Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework

Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang. Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework. In Cecilia Di Chio, Anthony Brabazon, Gianni A. Di Caro, Rolf Drechsler, Muddassar Farooq, Jörn Grahl, Gary Greenfield, Christian Prins, Juan Romero, Giovanni Squillero, Ernesto Tarantino, Andrea Tettamanzi, Neil Urquhart, A. Sima Etaner-Uyar, editors, Applications of Evolutionary Computation - EvoApplications 2011: EvoCOMNET, EvoFIN, EvoHOT, EvoMUSART, EvoSTIM, and EvoTRANSLOG, Torino, Italy, April 27-29, 2011, Proceedings, Part II. Volume 6625 of Lecture Notes in Computer Science, pages 91-100, Springer, 2011. [doi]

Authors

Michael Kampouridis

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Shu-Heng Chen

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Edward P. K. Tsang

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