A new approach on studying the stability of evolutionary game dynamics for financial systems
Publish Year: 1396
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_CMDE-5-2_002
تاریخ نمایه سازی: 16 بهمن 1401
Abstract:
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.
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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