Can Intelligence Help Improve Market Performance?
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References listed on IDEAS
- Andersson, Michael K. & Gredenhoff, Mikael P., 1997. "Bootstrap Testing for Fractional Integration," SSE/EFI Working Paper Series in Economics and Finance 188, Stockholm School of Economics.
- Lo, Andrew W, 1991.
"Long-Term Memory in Stock Market Prices,"
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- Andrew W. Lo, 1989. "Long-term Memory in Stock Market Prices," NBER Working Papers 2984, National Bureau of Economic Research, Inc.
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More about this item
KeywordsArtificial Stock Market; Double Auction; Bid-Ask Spread; Agent-Based Modeling; Boolean Functions; Genetic Programming; Strongly Typed Genetic Programming;
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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