The reality game

DOI10.1016/j.jedc.2009.02.002zbMath1170.91309arXiv0902.0100OpenAlexW3122090854MaRDI QIDQ2270564

Dmitriy Cherkashin, J. Doyne Farmer, Seth Lloyd

Publication date: 28 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.0100

zbMATH Keywords

information theoryfinancial marketsarbitragemarket efficiencyevolutionary gamesbeauty contestsmarket reflexivitynoise trader models

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Stochastic games, stochastic differential games (91A15)

Related Items (2)

Complementary variety: when can cooperation in uncertain environments outperform competitive selection? ⋮ An open mind: memories of Ken Arrow

Cites Work

• Unnamed Item
• Unnamed Item
• Evolutionary stability of portfolio rules in incomplete markets
• The asset market game
• Adaptive learning and roads to chaos. The case of the cobweb
• Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
• Evolution and market behavior
• Dynamical systems game theory and dynamics of games
• Optimality and natural selection in markets
• A generalized URN problem and its applications
• Do Markets Favor Agents able to Make Accurate Predictions?
• Chaos in learning a simple two-person game
• The General Theory of Employment, Interest, and Money

This page was built for publication: The reality game