Journal article 1140 views
Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
Viktor Manahov,
Robert Hudson,
Hafiz Hoque 
Journal of International Financial Markets, Institutions and Money, Volume: 37, Pages: 85 - 98
Swansea University Author:
Hafiz Hoque
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.intfin.2015.02.009
Abstract
Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
| Published in: | Journal of International Financial Markets, Institutions and Money |
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| ISSN: | 1042-4431 |
| Published: |
Elsevier BV
2015
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa59966 |
| Keywords: |
Forecasting and simulation; Agent-based modelling; Artificial stock market; Genetic Programming; Marginal Trader Hypothesis; Hayek Hypothesis |
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| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
85 |
| End Page: |
98 |