Learning internal representations by error propagation
Parallel distributed processing: explorations in the microstructure of cognition, vol. 1
C4.5: programs for machine learning
C4.5: programs for machine learning
Exploring the Power of Genetic Search in Learning Symbolic Classifiers
IEEE Transactions on Pattern Analysis and Machine Intelligence
Growing artificial societies: social science from the bottom up
Growing artificial societies: social science from the bottom up
Financial Prediction Using Neural Networks
Financial Prediction Using Neural Networks
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
An Adaptive Agent Based Economic Model
Learning Classifier Systems, From Foundations to Applications
Analyzing the influence of overconfident investors on financial markets through agent-based model
IDEAL'07 Proceedings of the 8th international conference on Intelligent data engineering and automated learning
ICOSSSE '09 Proceedings of the 8th WSEAS international conference on System science and simulation in engineering
Computational learning techniques for intraday FX trading using popular technical indicators
IEEE Transactions on Neural Networks
A comparative study of a financial agent based simulator across learning scenarios
ADMI'11 Proceedings of the 7th international conference on Agents and Data Mining Interaction
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We investigate how, by combining natural computation and agent based simulation, it is possible to model financial time series. The agent based simulation can be used to functionally reproduce the structure of a financial market while the natural computation technique finds the most suitable parameter for the simulator. Our experimentation on the DJIA time series shows the effectiveness of this approach in modeling financial data. Also we compare the predictions made by our system to those obtained by other approaches.