Evolution and market behavior
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Cites work
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- An evolutionary interpretation of Van Huyck, Battalio, and Beil's experimental results on coordination
- Another note on the Borel-Cantelli lemma and the strong law, with the Poisson approximation as a by-product
- Controlling a Stochastic Process with Unknown Parameters
- Divergent rational expectations equilibrium in a dynamic model of a futures market
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Cited in
(99)- Evolutionary stability of portfolio rules in incomplete markets
- Market selection and survival of investment strategies
- MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Evolution and market competition
- Survival in Cournot games
- Is more memory in evolutionary selection (de)stabilizing?
- Belief heterogeneity and survival in incomplete markets
- Are inefficient entrepreneurs driven out of the market?
- Genetic learning as an explanation of stylized facts of foreign exchange markets
- The market organism: Long-run survival in markets with heterogeneous traders
- Market selection when markets are incomplete
- The asset market game
- Rational expectations and monopolistic trades
- Evolutionary stable stock markets
- Evolutionary choice of markets
- An evolutionary game theory explanation of ARCH effects
- Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
- Learning in games by random sampling
- Heterogeneous beliefs, wealth accumulation, and asset price dynamics
- The dynamics of risk-sensitive allocations
- Agent-based Modeling and Simulation of Competitive Wholesale Electricity Markets
- Investment behavior under Knightian uncertainty -- an evolutionary approach
- Behavioral equilibrium and evolutionary dynamics in asset markets
- A simple asset pricing model with social interactions and heterogeneous beliefs
- Performance of investment strategies in the absence of correct beliefs
- Who wins? Study of long-run trader survival in an artificial stock market
- Financial markets as nonlinear adaptive evolutionary systems
- Portfolio management without probabilities or statistics
- Markets do not select for a liquidity preference as behavior towards risk
- Evolutionary dynamics in markets with many trader types
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- Updating wealth in an asset pricing model with heterogeneous agents
- Artificial economic life: A simple model of a stockmarket
- Globally evolutionarily stable portfolio rules
- Long-run heterogeneity in an exchange economy with fixed-mix traders
- On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*
- A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL
- Rumours and markets
- The reality game
- Evolutionary game theory: a renaissance
- Excess covariance and dynamic instability in a multi-asset model
- On non-ergodic asset prices
- Economic Darwinism: Who has the best probabilities?
- Evolutionary portfolio selection with liquidity shocks
- Evolution of heterogeneous beliefs and asset overvaluation
- A new justification of monopolistic competition
- Games of competition in a stochastic environment
- An evolutionary finance model with short selling and endogenous asset supply
- Agent-based computational finance: Suggested readings and early research
- Heterogeneous beliefs and the non-linear cobweb model
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
- Evolutionary finance and dynamic games
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- Market equilibria under procedural rationality
- Loss aversion, survival and asset prices
- Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment
- FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES
- Optimality and natural selection in markets
- International trade and technological competition in markets with dynamic increasing returns
- Momentum and reversal in financial markets with persistent heterogeneity
- Market power, survival and accuracy of predictions in financial markets
- Convergence and approximation results for non-cooperative Bayesian games: Learning theorems
- The evolution of portfolio rules and the capital asset pricing model
- The possibility of informationally efficient markets
- Herd behavior, bubbles and social interactions in financial markets
- On a Diffusion Approximation of a Prediction Game
- Equilibrium return and agents' survival in a multiperiod asset market: analytic support of a simulation model
- Market selection with an endogenous state
- Evolution and market behavior with endogenous investment rules
- Are biased beliefs fit to survive? An experimental test of the market selection hypothesis
- Strategically biased learning in market interactions
- Market ecology of active and passive investors
- Competing in several areas simultaneously: the case of strategic asset markets
- Market selection in large economies: a matter of luck
- Far from the madding crowd: collective wisdom in prediction markets
- An evolutionary alternative to rational expectations models of stock markets
- An evolutionary finance model with a risk-free asset
- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
- A continuous-time asset market game with short-lived assets
- Prices are macro-observables! stylized facts from evolutionary finance
- Relative growth optimal strategies in an asset market game
- Survival in speculative markets
- Scaling in the Donangelo-Sneppen model for evolution of money
- Procedural rationality, asset heterogeneity and market selection
- The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors
- Survival investment strategies in a continuous-time market model with competition
- Market selection: hungry misers and bloated bankrupts
- The role of heterogeneous agents' past and forward time horizons in formulating computational models
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors
- Asymptotic minimization of expected time to reach a large wealth level in an asset market game
- Which misspecifications persist?
- Capital Growth and Survival Strategies in a Market with Endogenous Prices
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
- Competition in schedules with cursed traders
- Drift criteria for persistence of discrete stochastic processes on the line
- Social contagion and the survival of diverse investment styles
- Indirect evolution and aggregate-taking behavior in a football league: utility maximization, profit maximization, and success
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