Barrientos, J. Emeterio Navarro; Walter, Frank E.; … - arXiv.org - 2008
We study the performance of various agent strategies in an artificial investment scenario. Agents are equipped with a budget, $x(t)$, and at each time step invest a particular fraction, $q(t)$, of their budget. The return on investment (RoI), $r(t)$, is characterized by a periodic function with...