Evolution of trading strategies in a market with heterogeneously informed agents
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More about this item
KeywordsAgent-based simulation; Heterogeneous agents; Trading strategies; Genetic programming; D82; D58; C61; G1;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G1 - Financial Economics - - General Financial Markets
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