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Experiments in Evolutionary Finance

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Author Info
Blake LeBaron () (University of Wisconsin - Madison)

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Abstract

Combining ideas from evolution and learning to understand empirical puzzles in financial markets is a growing area of interest in economic research. This paper provides a short survey of some of the ongoing work in this area with special attention paid to computational models relying on artificial intelligence methods. Also, specific experiments will be analyzed using the Santa Fe Artificial Stock Market. The conclusion ties some of the results from these very different modeling approaches together, and suggests paths for future research.

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Paper provided by University of Wisconsin - Madison in its series Working papers with number _001.

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Handle: RePEc:wop:wimahp:_001

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  1. Derveeuw, Julien, 2005. "Market dynamics and agents behaviors: a computational approach," MPRA Paper 4916, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-10-18.


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