Evolution and anti-evolution in a minimal stock market model

DOI10.1016/S0378-4371(03)00396-0zbMATH Open1049.91052MaRDI QIDQ1397358FDOQ1397358

Authors: R. Rothenstein, Klaus Pawelzik 

Publication date: 27 July 2003

Published in: Physica A (Search for Journal in Brave)

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zbMATH Keywords

future priceiterated successive-return predictionslarge random-agent number

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Introduction to Econophysics
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• Artificial economic life: A simple model of a stockmarket
• Correlation structure of extreme stock returns

Cited In (9)

• Simulations of evolutionary models of a stock market
• Inter-pattern speculation: beyond minority, majority and \$-games
• Study on the self-organized financial model based on scale-free networks
• Evolution and market behavior with endogenous investment rules
• Some new results on the Levy, Levy and Solomon microscopic stock market model
• EDUCATION, NEIGHBORHOOD EFFECTS AND GROWTH: AN AGENT-BASED MODEL APPROACH
• Evolutionary model of stock markets
• THE DYNAMICS OF BILATERAL EXCHANGE AND DIVISION OF LABOR
• Dynamics of a binary option market with exogenous information and price sensitivity

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