Explorations in LCS Models of Stock Trading

  title={Explorations in LCS Models of Stock Trading},
  author={Sonia Schulenburg and Peter Ross},
In previous papers we have described the basic elements for building an economic model consisting of a group of artificial traders functioning and adapting in an environment containing real stock market information. We have analysed the feasibility of the proposed approach by comparing the final wealth generated by such agents over a period of time, against the wealth of a number of well known investment strategies, including the bank, buy-and-hold and trend-following strategies. In this paper… CONTINUE READING
Highly Cited
This paper has 36 citations. REVIEW CITATIONS
25 Citations
41 References
Similar Papers


Publications citing this paper.
Showing 1-10 of 25 extracted citations


Publications referenced by this paper.
Showing 1-10 of 41 references

An Introduction to Investment Theory. http:// viking.som.yale.edu/will/finman540/classnotes/notes.html

  • William N. Goetzmann
  • Consulted May,
  • 2001
1 Excerpt

Bedau . An Explanation of Generic Behavior in an Evolving Financial Market

  • Shareen Joshi, A Mark
  • 2001

Integrating Genetic Algorithms and Text Learning for Financial Prediction

  • James D. Thomas, Katia Sycara
  • Proceedings of the GECCO-2000 Workshop on Data…
  • 2000
1 Excerpt

Thomas and Katia Sycara . Integrating Genetic Algorithms and Text Learning for Financial Prediction

  • D. James
  • 2000

A Non-Random Walk Down Wall Street

  • Andrew W. Lo, A. Craig MacKinlay
  • 1999
1 Excerpt

A Random Walk Down Wall Street

  • Burton G. Malkiel
  • W.W. Norton & Company, 6th edition,
  • 1999
3 Excerpts

Similar Papers

Loading similar papers…