ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS
From MaRDI portal
Publication:3603960
DOI10.1142/S0219525908001933zbMath1157.91431OpenAlexW1509169640MaRDI QIDQ3603960
J. Emeterio Navarro-Barrientos
Publication date: 24 February 2009
Published in: Advances in Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219525908001933
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders
- Behavioral heterogeneity in stock prices
- Random difference equations and renewal theory for products of random matrices
- Modeling exchange rate behavior with a genetic algorithm
- Introduction to the special issue on agent-based computational economics
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
- Investments in random environments
- Auctions with artificial adaptive agents
- Agent-based computational finance: Suggested readings and early research
- Coherent Measures of Risk
- RISK-SEEKING VERSUS RISK-AVOIDING INVESTMENTS IN NOISY PERIODIC ENVIRONMENTS
- Prospect Theory: An Analysis of Decision under Risk
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- DARWIN: An evolutionary program for nonlinear modeling of chaotic time series
This page was built for publication: ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS