Experiments in Evolutionary Finance

Blake Lebaron ()

Working papers from University of Wisconsin - Madison

Abstract: Combining ideas from evolution and learning to understand empirical puzzles in financial markets is a growing area of interest in economic research. This paper provides a short survey of some of the ongoing work in this area with special attention paid to computational models relying on artificial intelligence methods. Also, specific experiments will be analyzed using the Santa Fe Artificial Stock Market. The conclusion ties some of the results from these very different modeling approaches together, and suggests paths for future research.

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Working Paper: Experiments in Evolutionary Finance (1995)
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