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Contributions to Game Theory and Management, 2014, Volume 7, Pages 120–131
(Mi cgtm224)
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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
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.
Citation:
Elena Gubar, “Simulations of evolutionary models of a stock market”, Contributions to Game Theory and Management, 7 (2014), 120–131
Linking options:
https://www.mathnet.ru/eng/cgtm224 https://www.mathnet.ru/eng/cgtm/v7/p120
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