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Contributions to Game Theory and Management, 2010, Volume 3, Pages 162–170 (Mi cgtm83)  

This article is cited in 2 scientific papers (total in 2 papers)

Construction of Different Types of Dynamics in an Evolutionary Model of Trades in the Stock Market

Elena Gubar

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes, Universitetskiy pr. 35, St. Petersburg, 198504, Russia
Full-text PDF (528 kB) Citations (2)
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Abstract: The main purpose of this work is research of the agents behavior on the stock market using methods of evolutionary game theory and construct evolutionary dynamics for the long-run period. For this model we considered and compared some additional cases of the dynamics. Following dynamics for the model were constructed: the evolutionary dynamics, the OLG dynamics and continuous dynamics of the imitation behavior. As a result we compared solutions, which were given by all dynamics.
Keywords: Evolutionary game, ESS strategy, stock market, cheap-talk game, replicative dynamic, discrete dynamics, imitation models, imitation dynamics.
Document Type: Article
Language: English
Citation: Elena Gubar, “Construction of Different Types of Dynamics in an Evolutionary Model of Trades in the Stock Market”, Contributions to Game Theory and Management, 3 (2010), 162–170
Citation in format AMSBIB
\Bibitem{Gub10}
\by Elena~Gubar
\paper Construction of Different Types of Dynamics in an Evolutionary Model of Trades in the Stock Market
\jour Contributions to Game Theory and Management
\yr 2010
\vol 3
\pages 162--170
\mathnet{http://mi.mathnet.ru/cgtm83}
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  • https://www.mathnet.ru/eng/cgtm83
  • https://www.mathnet.ru/eng/cgtm/v3/p162
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Abstract page:158
    Full-text PDF :74
    References:34
     
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