Abstract
This chapter presents a bibliography on the application of evolutionary computation to economics and finance. Publications included in this bibliography are classified by application domain, published journal or conference proceedings. Information on some useful websites and software is also provided.
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Chen S.-H., Yeh C.-H. (1997e) Speculative Trades and Financial Regulations: Simulations Based on Genetic Programming. In: Proceedings of the IEEE/I AFE 1997 Computational Intelligence for Financial Engineering. IEEE Press, 123–129
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Chen S.-H., Yeh C.-H. (1997g) Trading Restrictions, Speculative Trades and Price Volatility: An Application of Genetic Programming. In: Proceedings of the 3rd International Mendel Conference on Genetic Algorithms, Optimization Problems, Fuzzy Logic, Neural Networks, Rough Sets, 31–37
Chen S.-H., Yeh C.-H. (1997h) Using Genetic Programming to Model Volatility in Financial Time Series: The Case of Nikkei 225 and S&P 500. In: Proceedings of the 4th JAFEE International Conference on Investments and Derivatives, 288–306
Chen S.-H., Yeh C.-H. (1997i) Modelling Structural Changes with Genetic Programming: An Outline. In: Sydow A. (Ed.), Proceedings of 15th IMACS World Congress on Scientific Computation, Modelling and Applied Mathematics, Vol. 2: Numerical Mathematics. Wissenschaft & Technik Verlag, 621–626
Chen S.-H., Yeh C.-H. (1998) Genetic Programming in the Overlapping Generations Model: An Illustration with Dynamics of the Inflation Rate. In: Porto V. W., Saravanan N., Waagen D., Eiben A. E. (Eds.), Evolutionary Programming VII, Lecture Notes in Computer Science, Vol. 1447. Springer-Verlag, Berlin, 829–838
Chen S.-H., Yeh C.-H. (1999a) Modeling the Expectations of Inflation in the OLG Model with Genetic Programming. Soft Computing 3(2), 53–62
Chen S.-H., Yeh C.-H. (1999b) Genetic Programming in the Agent-Based Artificial Stock Market. In: Proceedings of the 1999 Congress on Evolutionary Computation, Vol. 2. IEEE Press, 834–841
Chen S.-H., Yeh C.-H. (1999c) On the Consequence of “Following the Herd”: Evidence from the Artificial Stock Market. In: Arabnia H. R. (Ed.), Proceedings of the International Conference on Artificial Intelligence, Vol. II. CSREA Press, 388–394
Chen S.-H., Yeh C.-H. (2000a) On the Role of Intensive Search in Stock Markets: Simulations Based on Agent-Based Computational Modeling of Artificial Stock Markets. In: Proceedings of the Second Asia-Pacific Conference on Genetic Algorithms and Applications. Global Link Publishing Company, Hong Kong, 397–402
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Chen S.-H., Yeh C.-H. (2001a) Evolving Traders and the Business School with Genetic Programming: A new Architecture of the Agent-Based Artificial Stock Market. Journal of Economic Dynamics and Control 25, 363–393
Chen S.-H., Yeh C.-H. (2001b) On the Emergent Properties of Artificial Stock Markets: The Efficient Market Hypothesis and the Rational Expectations Hypothesis. Forthcoming in Journal of Economic Behavior and Organization.
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Chen, SH., Kuo, TW. (2002). Evolutionary Computation in Economics and Finance: A Bibliography. In: Chen, SH. (eds) Evolutionary Computation in Economics and Finance. Studies in Fuzziness and Soft Computing, vol 100. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-1784-3_22
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