Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market
Sign Up to like & getrecommendations! Published in 2018 at "Computational Economics"
DOI: 10.1007/s10614-017-9662-z
Abstract: Learning how to forecast is always important for traders, and divergent learning frequencies prevail among traders. The influence of the evolutionary frequency on learning performance has occasioned many studies of agent-based computational finance (e.g., Lettau… read more here.
Keywords: evolutionary frequency; forecasting accuracy; frequency forecasting; market ... See more keywords