Yang, Chun-Xia; Zhou, Tao; Zhou, Pei-Ling; Liu, Jun; … - arXiv.org - 2004
An artificial stock market is established based on multi-agent . Each agent has a limit memory of the history of stock price, and will choose an action according to his memory and trading strategy. The trading strategy of each agent evolves ceaselessly as a result of self-teaching mechanism....