KAMPOURIDIS, MICHAEL; CHEN, SHU-HENG; TSANG, EDWARD - In: Advances in Complex Systems (ACS) 15 (2012) su, pp. 1250060-1
This paper formalizes observations made under agent-based artificial stock market models into a concrete hypothesis, which is called the Dinosaur Hypothesis. This hypothesis states that the behavior of financial markets constantly changes and that the trading strategies in a market need to...