Elena Gubar, “Simulations of evolutionary models of a stock market”, Contributions to Game Theory and Management, 2014, Volume 7,Pages <nobr>120

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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.

Language: English