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: |
Fax: 004 0259 408409
Web page: http://anale.steconomiceuoradea.ro/
More information through EDIRC
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.:
- 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.
- J. Doyne Farmer, 1998.
"Market Force, Ecology, and Evolution,"
Research in Economics
98-12-117e, Santa Fe Institute.
- Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
- Riechmann, Thomas, 1998.
"Genetic Algorithms and Economic Evolution,"
Hannover Economic Papers (HEP)
dp-219, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- 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.
- 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 references are entirely missing, you can add them using this form.