Nonlinear Adaptive Beliefs and the Dynamics of Financial Markets: The Role of the Evolutionary Fitness Measure

Andrea Gaunersdorfer, Cars H. Hommes. Nonlinear Adaptive Beliefs and the Dynamics of Financial Markets: The Role of the Evolutionary Fitness Measure. In Georg Dorffner, Horst Bischof, Kurt Hornik, editors, Artificial Neural Networks - ICANN 2001, International Conference Vienna, Austria, August 21-25, 2001 Proceedings. Volume 2130 of Lecture Notes in Computer Science, pages 782-789, Springer, 2001. [doi]

Abstract

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