DocumentCode
460678
Title
Genetic Network Programming for Artificial Stock Market
Author
Cheng, Yang ; Shixin, Sun ; Zhilong, Xie
Author_Institution
Sch. of Comput. Sci. & Eng., Univ. of Electron. Sci. & Technol. of China, Chengdu
Volume
3
fYear
2006
fDate
25-28 June 2006
Firstpage
2079
Lastpage
2083
Abstract
Combined with the idea of Austrian school of economics, this paper proposes a new multi-agent model for artificial stock market based on genetic network programming. It focuses on applying the GNP approach to emulate investment behavior of agents and evolve their trading rules. Simultaneously, this model enhances the heterogeneity of agents, and searches for an optimal combination of parameter values based on GA. Simulation results confirm the effectiveness of this GNP-ASM model through comparison with empirical statistics
Keywords
genetic algorithms; investment; multi-agent systems; stock markets; GNP-ASM model; artificial stock market; genetic network programming; investment behaviour; multiagent model; Competitive intelligence; Computational and artificial intelligence; Economic forecasting; Economic indicators; Educational institutions; Environmental economics; Genetics; Intelligent agent; Investments; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
Communications, Circuits and Systems Proceedings, 2006 International Conference on
Conference_Location
Guilin
Print_ISBN
0-7803-9584-0
Electronic_ISBN
0-7803-9585-9
Type
conf
DOI
10.1109/ICCCAS.2006.285088
Filename
4064314
Link To Document