Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market

Author:

Huang Ya-ChiORCID,Tsao Chueh-Yung

Funder

National Science Council

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Reference29 articles.

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2. Arthur, W. B., Holland, J. H., LeBaron, B. D., Palmer, R. G., & Tayler, P. (1997). Asset pricing under endogenous expectations in an artificial stock market in the economy as an evolving complex system II. In W. B. Arthur, S. Durlauf, & D. Lane (Eds.), The Economy as an Evolving Complex System II (pp. 15–44). Reading, MA: Addison-Wesley.

3. Badegruber, T. (2003). Agent-based computational economics: New aspects in learning speed and convergence in the Santa Fe artificial stock market. Ph.D. Thesis. Graz, Austria, Universitat.

4. Bahmani-Oskooee, M. (1998). Do exchange rates follow a random walk process in middle eastern countries? Economics Letters, 58, 339–344. doi: 10.1016/S0165-1765(98)00013-5 .

5. Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66, 47–78. doi: 10.2307/2998540 .

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