TY - JOUR ID - 6011 TI - A new approach on studying the stability of evolutionary game dynamics for financial systems JO - Computational Methods for Differential Equations JA - CMDE LA - en SN - 2345-3982 AU - Talebi Motlagh, Narges AU - Rikhtegar Ghiasi, Amir AU - Hashemzadeh, Farzad AU - Ghaemi, Sehraneh AD - Control Engineering Department, Faculty of Electrical and Computer Engineering: University of Tabriz, Tabriz, Iran Y1 - 2017 PY - 2017 VL - 5 IS - 2 SP - 103 EP - 116 KW - Heterogeneous Agent Model‎ KW - ‎Adaptive Belief System‎ KW - ‎Evolutionary Game Theory‎ KW - ‎Rational Agent‎ KW - ‎Evolutionary Stable Strategies DO - N2 - ‎Financial market modeling and prediction is a difficult problem and drastic changes of the price causes nonlinear dynamic that makes the price prediction one of the most challenging tasks for economists‎. ‎Since markets always have been interesting for traders‎, ‎many traders with various beliefs are highly active in a market‎. ‎The competition among two agents of traders‎, ‎namely trend followers and rational agents‎, ‎to gain the highest profit in market is formulated as a dynamic evolutionary game‎, ‎where‎, ‎the evolutionary equilibrium is considered to be the solution to this game‎. ‎The evolutionarily stablity of the equilibrium points is investigated inspite of the prediction error of the expectation‎. UR - https://cmde.tabrizu.ac.ir/article_6011.html L1 - https://cmde.tabrizu.ac.ir/article_6011_94343d3d340300caa3f9b4216d2424ef.pdf ER -