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Multi-agent Foreign Exchange Market Modelling Via GP

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Genetic and Evolutionary Computation – GECCO 2004 (GECCO 2004)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 3102))

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Abstract

In this work genetic programming is used to express and evolve trading strategies for a foreign exchange currency market simulator.

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References

  1. Rauch, J.: Seeing around Corners. The Atlantic Monthly, 35–48 (April 2002) (Last visited: 26/08/2003), http://www.theatlantic.com/issues/2002/04/rauch.htm

  2. Lewis, M.: Liars Poker: Two Cities True Greed, Coronet Books, Hodder and Stoughton Ltd, 338 Euston Road, London NW1 3BH (1999)

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  3. Dignum, S., Poli, R.: Multi-agent Foreign Exchange Market Modelling via GP, Department of Computer Science, University of Essex, Tech. Rep. CSM-400 (March 2004)

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Author information

Authors and Affiliations

  1. Department of Computer Science, University of Essex,  

    Stephen Dignum & Riccardo Poli

Authors
  1. Stephen Dignum
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  2. Riccardo Poli
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Editor information

Editors and Affiliations

  1. Indian Institute of Technology Kanpur, Department of Mechanical Engineering, Kanpur Genetic Algorithms Laboratory (KanGAL), 208016, Kanpur, Uttar Pradesh, India

    Kalyanmoy Deb

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© 2004 Springer-Verlag Berlin Heidelberg

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Dignum, S., Poli, R. (2004). Multi-agent Foreign Exchange Market Modelling Via GP. In: Deb, K. (eds) Genetic and Evolutionary Computation – GECCO 2004. GECCO 2004. Lecture Notes in Computer Science, vol 3102. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-24854-5_24

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  • DOI: https://doi.org/10.1007/978-3-540-24854-5_24

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-22344-3

  • Online ISBN: 978-3-540-24854-5

  • eBook Packages: Springer Book Archive

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