New Economics Papers
on Computational Economics
Issue of 2006‒07‒15
ten papers chosen by
  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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