An investigation of the behaviour of financial markets using agent-based computational models
This thesis aims to investigate the behaviour of financial markets by using agent-based computational models. By using a special adaptive form of the Strongly Typed Genetic Programming (STGP)- based learning algorithm and real historical data of stocks, indices and currency pairs I analysed various...
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University of Newcastle upon Tyne
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.635011 |