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Using an Evolutionary Agent-Based Simulation to Explore Hedging Pressure in Futures Markets

Duke, J; Clack, CD; (2007) Using an Evolutionary Agent-Based Simulation to Explore Hedging Pressure in Futures Markets. In: (Proceedings) Annual Conference of Genetic and Evolutionary Computation Conference. (pp. p. 2257). ASSOC COMPUTING MACHINERY Green open access

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Type: Proceedings paper
Title: Using an Evolutionary Agent-Based Simulation to Explore Hedging Pressure in Futures Markets
Event: Annual Conference of Genetic and Evolutionary Computation Conference
Location: London, ENGLAND
Dates: 07 July 2007 - 11 July 2007
ISBN-13: 978-1-59593-697-4
Open access status: An open access version is available from UCL Discovery
Keywords: Science & Technology, Technology, Computer Science, Artificial Intelligence, Computer Science, Software Engineering, Computer Science, Genetic Algorithms, Finance, Agents, Adaptation
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science
URI: https://discovery.ucl.ac.uk/id/eprint/10087108
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