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Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments

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Author Info
J. Emeterio Navarro Barrientos
Frank E. Walter
Frank Schweitzer
Abstract

We study the performance of various agent strategies in an artificial investment scenario. Agents are equipped with a budget, $x(t)$, and at each time step invest a particular fraction, $q(t)$, of their budget. The return on investment (RoI), $r(t)$, is characterized by a periodic function with different types and levels of noise. Risk-avoiding agents choose their fraction $q(t)$ proportional to the expected positive RoI, while risk-seeking agents always choose a maximum value $q_{max}$ if they predict the RoI to be positive ("everything on red"). In addition to these different strategies, agents have different capabilities to predict the future $r(t)$, dependent on their internal complexity. Here, we compare 'zero-intelligent' agents using technical analysis (such as moving least squares) with agents using reinforcement learning or genetic algorithms to predict $r(t)$. The performance of agents is measured by their average budget growth after a certain number of time steps. We present results of extensive computer simulations, which show that, for our given artificial environment, (i) the risk-seeking strategy outperforms the risk-avoiding one, and (ii) the genetic algorithm was able to find this optimal strategy itself, and thus outperforms other prediction approaches considered.

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Paper provided by arXiv.org in its series Quantitative Finance Papers with number 0801.4305.

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Date of creation: Jan 2008
Date of revision: Sep 2008
Publication status: Published in International Journal of Modern Physics C vol. 19, no. 6 (2008) 971-994
Handle: RePEc:arx:papers:0801.4305

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  2. Kirman, Alan & Tuinstra, Jan, 2005. "Bounded rationality, heterogeneity and market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 595-600, April. [Downloadable!] (restricted)
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  5. Follmer, Hans & Horst, Ulrich & Kirman, Alan, 2005. "Equilibria in financial markets with heterogeneous agents: a probabilistic perspective," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 123-155, February. [Downloadable!] (restricted)
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  7. Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003. "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Springer, vol. 22(2), pages 255-272, October. [Downloadable!] (restricted)
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  8. Gode, Dhananjay K & Sunder, Shyam, 1993. "Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality," Journal of Political Economy, University of Chicago Press, vol. 101(1), pages 119-37, February. [Downloadable!] (restricted)
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  11. Emeterio Navarro & Ruben Cantero & Joao Rodrigues & Frank Schweitzer, 2007. "Investments in Random Environments," Quantitative Finance Papers 0709.3630, arXiv.org, revised Sep 2008. [Downloadable!]
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