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An Adaptative Evolutionary Model Of Financial Investors

  • Boldea Bogdan Ion

    ()

    (West University of Timişoara, Faculty of Economy and Business Administration)

  • Boldea Costin-Radu

    ()

    (University of Craiova, Faculty of Mathematics and Computer Sciences)

  • Stanculescu Mircea

    ()

    (“Spiru Haret” University, Faculty of Management and Accounting)

The 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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Article 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)
Pages: 897-901

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Handle: RePEc:ora:journl:v:4:y:2009:i:1:p:897-901
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  1. 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.
  2. J. Doyne Farmer, 1998. "Market Force, Ecology, and Evolution," Research in Economics 98-12-117e, Santa Fe Institute.
  3. Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
  4. Riechmann, Thomas, 1998. "Genetic Algorithms and Economic Evolution," Hannover Economic Papers (HEP) dp-219, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  5. 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.
  6. Bouchaud, Jean-Philippe, 2002. "An introduction to statistical finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 313(1), pages 238-251.
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