Geodesic
Simulations of evolutionary models of a stock market
Contributions to game theory and management, Tome 7 (2014), pp. 120-131

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The main idea of this work is to present some simulation in evolutionary models of agents' interaction on the stock market. We consider game-theoretical model of agent's interaction, which evolving during long-time period. We consider three possible situations on the market, which are characterized by different types of agents' behavior.
Keywords: Evolutionary game, ESS strategy, stock market, replicative dynamic, imitation models, imitation dynamics. 
@article{CGTM_2014_7_a10,
     author = {Elena Gubar},
     title = {Simulations of evolutionary models of a stock market},
     journal = {Contributions to game theory and management},
     pages = {120--131},
     publisher = {mathdoc},
     volume = {7},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2014_7_a10/}
}
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Elena Gubar. Simulations of evolutionary models of a stock market. Contributions to game theory and management, Tome 7 (2014), pp. 120-131. http://geodesic.mathdoc.fr/item/CGTM_2014_7_a10/