Geodesic
Construction of Different Types of Dynamics in an Evolutionary Model of Trades in the Stock Market
Contributions to game theory and management, Tome 3 (2010), pp. 162-170 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The main purpose of this work is research of the agents behavior on the stock market using methods of evolutionary game theory and construct evolutionary dynamics for the long-run period. For this model we considered and compared some additional cases of the dynamics. Following dynamics for the model were constructed: the evolutionary dynamics, the OLG dynamics and continuous dynamics of the imitation behavior. As a result we compared solutions, which were given by all dynamics.
Keywords: Evolutionary game, ESS strategy, stock market, cheap-talk game, replicative dynamic, discrete dynamics, imitation models, imitation dynamics. 
@article{CGTM_2010_3_a13,
     author = {Elena Gubar},
     title = {Construction of {Different} {Types} of {Dynamics} in an {Evolutionary} {Model} of {Trades} in the {Stock} {Market}},
     journal = {Contributions to game theory and management},
     pages = {162--170},
     year = {2010},
     volume = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2010_3_a13/}
}
TY  - JOUR
AU  - Elena Gubar
TI  - Construction of Different Types of Dynamics in an Evolutionary Model of Trades in the Stock Market
JO  - Contributions to game theory and management
PY  - 2010
SP  - 162
EP  - 170
VL  - 3
UR  - http://geodesic.mathdoc.fr/item/CGTM_2010_3_a13/
LA  - en
ID  - CGTM_2010_3_a13
ER  - 
%0 Journal Article
%A Elena Gubar
%T Construction of Different Types of Dynamics in an Evolutionary Model of Trades in the Stock Market
%J Contributions to game theory and management
%D 2010
%P 162-170
%V 3
%U http://geodesic.mathdoc.fr/item/CGTM_2010_3_a13/
%G en
%F CGTM_2010_3_a13
Elena Gubar. Construction of Different Types of Dynamics in an Evolutionary Model of Trades in the Stock Market. Contributions to game theory and management, Tome 3 (2010), pp. 162-170. http://geodesic.mathdoc.fr/item/CGTM_2010_3_a13/

[1] Weibull J., Evolutionary Game Theory, The M.I.T.Press, Cambridge, MA, 1995 | MR

[2] Subramanian N., “En evolutionary model of speculative attacks”, Journal of Evolutionary Economics, 15 (2005), 225–250 | DOI

[3] Gintis H., Game theory evolving, Princeton University Press, 2000 | Zbl

[4] Aumann R. J., Hurt S., “Long Cheap Talk”, Econometrica, 71:6 (2003), 1619–1660 | DOI | MR | Zbl

[5] Battalio R., Samuelson L., van Huyck J., “Optimization Incentives and Coordination Failure in Laboratory Stag Hunt Games”, Econometrica, 769:3 (2001), 749–764 | DOI | MR

[6] Cressman R., Evolutionary dynamics and extensive form games, MIT Press, 2003 | MR | Zbl