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Serge Hayward

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This is information that was supplied by Serge Hayward in registering through RePEc. If you are Serge Hayward , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Serge
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Last Name: Hayward
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RePEc Short-ID: pha192

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Affiliation

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Works

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Working papers

  1. Serge Hayward, 2006. "Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining," Computing in Economics and Finance 2006 417, Society for Computational Economics.
  2. Serge Hayward, 2005. "Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition," Computing in Economics and Finance 2005 285, Society for Computational Economics.
  3. Serge Hayward, 2004. "Heterogeneous Agents Past and Forward Time Horizons in Setting Up a Computational Model," Computing in Economics and Finance 2004 241, Society for Computational Economics.

Articles

  1. Serge Hayward, 2011. "Predicting Prices Of Financial Assets: From Classical Economics To Intelligent Finance," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 229-247.
  2. Heping Pan & Serge Hayward, 2011. "Preface," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 187-196.
  3. Serge Hayward, 2005. "The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models," Computational Economics, Society for Computational Economics, vol. 25(1), pages 25-40, February.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2004-08-16. Author is listed

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