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Genetic Learning and the Stylized Facts of Foreign Exchange Markets

Author

Listed:
  • Thomas Lux
  • Sascha Schornstein

Abstract

No abstract is available for this item.

Suggested Citation

  • Thomas Lux & Sascha Schornstein, 2002. "Genetic Learning and the Stylized Facts of Foreign Exchange Markets," Computing in Economics and Finance 2002 22, Society for Computational Economics.
    • Handle: RePEc:sce:scecf2:22
    as

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    Citations

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    Cited by:

    1. Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O., 2005. "Evolutionary dynamics in markets with many trader types," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 7-42, February.
    2. Konrad RICHTER, 2010. "Revenue Equivalence Revisited: Bounded Rationality in Auctions," EcoMod2004 330600118, EcoMod.
    3. Davies, Paul Lyndon, 2006. "Long range financial data and model choice," Technical Reports 2006,21, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    4. Simone Alfarano & Thomas Lux, 2007. "A Minimal Noise Trader Model with Realistic Time Series Properties," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 345-361, Springer.
    5. Salle, Isabelle & Seppecher, Pascal, 2016. "Social Learning About Consumption," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1795-1825, October.

    More about this item

    Keywords

    learning; genetic algorithms; exchange rate dynamics;
    All these keywords.

    JEL classification:

    • D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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