nep-cmp New Economics Papers
on Computational Economics
Issue of 2006‒07‒15
ten papers chosen by
Stan Miles
York University

  1. Forecasting stock prices using Genetic Programming and Chance Discovery By Alma Lilia Garcia-Almanza; Edward P.K. Tsang
  2. Comparative study of central decision makers versus groups of evolved agents trading in equity markets By Cyril Schoreels
  3. Currency Predictions for Multi-Currency Instruments By Baldur P. Magnusson; Daniel R. Plante
  4. Robustness of computer algorithms to simulate optimal experimentation problems. By Thomas Cosimano; University of Notre Dame
  5. Artificial Neural Network Enhanced Parametric Option Pricing By Panayiotis C. Andreou
  6. Modeling the strategic trading of electricity assets By Derek W. Bunn; Fernando S. Oliveira
  7. The emergence of knowledge exchange: an agent-based model of a software market. By Maria Chli
  8. Bootstrapping Neural tests for conditional heteroskedasticity By Carole Siani
  9. A Broad-Spectrum Computational Approach for Market Efficiency By Olivier Brandouy
  10. Policies Against Poverty: an Evalution By Dalit Contini

  1. By: Alma Lilia Garcia-Almanza (COMPUTER SCIENCE UNIVERSITY OF ESSEX); Edward P.K. Tsang
    Keywords: Forecasting, Chance discovery, Genetic programming, machine learning
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:489&r=cmp
  2. By: Cyril Schoreels (School of Computer Science and IT University of Nottingham)
    Keywords: Agents, Decision Making, Equity Market Trading, Genetic Algorithms, Technical Indicators
    JEL: G10
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:410&r=cmp
  3. By: Baldur P. Magnusson; Daniel R. Plante
    Keywords: Currency Forecasting, Neural Networks, Brownian Motion
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:399&r=cmp
  4. By: Thomas Cosimano; University of Notre Dame
    JEL: C44 C60 D81 D82
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:32&r=cmp
  5. By: Panayiotis C. Andreou (University of Cyprus)
    Keywords: Option pricing, implied volatilities, implied parameters, artificial neural networks, optimization
    JEL: G13 G14
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:118&r=cmp
  6. By: Derek W. Bunn (London Business School); Fernando S. Oliveira (Operational Research and Systems Warwick Business School)
    Keywords: Competitive advantage, computational learning, auctions, asset trading, simulation, electricity markets
    JEL: L14 C72 C73 L94
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:235&r=cmp
  7. By: Maria Chli (Electrical and Electronic Engineering Imperial College London)
    Keywords: Agent-based Computational Economics, adaptive behaviour, knowledge sharing, market efficiency
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:361&r=cmp
  8. By: Carole Siani (University of Lyon 1)
    Keywords: Bootstrap, Artificial Neural Networks, ARCH models, inference tests
    JEL: C14 C15 C45
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:301&r=cmp
  9. By: Olivier Brandouy (LEM)
    Keywords: efficient market hypothesis, large scale simulations, bootstrap
    JEL: G14 C63
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:492&r=cmp
  10. By: Dalit Contini (University of Torino)
    Keywords: Unemployment, Poverty, Assistance, Agent-Based Model, Simulation, Genetic Algorithm
    JEL: J22 J24 J64
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:232&r=cmp

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