메뉴 건너뛰기




Volumn 1, Issue 1, 2001, Pages 177-185

Towards evolutionary game models of financial markets

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85014051870     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/713665544     Document Type: Article
Times cited : (18)

References (57)
  • 1
    • 0001324162 scopus 로고    scopus 로고
    • Rent seeking with bounded rationality: An analysis of the all-pay auction
    • Anderson S P, Goeree J K and C A Holt 1998 Rent seeking with bounded rationality: an analysis of the all-pay auction J. Political Econ. 106 828-53
    • (1998) J. Political Econ , vol.106 , pp. 828-853
    • Anderson, S.P.1    Goeree, J.K.2    Holt, C.A.3
  • 3
    • 0002135590 scopus 로고
    • Inductive reasoning and bounded rationality: The ‘el farol’ problem
    • Arthur W B 1994 Inductive reasoning and bounded rationality: the ‘El Farol’ problem Am. Econ. Rev. 84 406-11
    • (1994) Am. Econ. Rev , vol.84 , pp. 406-411
    • Arthur, W.B.1
  • 8
    • 0002277539 scopus 로고    scopus 로고
    • Learning processes, mixed equilibria and dynamical systems arising from fictitious play in perturbed games
    • Benaim M and Hirsch M 1999 Learning processes, mixed equilibria and dynamical systems arising from fictitious play in perturbed games Games Econ. Behavior 29 36-72
    • (1999) Games Econ. Behavior , vol.29 , pp. 36-72
    • Benaim, M.1    Hirsch, M.2
  • 9
    • 44049113572 scopus 로고
    • Wealth dynamics and the market selection hypothesis
    • Blume L and Easley D 1992 Wealth dynamics and the market selection hypothesis J. Econ. Theory 58 9-41
    • (1992) J. Econ. Theory , vol.58 , pp. 9-41
    • Blume, L.1    Easley, D.2
  • 11
    • 0011798338 scopus 로고    scopus 로고
    • Learning in a laboratory market with random supply and demand
    • Cason T N and Friedman D 1999 Learning in a laboratory market with random supply and demand Experimental Econ. 2 77-98
    • (1999) Experimental Econ , vol.2 , pp. 77-98
    • Cason, T.N.1    Friedman, D.2
  • 13
    • 0030642479 scopus 로고    scopus 로고
    • Boundedly rational nash equilibrium: A probabilistic choice approach
    • Chen H C, Friedman J W and Thisse J F 1997 Boundedly rational Nash equilibrium: a probabilistic choice approach Games Econ. Behavior 18 32-54
    • (1997) Games Econ. Behavior , vol.18 , pp. 32-54
    • Chen, H.C.1    Friedman, J.W.2    Thisse, J.F.3
  • 14
    • 0002358115 scopus 로고    scopus 로고
    • Individual learning in games: Some laboratory results
    • Cheung Y W and Friedman D 1997 Individual learning in games: some laboratory results Games Econ. Behavior 19 46-76
    • (1997) Games Econ. Behavior , vol.19 , pp. 46-76
    • Cheung, Y.W.1    Friedman, D.2
  • 15
    • 0002908840 scopus 로고
    • Costly optimizers versus cheap imitators
    • Conlisk J 1980 Costly optimizers versus cheap imitators J. Econ. Behavior Organization 1 275-93
    • (1980) J. Econ. Behavior Organization , vol.1 , pp. 275-293
    • Conlisk, J.1
  • 16
    • 0001989594 scopus 로고
    • Strategies for pairwise competitions in markets and organizations
    • Cornell B and Roll R 1981 Strategies for pairwise competitions in markets and organizations Bell J. 12 201-13
    • (1981) Bell J , vol.12 , pp. 201-213
    • Cornell, B.1    Roll, R.2
  • 18
    • 0010668975 scopus 로고
    • Evolutionary game theory with two groups of individuals
    • Cressman R 1995 Evolutionary game theory with two groups of individuals Games Econ. Behavior11 237-53
    • (1995) Games Econ. Behavior , vol.11 , pp. 237-253
    • Cressman, R.1
  • 20
    • 0001601690 scopus 로고
    • Learning, local interaction and coordination
    • Ellison G 1993 Learning, local interaction and coordination Econometrica 61 1047-71
    • (1993) Econometrica , vol.61 , pp. 1047-1071
    • Ellison, G.1
  • 21
    • 0020957188 scopus 로고
    • Evolutionary and continuous stability
    • Eshel I 1983 Evolutionary and continuous stability J. Theor. Biol.103 99-111
    • (1983) J. Theor. Biol , vol.103 , pp. 99-111
    • Eshel, I.1
  • 23
    • 0001471648 scopus 로고
    • Evolutionary games in economics
    • Friedman D 1991 Evolutionary games in economics Econometrica59 637-66
