Title:Heterogeneous Trading Strategies with Adaptive Fuzzy Actor-Critic Reinforcement Learning: A behavioral approach Author(s):BEKIROS, Stelios D.Date:2010Citation:
- Journal of Economic Dynamics and Control, 2010, 34, 6, 1153-1170
Type:ArticleAbstract:The present study addresses the learning mechanism of boundedly rational agents in the dynamic and noisy environment of financial markets. The main objective is the development of a system that “decodes” the knowledge-acquisition ...
Title:Fuzzy Adaptive Decision-making for Boundedly Rational Traders in Speculative Stock Markets Author(s):BEKIROS, Stelios D.Date:2010Citation:
- European Journal of Operational Research, 2010, 202, 1, 285-293
Type:ArticleAbstract:The development of new models that would enhance predictability for time series with dynamic time-varying, nonlinear features is a major challenge for speculators. Boundedly rational investors called “chartists” use advanced ...