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Contributions to Game Theory and Management, 2010, Volume 3, Pages 162–170
(Mi cgtm83)
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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
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.
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
Linking options:
https://www.mathnet.ru/eng/cgtm83 https://www.mathnet.ru/eng/cgtm/v3/p162
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