Sonia Schulenburg, Peter Ross  Home/Search
Context Related
| cs.bris.ac.uk/%7Ek...lenberg2000a.ps.gz Cached: PS.gz PS PDF This document uses CoBlitz to cache paper downloads. If your firewall is blocking outgoing connections to port 3125, you can use these links to download local copies.
Image Update HelpPS.gz PS PDF From: cs.bris.ac.uk/%7Ekovacs/lcs.ar... (more) (Enter author homepages) |
Rate this article:      (best)Comment on this article |
Abstract: In this paper we describe a simple model of adaptive agents of di erent types, represented by Learning Classi er Systems (LCS), which make investment decisions about a risk free bond and a risky asset under a well de ned stock market environment. Our main aim is to explore the degree of reliability that arti cially intelligent agents can have when applied to real life economic problems. We do this by evaluating whether an LCS is able to represent competent traders in a real market... (Update)
Similar documents based on text:
0.5: Strength and Money: An LCS Approach to Increasing Returns - Schulenburg, Ross (2000) (Correct)
Related documents from co-citation: More All
4: An evolutionary approach to modelling the behaviours of nancial traders - Schulenburg, Ross - 1999
2: Genetic Programming in the Agent-Based Modeling of Stock Markets (context) - Chen, Yeh - 1999
2: Asset Pricing Under Endogenous Expectations in an Artificial Stock Market - Arthur, Holland et al. - 1996
BibTeX entry: (Update)
Sonia Schulenburg and Peter Ross. An Adaptive Agent Based Economic Model. In Pier Luca Lanzi, Wolfgang Stolzmann, and Stewart W. Wilson, editors, Learning Classier Systems: From Foundations to Applications, volume 1813 of LNAI, pages 265-284. Springer-Verlag, Berlin, 2000. http://citeseer.ist.psu.edu/schulenburg00adaptive.html More
@article{ schulenburg00adaptive,
author = "Sonia Schulenburg and Peter Ross",
title = "An Adaptive Agent Based Economic Model",
journal = "Lecture Notes in Computer Science",
volume = "1813",
pages = "263--??",
year = "2000",
url = "citeseer.ist.psu.edu/schulenburg00adaptive.html" }
Citations (may not include all citations):1051 Optimization and Machine Learning (context) - Goldberg, in - 1989
150 Adaptation in Natural and Arti cial Systems (context) - Holland - 1992
75 Cognitive systems based on adaptive algorithms (context) - Holland, Reitman - 1998
58 Asset pricing under endogenous expectations in an arti cial .. - Arthur, Holland et al. - 1996
49 Credit assignment in rule discovery systems based on genetic.. (context) - Grefenstette - 1988
11 Arti cial economic life: a simple model of a stockmarket (context) - Palmer, Arthur et al. - 1994
9 A Critical Review of Classi er Systems (context) - Wilson, Goldberg - 1989
8 How Adaptation Builds Complexity (context) - Holland - 1995
7 Genetic and Fuzzy Systems for Chaotic Financial Markets (context) - Deboeck, the et al. - 1994
6 Knowledge growth in an arti cial animal (context) - Wilson - 1985
6 The Time Series Properties of an Arti cial Stock Market (context) - Lebaron, Arthur et al. - 1999
6 An evolutionary approach to modelling the behaviours of nanc.. - Schulenburg, Ross - 1999
5 Santa Fe Institute (context) - Arthur, lerning et al. - 1992
2 Applied Derivatives Trading (context) - prices - 1997
2 Technical trading creates a prisoner's dilema: Results from .. (context) - Joshi, rey et al. - 1998
2 An explanation of generic behavior in an evolving nancial ma.. (context) - Joshi, Bedau - 1998
2 Financial markets can be at sub-optimal equilibria - Joshi, rey et al. - 1999
2 American Economic Association Papers and Proceedings (context) - Arthur, reasoning et al. - 1994
2 Agent based computational nance: Suggested readings and earl.. (context) - LeBaron - 1998
1 Agent based simulation of multiple nancial markets (context) - Ankenbrand, Tomassini - 1997
1 The magazine of Arti cial Intelligence in Finance (context) - Maza, Yuret et al. - 1994
1 An arti cial stock market (context) - Palmer, Arthur et al. - 1999
1 Arti cial selection: Genetic algorithms and learning in a ra.. (context) - Routledge - 1994
1 The use of arti cially intelligent agents with bounded ratio.. (context) - Rajan, Slage - 1996
Documents on the same site (http://www.cs.bris.ac.uk/%7Ekovacs/lcs.archive/): More
Evolution of Decision Trees - Llora, Garrell (2001) (Correct)
Knowledge-Independent Data Mining with Fine-Grained Parallel.. - Llora, Garrell (2001) (Correct)
Learning Classifier Systems from a Reinforcement Learning.. - Lanzi (2000) (Correct)
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC