This paper presents an approach to the Mario AI Benchmark problem, using the A* algorithm for navigation, and an evolutionary process combining routines for the reactiveness of the resulting bot. The Grammatical Evolution ...
This paper investigates the effects of early stopping as a
method to counteract overfitting in evolutionary data modelling using
Genetic Programming. Early stopping has been proposed as a method
to avoid model overtraining, ...
This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed
using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic
minimum-variance ...
A key issue in the estimation of energy hedges is the hedgers’ attitude towards risk which is encapsulated in the form of the hedgers’ utility function. However, the literature typically uses only one form of utility ...
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. ...
This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a ...
Erne, Roland(UCD Dublin European Institute, 2011-05)
The economic and financial crisis has discredited the idea of a self-regulating market.Yet, it remains to be seen what measures society will be taking to protect itself against future fallouts of global markets. There is ...
Purpose – Prior accounting research views impression management predominantly though the lens of economics. Drawing on social psychology research, we provide a complementary perspective on corporate annual narrative reporting ...
Erne, Roland(UCD Dublin European Institute, 2011-05)
The economic and financial crisis has discredited the idea of a self-regulating market.
Yet, it remains to be seen what measures society will be taking to protect itself against future fallouts of global markets. There ...