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Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
16 references·7 citing·37 second hop
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets (2009)Fuzzy adaptive decision-making for bounde…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Good News for Value Stocks: Further Evidence on Market Efficiency (1997)Good News for Value Stocks: F…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIThe Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis, Forecas…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Models of Man. (1959)Models of Man.Applying Artificial Intelligence in Cryptocurrency Markets: A Survey (2022)Applying Artificial Intellige…Revealing Pairs-trading opportunities with long short-term memory networks (2021)Revealing Pairs-trading oppor…FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance (2021)FinRL: Deep Reinforcement Lea…FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance (2021)FinRL: A Deep Reinforcement L…Automated Trading Point Forecasting Based on Bicluster Mining and Fuzzy Inference (2019)Automated Trading Point Forec…HYBRID FUZZY NEURAL NETWORK TO PREDICT PRICE DIRECTION IN THE GERMAN DAX-30 INDEX (2018)HYBRID FUZZY NEURAL NETWORK T…Selecting optimal selling format of a product in B2C online auctions with boundedly rational customers (2012)Selecting optimal selling for…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Asset Prices in an Exchange Economy (1978)A Rational Route to Randomness (1997)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)The Economy as an Evolving Complex System II (2018)The Behavior of Stock-Market Prices (1965)Judgment under Uncertainty: Heuristics and Biases (1975)Continuous Auctions and Insider Trading (1985)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)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)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Concept Misformation in Comparative Politics (1970)The New Institutionalism: Organizational Factors in Political Life (1983)When Effect Becomes Cause: Policy Feedback and Political Change (1993)Long memory relationships and the aggregation of dynamic models (1980)Understanding spurious regressions in econometrics (1986)25 years of time series forecasting (2006)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1959Models of Man.3,558 cited
  • 1971Time Series Analysis, Forecasting and Control.2,771 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1997Good News for Value Stocks: Further Evidence on Market Efficiency805 cited

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2005
Heterogeneous Agent Models in Economics and Finance
745 cited

Cited by

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  • 2022Applying Artificial Intelligence in Cryptocurrency Markets: A Survey42 cited
  • 2019Automated Trading Point Forecasting Based on Bicluster Mining and Fuzzy Inference35 cited
  • 2012Selecting optimal selling format of a product in B2C online auctions with boundedly rational customers32 cited