Testing the dinosaur hypothesis under empirical datasets

Authors:
Michael Kampouridis;Shu-Heng Chen;Edward Tsang
Affiliations:
School of Computer Science and Electronic Engineering, University of Essex, UK;AI-Econ Center, Department of Economics, National Cheng Chi University, Taipei, Taiwan;School of Computer Science and Electronic Engineering, University of Essex, UK
Venue:
PPSN'10 Proceedings of the 11th international conference on Parallel problem solving from nature: Part II
Year:
2010

Citing 1
Cited 1

Genetic programming: on the programming of computers by means of natural selection

Genetic programming: on the programming of computers by means of natural selection

Market microstructure: can dinosaurs return? a self-organizing map approach under an evolutionary framework

EvoApplications'11 Proceedings of the 2011 international conference on Applications of evolutionary computation - Volume Part II

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper we present the Dinosaur Hypothesis, which states that the behaviour of a market never settles down and that the population of predictors continually co-evolves with this market. To the best of our knowledge, this observation has only been made and tested under artificial datasets, but not with real data. In this work, we attempt to formalize this hypothesis by presenting its main constituents. We also test it with empirical data, under 10 international datasets. Results show that for the majority of the datasets the Dinosaur Hypothesis is not supported.