{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,6]],"date-time":"2024-09-06T11:01:46Z","timestamp":1725620506557},"publisher-location":"Berlin, Heidelberg","reference-count":46,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642233357"},{"type":"electronic","value":"9783642233364"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2011]]},"DOI":"10.1007\/978-3-642-23336-4_10","type":"book-chapter","created":{"date-parts":[[2011,10,13]],"date-time":"2011-10-13T10:22:44Z","timestamp":1318501364000},"page":"181-197","source":"Crossref","is-referenced-by-count":0,"title":["Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment"],"prefix":"10.1007","author":[{"given":"Michael","family":"Kampouridis","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Shu-Heng","family":"Chen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Edward","family":"Tsang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","reference":[{"key":"10_CR1","unstructured":"Arthur, B.: On learning and adaptation in the economy, working paper 92-07-038. Santa Fe Institute (1992)"},{"key":"10_CR2","first-page":"15","volume-title":"The Economy as an Evolving Complex System II","author":"W. Arthur","year":"1997","unstructured":"Arthur, W., Holland, J., LeBaron, B., Palmer, R., Tayler, P.: Asset pricing under endogenous expectations in an artificial stock market. In: Arthur, B., Durlauf, S., Lane, D.E. (eds.) The Economy as an Evolving Complex System II, pp. 15\u201344. Addison-Wesley, Reading (1997)"},{"key":"10_CR3","volume-title":"Genetic Programming: An Introduction: On the Automatic Evolution of Computer Programs and its Applications","author":"W. Banzhaf","year":"1998","unstructured":"Banzhaf, W., Nordina, P., Keller, R., Francone, F.: Genetic Programming: An Introduction: On the Automatic Evolution of Computer Programs and its Applications. Morgan Kaufmann, Heidelberg (1998)"},{"key":"10_CR4","doi-asserted-by":"publisher","first-page":"1059","DOI":"10.2307\/2171879","volume":"65","author":"W. Brock","year":"1997","unstructured":"Brock, W., Hommes, C.: A rational route to randomness. Econometrica\u00a065, 1059\u20131095 (1997)","journal-title":"Econometrica"},{"key":"10_CR5","doi-asserted-by":"publisher","first-page":"1235","DOI":"10.1016\/S0165-1889(98)00011-6","volume":"22","author":"W. Brock","year":"1998","unstructured":"Brock, W., Hommes, C.: Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control\u00a022, 1235\u20131274 (1998)","journal-title":"Journal of Economic Dynamics and Control"},{"key":"10_CR6","doi-asserted-by":"publisher","first-page":"7","DOI":"10.1016\/j.jmateco.2004.02.002","volume":"41","author":"W. Brock","year":"2005","unstructured":"Brock, W., Hommes, C., Wagener, F.: Evolutionary dynamics in markets with many trader types. Journal of Mathematical Economics\u00a041, 7\u201342 (2005)","journal-title":"Journal of Mathematical Economics"},{"key":"10_CR7","unstructured":"Chan, N., LeBaron, B., Lo, A., Poggio, T.: Agent-based models of financial markets: A comparison with experimental markets. MIT Artificial Markets Project Paper No.124 (1999)"},{"key":"10_CR8","unstructured":"Chen, S.H., Huang, Y.C., Wang, J.F.: Bounded rationality and the elasticity puzzle: An analysis of agent-based computational consumption capital asset pricing models. In: Zambelli, S. (ed.). Routledge, New York (2009)"},{"key":"10_CR9","unstructured":"Chen, S.H., Chang, C.L., Du, Y.R.: Agent-based economic models and econometrics. Journal of Knowledge Engineering Review (2010) (forthcoming)"},{"key":"10_CR10","series-title":"LNCS(LNAI)","doi-asserted-by":"publisher","first-page":"121","DOI":"10.1007\/978-3-642-18345-4_9","volume-title":"Multi-Agent-Based Simulation XI","author":"S.H. Chen","year":"2011","unstructured":"Chen, S.H., Kampouridis, M., Tsang, E.: Microstructure dynamics and agent-based financial markets. In: Bosse, T., Geller, A., Jonker, C.M. (eds.) MABS 2010. LNCS(LNAI), vol.