Control Engineering Department, Faculty of Electrical and Computer Engineering: University of Tabriz, Tabriz, Iran
Abstract
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.
Talebi Motlagh, N., Rikhtegar Ghiasi, A., Hashemzadeh, F., & Ghaemi, S. (2017). A new approach on studying the stability of evolutionary game dynamics for financial systems. Computational Methods for Differential Equations, 5(2), 103-116.
MLA
Narges Talebi Motlagh; Amir Rikhtegar Ghiasi; Farzad Hashemzadeh; Sehraneh Ghaemi. "A new approach on studying the stability of evolutionary game dynamics for financial systems". Computational Methods for Differential Equations, 5, 2, 2017, 103-116.
HARVARD
Talebi Motlagh, N., Rikhtegar Ghiasi, A., Hashemzadeh, F., Ghaemi, S. (2017). 'A new approach on studying the stability of evolutionary game dynamics for financial systems', Computational Methods for Differential Equations, 5(2), pp. 103-116.
VANCOUVER
Talebi Motlagh, N., Rikhtegar Ghiasi, A., Hashemzadeh, F., Ghaemi, S. A new approach on studying the stability of evolutionary game dynamics for financial systems. Computational Methods for Differential Equations, 2017; 5(2): 103-116.
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