An Adaptative Evolutionary Model Of Financial Investors
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
Volume (Year): 4 (2009)
Issue (Month): 1 (May)
|Contact details of provider:|| Postal: Universitatii str. 1, Office F209, 410087 Oradea, Bihor|
Fax: 004 0259 408409
Web page: http://anale.steconomiceuoradea.ro/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- J. Doyne Farmer, 2002.
"Market force, ecology and evolution,"
Industrial and Corporate Change,
Oxford University Press, vol. 11(5), pages 895-953, November.
- 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.
- Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
- 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.
- Riechmann, Thomas, 1998.
"Genetic Algorithms and Economic Evolution,"
Hannover Economic Papers (HEP)
dp-219, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Bouchaud, Jean-Philippe, 2002. "An introduction to statistical finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 313(1), pages 238-251.
When requesting a correction, please mention this item's handle: RePEc:ora:journl:v:4:y:2009:i:1:p:897-901. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Catalin ZMOLE)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.