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Contributions to Game Theory and Management, 2014, Volume 7, Pages 120–131 (Mi cgtm224)  
This article is cited in 1 scientific paper (total in 1 paper)

Simulations of evolutionary models of a stock market

Elena Gubar

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes, Universitetskiy pr. 35, St. Petersburg, 198504, Russia
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Abstract: The main idea of this work is to present some simulation in evolutionary models of agents' interaction on the stock market. We consider game-theoretical model of agent's interaction, which evolving during long-time period. We consider three possible situations on the market, which are characterized by different types of agents' behavior.
Keywords: Evolutionary game, ESS strategy, stock market, replicative dynamic, imitation models, imitation dynamics.
Document Type: Article
Language: English
Citation: Elena Gubar, “Simulations of evolutionary models of a stock market”, Contributions to Game Theory and Management, 7 (2014), 120–131
Citation in format AMSBIB
\Bibitem{Gub14}
\by Elena~Gubar
\paper Simulations of evolutionary models of a stock market
\jour Contributions to Game Theory and Management
\yr 2014
\vol 7
\pages 120--131
\mathnet{http://mi.mathnet.ru/cgtm224}
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  • https://www.mathnet.ru/eng/cgtm/v7/p120
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    References:51
     
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