Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation
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References listed on IDEAS
- Sweeney, Richard J., 1988. "Some New Filter Rule Tests: Methods and Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(03), pages 285-300, September.
- Blume, Lawrence & Easley, David, 1992. "Evolution and market behavior," Journal of Economic Theory, Elsevier, vol. 58(1), pages 9-40, October.
- Ya-Chi Huang & Shu-Heng Chen, 2003. "Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Artificial Stock Market," Computing in Economics and Finance 2003 62, Society for Computational Economics.
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KeywordsNeural Networks; Genetic Algorithms; Econometric Modeling;
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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