Xue-Zhong He, Philip Hamill, Youwei Li. Can Trend Followers Survive in the Long-Run Insights from Agent-Based Modeling. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 253-269, Springer, 2008. [doi]
@incollection{HeHL08:0,
title = {Can Trend Followers Survive in the Long-Run Insights from Agent-Based Modeling},
author = {Xue-Zhong He and Philip Hamill and Youwei Li},
year = {2008},
doi = {10.1007/978-3-540-77477-8_14},
url = {http://dx.doi.org/10.1007/978-3-540-77477-8_14},
tags = {rule-based, agent based modeling, modeling},
researchr = {https://researchr.org/publication/HeHL08%3A0},
cites = {0},
citedby = {0},
pages = {253-269},
booktitle = {Natural Computing in Computational Finance},
editor = {Anthony Brabazon and Michael O Neill},
volume = {100},
series = {Studies in Computational Intelligence},
publisher = {Springer},
isbn = {978-3-540-77476-1},
}