Interactive estimation of agent-based financial markets models: modularity and learning

  • Authors:
  • Ihsan Ecemis;Eric Bonabeau;Trent Ashburn

  • Affiliations:
  • CoalesiX, Cambridge, MA;Icosystem, Cambridge, MA;Tiger, Cambridge, MA

  • Venue:
  • GECCO '05 Proceedings of the 7th annual conference on Genetic and evolutionary computation
  • Year:
  • 2005

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Abstract

Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting the computer learn user preferences.