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Financial markets as nonlinear adaptive evolutionary systems
Hommes, Cars H. - 2001
Recent work on complex adaptive systems for modeling financialmarkets is surveyed. Financia1 markets areviewed as evolutionary systems between different, competing tradingstrategies. Agents are boundedly rational inthe sense that they tend to follow strategies that have performedwell, according...
Persistent link: https://www.econbiz.de/10011313923
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Financial markets as nonlinear adaptive evolutionary systems
Hommes, Cars H. - 2000
Persistent link: https://www.econbiz.de/10001554477
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Models of complexity in economics and finance
Brock, William A.; Hommes, Cars H. - 1997
Persistent link: https://www.econbiz.de/10000973851
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Exchange rate dynamics, speculation and localization of monetary policy
Gagnon, Gregory - In: Exchange rates in developed and emerging markets : …, (pp. 11-40). 2013
Persistent link: https://www.econbiz.de/10010212676
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An evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - In: Annals of finance 9 (2013) 2, pp. 185-215
Persistent link: https://www.econbiz.de/10009741197
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Fixed-mix rules in an evolutionary market using a factor model for dividends
Mavroudis, Konstantinos; Nolder, Craig A. - In: International journal of theoretical and applied finance 14 (2011) 8, pp. 1247-1277
Persistent link: https://www.econbiz.de/10009541997
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Almost-maximization as a behavioral theory of the firm : static, synamic and evolutionary perspectives
Dixon, Huw - In: Review of industrial organization 56 (2020) 2, pp. 237-258
Persistent link: https://www.econbiz.de/10012231133
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Smiling at Evolution
Bloch, Daniel Alexandre; Coello Coello, Carlos Artemio - 2010
We generate a reliable implied volatility surface without arbitrage in space and in time by parametrising a mixture of shifted lognormal densities under constraints and use a Differential Evolution algorithm to calibrate the model's parameters to a finite set of option prices. It is used for...
Persistent link: https://www.econbiz.de/10014194075
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Influencia de la calidad sobre la rentabilidad y la volatilidad
Nicolau, Juan Luis; Sellers, Ricardo - In: Revista de economía aplicada : publicación cuatrimestral 11 (2003) 33, pp. 65-82
Persistent link: https://www.econbiz.de/10002087301
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Financial Markets as Nonlinear Adaptive Evolutionary Systems
Hommes, Cars H. - 2001
Recent work on complex adaptive systems for modeling financialmarkets is surveyed. Financia1 markets areviewed as evolutionary systems between different, competing tradingstrategies. Agents are boundedly rational inthe sense that they tend to follow strategies that have performedwell, according...
Persistent link: https://www.econbiz.de/10010324787