pressure in futures markets

Jonathan Duke, Christopher D. Clack. Using an evolutionary agent-based simulation to explore hedging pressure in futures markets. In Hod Lipson, editor, Genetic and Evolutionary Computation Conference, GECCO 2007, Proceedings, London, England, UK, July 7-11, 2007. pages 2257, ACM, 2007. [doi]

Abstract

Abstract is missing.