\u00a06532, pp. 121\u2013135. Springer, Heidelberg (2011)"},{"key":"10_CR11","doi-asserted-by":"publisher","first-page":"427","DOI":"10.2307\/2286348","volume":"74","author":"D. Dickey","year":"1979","unstructured":"Dickey, D., Fuller, W.: Distribution of the estimates for autoregressive time series with a unit root. Journal of the American Statistical Association\u00a074, 427\u2013431 (1979)","journal-title":"Journal of the American Statistical Association"},{"issue":"4","key":"10_CR12","doi-asserted-by":"publisher","first-page":"741","DOI":"10.1016\/j.jedc.2003.12.004","volume":"29","author":"C. Dicks","year":"2005","unstructured":"Dicks, C., Van der Weide, R.: Herding asynchronous updating and heterogeneity in memory in a CBS. Journal of Economic Dynamics and Control\u00a029(4), 741\u2013763 (2005)","journal-title":"Journal of Economic Dynamics and Control"},{"key":"10_CR13","doi-asserted-by":"publisher","first-page":"588","DOI":"10.1136\/jech.56.8.588","volume":"56","author":"A. Diez-Roux","year":"2002","unstructured":"Diez-Roux, A.: A glossary for multilevel analysis. Journal of Epidemiology and Community Health\u00a056, 588\u2013594 (2002)","journal-title":"Journal of Epidemiology and Community Health"},{"key":"10_CR14","series-title":"Advances in Self-Organizing Maps","first-page":"140","volume-title":"Proceedings of the 3rd Workshop on Self-Organizing Maps","author":"M. Dittenbach","year":"2001","unstructured":"Dittenbach, M., Rauber, A., Merkl, D.: Recent advances with the growing hierarchical self-organizing map. In: Allinson, N., Yin, H., Allinson, L., Slack, J. (eds.) Proceedings of the 3rd Workshop on Self-Organizing Maps. Advances in Self-Organizing Maps, pp. 140\u2013145. Springer, Lincoln (2001)"},{"key":"#cr-split#-10_CR15.1","doi-asserted-by":"crossref","unstructured":"Duffy, J., Engle-Warnick, J.: Using symbolic regression to infer strategies from experimental data, In: pp. 61-82. Springer, Heidelberg (2002);","DOI":"10.1007\/978-3-7908-1784-3_4"},{"key":"#cr-split#-10_CR15.2","unstructured":"Evolutionary Computation in Economics and Finance"},{"key":"#cr-split#-10_CR16.1","doi-asserted-by":"crossref","unstructured":"Gigerenzer, G., Todd, P.: Fast and Frugal Heuristics: The Adaptive Toolbox. In: Gigerenzer, G., Todd, P. (eds.), pp. 3-34. Oxford University Press, Oxford (1999);","DOI":"10.1007\/978-1-4615-5089-1_6"},{"key":"#cr-split#-10_CR16.2","unstructured":"The ABC Research Group"},{"key":"10_CR17","volume-title":"Adaptation in Natural and Artificial Systems","author":"J. Holland","year":"1975","unstructured":"Holland, J.: Adaptation in Natural and Artificial Systems. University of Michigan Press, Ann Arbor (1975)"},{"key":"10_CR18","first-page":"27","volume-title":"Evolutionary Programming V","author":"K. Izumi","year":"1996","unstructured":"Izumi, K., Okatsu, T.: An artificial market analysis of exchange rate dynamics. In: Fogel, L.J., Angeline, P.J. (eds.) Evolutionary Programming V, pp. 27\u201336. MIT Press, Cambridge (1996)"},{"key":"10_CR19","first-page":"23","volume":"7","author":"K. Izumi","year":"1999","unstructured":"Izumi, K., Ueda, K.: Analysis of dealers\u2019 processing financial news based on an artificial market approach. Journal of Computational Intelligence in Finance\u00a07, 23\u201333 (1999)","journal-title":"Journal of Computational Intelligence in Finance"},{"key":"10_CR20","doi-asserted-by":"crossref","unstructured":"Kampouridis, M., Tsang, E.: EDDIE for investment opportunities forecasting: Extending the search space of the GP. In: Proceedings of the IEEE Conference on Evolutionary Computation, Barcelona, Spain, pp. 2019\u20132026 (2010)","DOI":"10.1109\/CEC.2010.5586094"},{"key":"10_CR21","series-title":"Lecture Notes in Computer Science","doi-asserted-by":"publisher","first-page":"199","DOI":"10.1007\/978-3-642-15871-1_21","volume-title":"Parallel Problem Solving from Nature, PPSN XI","author":"M. Kampouridis","year":"2010","unstructured":"Kampouridis, M., Chen, S.H., Tsang, E.: Testing the dinosaur hypothesis under empirical datasets. In: Schaefer, R., Cotta, C., Ko\u0142odziej, J., Rudolph, G. (eds.) PPSN XI. LNCS, vol.