A new approach on studying the stability of evolutionary game dynamics for financial systems

‎Financial market modeling and prediction is a difficult problem and drastic changes of the price causes nonlinear dynamic that makes the price prediction one of the most challenging tasks for economists‎. ‎Since markets always have been interesting for traders‎, ‎many traders with various beliefs are highly active in a market‎. ‎The competition among two agents of traders‎, ‎namely trend followers and rational agents‎, ‎to gain the highest profit in market is formulated as a dynamic evolutionary game‎, ‎where‎, ‎the evolutionary equilibrium is considered to be the solution to this game‎. ‎The evolutionarily stablity of the equilibrium points is investigated inspite of the prediction error of the expectation‎.

A new approach on studying the stability of evolutionary game dynamics for financial systems Keywords:

Heterogeneous Agent Model‎ , ‎Adaptive Belief System‎ , ‎Evolutionary Game Theory‎ , ‎Rational Agent‎ , ‎Evolutionary Stable Strategies

A new approach on studying the stability of evolutionary game dynamics for financial systems authors

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Control Engineering Department, Faculty of Electrical and Computer Engineering: University of Tabriz, Tabriz, Iran

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Control Engineering Department, Faculty of Electrical and Computer Engineering: University of Tabriz, Tabriz, Iran

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Control Engineering Department, Faculty of Electrical and Computer Engineering: University of Tabriz, Tabriz, Iran

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Control Engineering Department, Faculty of Electrical and Computer Engineering: University of Tabriz, Tabriz, Iran

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https://civilica.com/doc/1598139

Document National Code:

JR_CMDE-5-2_002

Index date: 4 February 2023

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Ranking of University of Tabriz

Type of center: دانشگاه دولتی

Paper count: 34,603

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