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Explorations in LCS Models of Stock Trading
16 references·0 citing·45 second hop
Explorations in LCS Models of Stock Trading (2002)Explorations in LCS Models of Stock Tradi…The Economy as an Evolving Complex System II (2018)The Economy as an Evolving Co…Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (2018)Asset Pricing Under Endogenou…Agent-Based Models of Financial Markets: A Comparison with Experimental Markets (2001)Agent-Based Models of Financi…Agent-based computational finance: Suggested readings and early research (2000)Agent-based computational fin…Time series properties of an artificial stock market (1999)Time series properties of an …Neural, Novel & Hybrid Algorithms for Time Series Prediction (1999)Neural, Novel & Hybrid Algori…A non-random walk down Wall Street (1999)A non-random walk down Wall S…Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (1997)Asset Pricing Under Endogenou…Neural networks in the capital markets (1995)Neural networks in the capita…Artificial economic life: a simple model of a stockmarket (1994)Artificial economic life: a s…Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real-World Performance (1992)Neural Networks in Finance an…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEconomic prediction using neural networks: the case of IBM daily stock returns (1988)Economic prediction using neu…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …On the Impossibility of Informationally Efficient Markets (1980)The equity premium: A puzzle (1985)ARCH modeling in finance (1992)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Noise Trader Risk in Financial Markets (1990)Heterogeneous Agent Models in Economics and Finance (2005)Textual analysis of stock market prediction using breaking financial news (2009)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)The Econometrics of Financial Markets (2012)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Models of Bounded Rationality (1997)Predicting the Price of Bitcoin Using Machine Learning (2018)A CNN-LSTM-Based Model to Forecast Stock Prices (2020)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The General Theory of Employment, Interest and Money. (1936)An Evolutionary Theory of Economic Change (1983)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference (2001)Risk Management for Hedge Funds: Introduction and Overview (2001)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)When Effect Becomes Cause: Policy Feedback and Political Change (1993)A Postcapitalist Politics (2006)Evolutionary games on graphs (2007)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 2018The Economy as an Evolving Complex System II2,313 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
  • 1999Time series properties of an artificial stock market729 cited
  • 1988Economic prediction using neural networks: the case of IBM daily stock returns698 cited
  • 1999A non-random walk down Wall Street647 cited
  • 2000Agent-based computational finance: Suggested readings and early research557 cited
  • 1994Artificial economic life: a simple model of a stockmarket496 cited
  • 1992Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real-World Performance285 cited
  • 2018Asset Pricing Under Endogenous Expectations in an Artificial Stock Market277 cited
  • 1995Neural networks in the capital markets221 cited
  • 1999Neural, Novel & Hybrid Algorithms for Time Series Prediction169 cited

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2001
Agent-Based Models of Financial Markets: A Comparison with Experimental Markets
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