\u00a06239, pp. 199\u2013208. Springer, Heidelberg (2010)"},{"key":"10_CR22","series-title":"IEEE Symposium Series on Computational Intelligence","volume-title":"Computational Intelligence for Financial Engineering and Economics","author":"M. Kampouridis","year":"2011","unstructured":"Kampouridis, M., Chen, S.H., Tsang, E.: Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets. In: Computational Intelligence for Financial Engineering and Economics. IEEE Symposium Series on Computational Intelligence. IEEE Press, Los Alamitos (2011) (forthcoming)"},{"key":"10_CR23","first-page":"354","volume-title":"Money and Financial Markets","author":"A. Kirman","year":"1991","unstructured":"Kirman, A.: Epidemics of Opinion and Speculative Bubbles in Financial Markets. In: Taylor, M. (ed.) Money and Financial Markets, pp. 354\u2013368. Macmillan, London (1991)"},{"issue":"1","key":"10_CR24","doi-asserted-by":"publisher","first-page":"137","DOI":"10.2307\/2118498","volume":"108","author":"A. Kirman","year":"1993","unstructured":"Kirman, A.: Ants, rationality and recruitment. Quarterly Journal of Economics\u00a0108(1), 137\u2013156 (1993)","journal-title":"Quarterly Journal of Economics"},{"key":"10_CR25","doi-asserted-by":"publisher","first-page":"59","DOI":"10.1007\/BF00337288","volume":"43","author":"T. Kohonen","year":"1982","unstructured":"Kohonen, T.: Self-organized formation of topologically correct feature maps. Journal of Biological Cybernetics\u00a043, 59\u201369 (1982)","journal-title":"Journal of Biological Cybernetics"},{"key":"10_CR26","volume-title":"Genetic Programming: On the programming of computers by means of natural selection","author":"J. Koza","year":"1992","unstructured":"Koza, J.: Genetic Programming: On the programming of computers by means of natural selection. MIT Press, Cambridge (1992)"},{"key":"10_CR27","volume-title":"Genetic Programming II: Automatic Discovery of Reusable Programs","author":"J. Koza","year":"1994","unstructured":"Koza, J.: Genetic Programming II: Automatic Discovery of Reusable Programs. MIT Press, Cambridge (1994)"},{"key":"10_CR28","volume-title":"GeneticProgramming 3: Darwinian Invention and Problem Solving","author":"J. Koza","year":"1999","unstructured":"Koza J, Andre D, Bennett\u00a0III F, Keane M (1999) GeneticProgramming 3: Darwinian Invention and Problem Solving. Morgan Kaufman"},{"key":"10_CR29","volume-title":"Genetic Programming IV: Routine Human-Competitive Machine Intelligence","author":"J. Koza","year":"2003","unstructured":"Koza, J., Keane, M., Streeter, M., Mydlowec, W., Yu, J., Lanza, G.: Genetic Programming IV: Routine Human-Competitive Machine Intelligence. Kluwer Academic Publishers, Dordrecht (2003)"},{"key":"10_CR30","doi-asserted-by":"publisher","first-page":"15","DOI":"10.3905\/jpm.2004.442611","volume":"30","author":"A. Lo","year":"2004","unstructured":"Lo, A.: The adaptive market hypothesis: market efficiency from an evolutionary perspective. Journal of Portfolio Management\u00a030, 15\u201329 (2004)","journal-title":"Journal of Portfolio Management"},{"key":"10_CR31","first-page":"21","volume":"2","author":"A. Lo","year":"2005","unstructured":"Lo, A.: Reconciling efficient markets with behavioral finance: The adaptive markets hypothesis. Journal of Investment Consulting\u00a02, 21\u201344 (2005)","journal-title":"Journal of Investment Consulting"},{"key":"10_CR32","doi-asserted-by":"publisher","first-page":"880","DOI":"10.2307\/2235156","volume":"105","author":"T. Lux","year":"1995","unstructured":"Lux, T.: Herd behavior, bubbles and crashes. Economic Journal\u00a0105, 880\u2013896 (1995)","journal-title":"Economic Journal"},{"key":"10_CR33","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/S0165-1889(97)00061-4","volume":"22","author":"T. Lux","year":"1997","unstructured":"Lux, T.: Time variation of second moments from a noise trader\/infection model. Journal of Economic Dynamics and Control\u00a022, 1\u201338 (1997)","journal-title":"Journal of Economic Dynamics and