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Generating robust investment strategies with agent-based co-evolutionary system

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (2008) 5103 LNCS(PART 3) 664-673
DOI: 10.1007/978-3-540-69389-5_74
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Abstract

Agent-based co-evolutionary systems seem to be convenient for modeling market-related behaviors, since they allow for defining competing and/or co-operating agents which can interact and communicate with each other and influence the environment and other agents. In the course of this paper the idea of utilizing of agent-based co-evolutionary approach for supporting decisions of financial investor through generating possible investment strategies is presented and experimentally verified. © 2008 Springer-Verlag Berlin Heidelberg.

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APA

Drezewski, R., Sepielak, J., & Siwik, L. (2008). Generating robust investment strategies with agent-based co-evolutionary system. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 5103 LNCS, pp. 664–673). https://doi.org/10.1007/978-3-540-69389-5_74

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