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...
I tiakina i:
| I whakaputaina i: | Proc Natl Acad Sci U S A |
|---|---|
| Kaituhi matua: | |
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
National Academy of Sciences
2002
|
| Ngā marau: | |
| Urunga tuihono: | 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 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|