Control"},{"key":"10_CR34","doi-asserted-by":"publisher","first-page":"143","DOI":"10.1016\/S0167-2681(97)00088-7","volume":"33","author":"T. Lux","year":"1998","unstructured":"Lux, T.: The socio-economic dynamics of speculative markets: Interacting agents, chaos and the fat tails of return distributions. Journal of Economic Behavior and Organization\u00a033, 143\u2013165 (1998)","journal-title":"Journal of Economic Behavior and Organization"},{"key":"10_CR35","first-page":"281","volume-title":"Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability","author":"J.B. MacQueen","year":"1967","unstructured":"MacQueen, J.B.: Some methods for classification and analysis of multivariate observations. In: Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability, pp. 281\u2013297. University of California Press, Berkeley (1967)"},{"key":"10_CR36","volume-title":"Market Microstructure Theory","author":"M. O\u2019Hara","year":"1995","unstructured":"O\u2019Hara, M.: Market Microstructure Theory. Blackwell, Oxford (1995)"},{"issue":"1","key":"10_CR37","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/j.jfineco.2010.03.004","volume":"97","author":"M. O\u2019Hara","year":"2010","unstructured":"O\u2019Hara, M., Easley, D.A.: Liquidity and valuation in an uncertain world. Journal of Financial Economics\u00a097(1), 1\u201311 (2010a)","journal-title":"Journal of Financial Economics"},{"issue":"5","key":"10_CR38","doi-asserted-by":"publisher","first-page":"1817","DOI":"10.1111\/j.1540-6261.2010.01595.x","volume":"65","author":"M. O\u2019Hara","year":"2010","unstructured":"O\u2019Hara, M., Easley, D.A.: Microstructure and ambiguity. Journal of Finance\u00a065(5), 1817\u20131846 (2010b)","journal-title":"Journal of Finance"},{"key":"10_CR39","doi-asserted-by":"publisher","first-page":"264","DOI":"10.1016\/0167-2789(94)90287-9","volume":"75","author":"R. Palmer","year":"1994","unstructured":"Palmer, R., Arthur, W., Holland, J., LeBaron, B., Tayler, P.: Artificial economic life: a simple model of a stock market. Physica D\u00a075, 264\u2013274 (1994)","journal-title":"Physica D"},{"key":"10_CR40","doi-asserted-by":"publisher","first-page":"335","DOI":"10.1093\/biomet\/75.2.335","volume":"75","author":"P. Phillips","year":"1988","unstructured":"Phillips, P., Perron, P.: Testing for a unit root in time series regression. Biometric\u00a075, 335\u2013346 (1988)","journal-title":"Biometric"},{"key":"10_CR41","unstructured":"Poli, R., Langdon, W., McPhee, N.: A Field Guide to Genetic Programming (2008), http:\/\/Lulu.com"},{"key":"10_CR42","doi-asserted-by":"publisher","first-page":"247","DOI":"10.1016\/j.physa.2007.02.022","volume":"382","author":"A. Sansone","year":"2007","unstructured":"Sansone, A., Garofalo, G.: Asset price dynamics in a financial market with heterogeneous trading strategies and time delays. Physica A\u00a0382, 247\u2013257 (2007)","journal-title":"Physica A"},{"key":"10_CR43","doi-asserted-by":"publisher","first-page":"129","DOI":"10.1037\/h0042769","volume":"63","author":"H. Simon","year":"1956","unstructured":"Simon, H.: Rational choice and the structure of environments. Psychological Review\u00a063, 129\u2013138 (1956)","journal-title":"Psychological Review"},{"key":"10_CR44","doi-asserted-by":"crossref","unstructured":"Xu, R., Wunsch, D.: Clustering. Wiley-IEEE Press (2008)","DOI":"10.1002\/9780470382776"}],"container-title":["Studies in Computational Intelligence","Natural Computing in Computational Finance"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-23336-4_10.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,12,10]],"date-time":"2021-12-10T12:17:34Z","timestamp":1639138654000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-23336-4_10"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011]]},"ISBN":["9783642233357","9783642233364"],"references-count":46,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-23336-4_10","relation":{},"ISSN":["1860-949X","1860-9503"],"issn-type":[{"type":"print","value":"1860-949X"},{"type":"electronic","value":"1860-9503"}],"subject":[],"published":{"date-parts":[[2011]]}}}