Economic dynamics

Speaker	Blake LeBaron	Paul Weller
Affiliation	Graduate School of International Economics and Finance, Brandeis University	Finance Department, University of Iowa
Seminar title	Agent based financial markets	Technical Trading in Financial Markets
Links	Agent Based Computational Finance
Readings	The Time Series Properties of an Artificial Stock Market (with W. B. Arthur and R. Palmer), forthcoming, Journal of Economic Dynamics and Control, 1999 Evolution and time horizons in an agent based stock market Building Financial Markets With Artificial Agents: Desired goals, and present techniques Information dissemination and Aggregation in Asset Merkets with Simple Intelligent Traders Agent Based Computational Finance: Suggested Readings and Early Research, forthcoming, Journal of Economic Dynamics and Control, 1999.	Neely, Christopher J., Paul Weller and Robert Dittmar "Are Technical Trading Rules in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis 32, December 1997, 405-426. Levich R., and L. Thomas, 1993, "The Significance of Technical Trading Rule Profits in The Foreign Exchange Market: A Bootstrap Approach," Journal of International Money and Finance 12, 451-74. Koza, John R., 1992, Genetic Programming: On the Programming of Computers by Means of Natural Selection, MIT Press: Cambridge, MA. Neely, Christopher J.and Paul A. Weller, "Technical Trading Rules in the European Monetary System"