An Adaptative Evolutionary Model Of Financial Investors
AbstractThe main purpose of the paper is to determine a general behavior of a multi-agent model capable of describing the process of deliberation of an investors group witch may repeatedly decide whether to buy or sell an asset. Each adaptive agent was modeled as
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Bibliographic InfoArticle provided by University of Oradea, Faculty of Economics in its journal The Journal of the Faculty of Economics - Economic.
Volume (Year): 4 (2009)
Issue (Month): 1 (May)
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Postal: Universitatii str. 1, Office F209, 410087 Oradea, Bihor
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Web page: http://anale.steconomiceuoradea.ro/
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Programming Models; Genetic algorithms; Information efficiency;
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover
dp-219, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
- Lux, T. & M. Marchesi, . "Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market," Discussion Paper Serie B 438, University of Bonn, Germany, revised Jul 1998.
- Challet, D. & Zhang, Y.-C., 1997. "Emergence of cooperation and organization in an evolutionary game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 246(3), pages 407-418.
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