Modeling the stylized facts in finance through simple nonlinear adaptive systems
Recent work on adaptive systems for modeling financial markets is discussed. Financial markets are viewed as evolutionary systems between different, competing trading strategies. Agents are boundedly rational in the sense that they tend to follow strategies that have performed well, according to rea...
Tallennettuna:
| Julkaisussa: | Proc Natl Acad Sci U S A |
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| Päätekijä: | |
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
National Academy of Sciences
2002
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| Aiheet: | |
| Linkit: | https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC128589/ https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/12011401/ https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.082080399 |
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