Date: Wed, 03 Mar 1999 11:48:52 +0000 Message-Id: <199903031148.LAA00505@alpheratz.cpm.aca.mmu.ac.uk> To: bogus From: email@example.com (the Campaign for Real Economics) Subject: Re: CAMREC: GAs and NNs are just as bad as optimisation! In-Reply-To: <CAMREC: GAs and NNs are just as bad as optimisation!>
To: CAMREC list members <firstname.lastname@example.org>
From: the Campaign for Real Economics <email@example.com>
Date: Wed, 03 Mar 1999 11:48:52 +0000
Subject: Re: CAMREC: GAs and NNs are just as bad as optimisation!
I think we agree on most points.
Yes, the introduction of NNs and GAs do represent a widening of the
modelling tools. If they are used in a way that can be justified by
reference to observed processes in a descriptive ("white-box") way,
without gross assumptions and irrelevance then fine.
There is nothing special about NNS and GAs, of course. Hopefully a
whole range of formal and computational languages and tools will be
introduced. Almost all the papers with NNs and GAs that I have
read/heard are in every way as bad as papers using constrained
> By the way, is the mark-up prise-fixing rule of any interest for your
> research about
> ways of fixation of prises in real markets?
> Are you interested to have a copy of the article extracted from the thesis?
I am interested in any descriptive/ancedotal accounts of deciding prices
in real stock markets. If the article is about such, then please send
it to me.
Centre for Policy Modelling,
Manchester Metropolitan University, Aytoun Bldg.,
Aytoun St., Manchester, M1 3GH. UK.
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