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)
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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.:
- Riechmann, Thomas, 1998.
"Genetic Algorithms and Economic Evolution,"
Hannover Economic Papers (HEP)
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- J. Doyne Farmer, 2002.
"Market force, ecology and evolution,"
Industrial and Corporate Change,
Oxford University Press, vol. 11(5), pages 895-953, November.
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- Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
- 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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