Explorations in LCS Models of Stock Trading

@inproceedings{Schulenburg2001ExplorationsIL,
  title={Explorations in LCS Models of Stock Trading},
  author={Sonia Schulenburg and Peter Ross},
  booktitle={IWLCS},
  year={2001}
}
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
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