Kinetic Market Model: An Evolutionary Algorithm

Autor:	Luquini, Evandro, Omar, Nizam
Rok vydání:	2019
Předmět:	Computer Science - Neural and Evolutionary Computing Quantitative Finance - General Finance C.1.3 I.2.6 I.5
Druh dokumentu:	Working Paper
Popis:	This research proposes the econophysics kinetic market model as an evolutionary algorithm's instance. The immediate results from this proposal is a new replacement rule for family competition genetic algorithms. It also represents a starting point to adding evolvable entities to kinetic market models.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1906.01241 Zobrazit plný text záznamu View this record from Arxiv