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Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
agent-based models Genetic Algorithms
2010/4/27
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial ...
期刊信息
篇名
A Class of Genetic Algorithms On Bilevel Multi-Objective Decision Making Problem
语种
英文
撰写或编译
撰写
作者
滕春贤,李磊,李皓白
第一作者单位
哈尔滨理工大学
刊物名称
J.Systems Science and Systems
页面
2000,Vol.9,No.3,P290-296
出版日期...