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A learning-to-forecast experiment on the foreign exchange market with a classifier system

  • Published:1997-06 Issue:8-9 Volume:21 Page:1543-1575
  • ISSN:0165-1889
  • Container-title:Journal of Economic Dynamics and Control
  • language:en
  • Short-container-title:Journal of Economic Dynamics and Control

Author:

Beltrametti Luca,Fiorentini Riccardo,Marengo Luigi,Tamborini Roberto

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference45 articles.

1. Judgement and decision making: An interdisciplinary reader,1986

2. A learning algorithm that mimics human learning;Arthur;Santa Fe Institute Working paper 90-026,1990

3. Designing economic agents that act like human agents: A behavioral approach to bounded rationality;Arthur,1991

4. On learning and adaptation in the economy;Arthur;Santa Fe Institute Working paper 92-07-038,1992

5. Empirical regularities in exchange rate behaviour;Baillie,1987

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