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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 Orcid Logo

Journal of International Financial Markets, Institutions and Money, Volume: 37, Pages: 85 - 98

Swansea University Author: Hafiz Hoque Orcid Logo

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DOI (Published version): 10.1016/j.intfin.2015.02.009

Published in: Journal of International Financial Markets, Institutions and Money
ISSN: 1042-4431
Published: Elsevier BV 2015
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URI: https://cronfa.swan.ac.uk/Record/cronfa59966
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first_indexed 2022-05-06T09:03:03Z
last_indexed 2022-05-27T03:33:45Z
id cronfa59966
recordtype SURis
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spelling 2022-05-26T10:14:38.3404848 v2 59966 2022-05-06 Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis 06d1239b4524fff9c0a0f52a2a368910 0000-0002-4354-3895 Hafiz Hoque Hafiz Hoque true false 2022-05-06 BAF Journal Article Journal of International Financial Markets, Institutions and Money 37 85 98 Elsevier BV 1042-4431 Forecasting and simulation; Agent-based modelling; Artificial stock market; Genetic Programming; Marginal Trader Hypothesis; Hayek Hypothesis 1 7 2015 2015-07-01 10.1016/j.intfin.2015.02.009 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2022-05-26T10:14:38.3404848 2022-05-06T10:00:22.1428146 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Viktor Manahov 1 Robert Hudson 2 Hafiz Hoque 0000-0002-4354-3895 3
title Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
spellingShingle Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
Hafiz Hoque
title_short Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
title_full Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
title_fullStr Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
title_full_unstemmed Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
title_sort Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
author_id_str_mv 06d1239b4524fff9c0a0f52a2a368910
author_id_fullname_str_mv 06d1239b4524fff9c0a0f52a2a368910_***_Hafiz Hoque
author Hafiz Hoque
author2 Viktor Manahov
Robert Hudson
Hafiz Hoque
format Journal article
container_title Journal of International Financial Markets, Institutions and Money
container_volume 37
container_start_page 85
publishDate 2015
institution Swansea University
issn 1042-4431
doi_str_mv 10.1016/j.intfin.2015.02.009
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
published_date 2015-07-01T04:17:40Z
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score 11.035634

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