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Agent-based computational modeling of the stock price-volume relation

, and . Information Sciences, 170 (1): 75--100 (18 February 2005)
DOI: doi:10.1016/j.ins.2003.03.026

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A Comparison of Forcast Accuracy between Genetic Programming and Other Forcasters: A loss-Differential Approach, and . The First International Workshop on Machine Learning, Forecasting, and Optimization (MALFO96), page 39--51. Gatafe, Spain, (10--12 July 1996)Hedging Derivative Securities with Genetic Programming, , and . Application of Machine Learning and Data Mining in Finance: Workshop at ECML-98, page 140--151. Dorint-Parkhotel, Chemnitz, Germany, (24 April 1998)Genetic Programming Learning and the Cobweb Model, and . Advances in Genetic Programming 2, chapter 22, MIT Press, Cambridge, MA, USA, (1996)On the Coordination and Adaptability of the Large Economy: An Application of Genetic Programming to the Cobweb Model, and . Preprints of 13th World Congress International Federation of Automatic Control, L, page 279--284. San Francisco, CA, USA, (June 1996)On the Competitiveness of the Quantity Theory of Money: A Natural-Selection Test Based on Genetic Programming, and . 11th International Conference on Advanced Science and Technology, Chicago, Illinois, U.S.A, (25-27 March 1995)Using Genetic Programming to Model Volatility in Financial Time Series: The Case of Nikkei 225 and S&P 500, and . Proceedings of the 4th JAFEE International Conference on Investments and Derivatives (JIC'97), page 288--306. Aoyoma Gakuin University, Tokyo, Japan, (July 1997)Modeling International Short-Term Capital Flow with Genetic Programming, and . Procceedings of the Sixth International Conference on Computational Intelligence and Natural Computing, Embassy Suites Hotel and Conference Center, Cary, North Carolina USA, (September 2003)Discovering Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH Time Series., , and . IC-AI, page 430-436. CSREA Press, (1999)On AIE-ASM: a software to simulate artificial stock markets with genetic programming., , and . KES, page 733-736. IEEE, (2000)The Missing Legacy of Herbert Simon in Agent-Based Computational Economics.. Decision Economics@DCAI, volume 475 of Advances in Intelligent Systems and Computing, page 1-7. Springer, (2016)