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Zero Intelligence Models of the Continuous Double Auction: Empirical Evidence and Generalization
Continuous double auction zero intelligence models econometric estimation consistency asymptotic normality
2013/4/28
The paper is devoted to statistical analysis of zero intelligence models of continuous double auction, in particular to an estimation of parameters of limit order books. We review "classical" zero int...
Common Mistakes when Applying Computational Intelligence and Machine Learning to Stock Market modelling
Computational intelligence machine learning stock market equities automated stock tradin mistakes.
2012/9/17
For a number of reasons, computational intelligence and machine learning methods have been largely dismissed by the professional community. The reasons for this are numerous and ...
A Rejoinder to Mackintosh and some Remarks on the Concept of General Intelligence
Rejoinder Mackintosh Concept General Intelligence
2010/4/30
In 2000 Nicholas J. Mackintosh (2000) published an article in Nature referring to
the concept of general intelligence (“g”) claiming that there is clear empirical
evidence for the existence of the g...