    • (1991) Econometrica , vol.59 , pp. 637-666
    • Friedman, D.1
  • 24
    • 0032378135 scopus 로고    scopus 로고
    • On economic applications of evolutionary game theory
    • Friedman D 1998 On economic applications of evolutionary game theory J. Evolutionary Econ. 8 15-43
    • (1998) J. Evolutionary Econ , vol.8 , pp. 15-43
    • Friedman, D.1
  • 25
    • 0002080568 scopus 로고
    • Competitivity in auction markets: An experimental and theoretical investigation
    • Friedman D and Ostroy J 1995 Competitivity in auction markets: an experimental and theoretical investigation Econ. J. 105 22-53
    • (1995) Econ. J , vol.105 , pp. 22-53
    • Friedman, D.1    Ostroy, J.2
  • 27
    • 85024076035 scopus 로고    scopus 로고
    • Castles in tuscany: The dynamics of rank dependent comsumption
    • Friedman D and Yellin J 2000 Castles in Tuscany: the dynamics of rank dependent comsumption University of California, Santa Cruz draft manuscript; available at http://cash.ucsc.edu/newsite/projects/localinteractions/index.shtml
    • (2000) University of California, Santa Cruz Draft Manuscript
    • Friedman, D.1    Yellin, J.2
  • 33
    • 0002730095 scopus 로고
    • Learning, mutation, and long run equilibria in games
    • Kandori M, Mailath G J and Rob R 1993 Learning, mutation, and long run equilibria in games Econometrica 61 29-56
    • (1993) Econometrica , vol.61 , pp. 29-56
    • Kandori, M.1    Mailath, G.J.2    Rob, R.3
  • 35
    • 0346494464 scopus 로고
    • Additive versus exponential gradient updates for linear prediction
    • New York: ACM Press
    • Kivinen J and Warmuth M 1995 Additive versus exponential gradient updates for Linear prediction Proc. 27th Annual ACM Symp. Theory ofComputing (New York: ACM Press) pp 209-18
    • (1995) Proc. 27Th Annual ACM Symp. Theory Ofcomputing , pp. 209-218
    • Kivinen, J.1    Warmuth, M.2
  • 36
    • 85024081049 scopus 로고    scopus 로고
    • Political institutions and sorting in a tiebout model
    • at press
    • Kollman K, Miller J and Page S E 2000 Political institutions and sorting in a Tiebout model Am. Econ. Rev. at press
    • (2000) Am. Econ. Rev
    • Kollman, K.1    Miller, J.2    Page, S.E.3
  • 38
    • 0000982769 scopus 로고    scopus 로고
    • Tax policy and aggregate demand management under catching up with the joneses
    • Ljungqvist L and Uhlig H 2000 Tax policy and aggregate demand management under catching up with the Joneses Am. Econ. Rev. 90 356-66
    • (2000) Am. Econ. Rev , vol.90 , pp. 356-366
    • Ljungqvist, L.1    Uhlig, H.2
  • 39
    • 38249025567 scopus 로고
    • Convergence of least squares learning mechanisms in self-referential linear stochastic models
    • Marcet A and Sargent T 1989 Convergence of least squares learning mechanisms in self-referential linear stochastic models J. Econ. Theory 48 337-68
    • (1989) J. Econ. Theory , vol.48 , pp. 337-368
    • Marcet, A.1    Sargent, T.2
  • 41
    • 34548719708 scopus 로고
    • The logic of animal conflict
    • Maynard Smith J and Price G 1973 The logic of animal conflict Nature 246 15-8
    • (1973) Nature , vol.246 , pp. 15-18
    • Maynard Smith, J.1    Price, G.2
  • 42
    • 0348166371 scopus 로고
    • Quantal response equilibria for normal form games
    • McKelvey R D and Palfrey T R 1995 Quantal response equilibria for normal form games Games Econ. Behavior 10 6-38
    • (1995) Games Econ. Behavior , vol.10 , pp. 6-38
    • McKelvey, R.D.1    Palfrey, T.R.2
  • 45
    • 0000021221 scopus 로고
    • Convergence to efficiency in a simple market with incomplete information
    • Rustichini A, Satterthwaite M and Williams S 1994 Convergence to efficiency in a simple market with incomplete information Econometrica 62 1041-63
    • (1994) Econometrica , vol.62 , pp. 1041-1063
    • Rustichini, A.1    Satterthwaite, M.2    Williams, S.3
  • 47
    • 0000201817 scopus 로고
    • Evolutionary stability in asymmetric games
    • Samuelson L and Zhang J 1992 Evolutionary stability in asymmetric games J. Econ. Theory 57 363-91
    • (1992) J. Econ. Theory , vol.57 , pp. 363-391
    • Samuelson, L.1    Zhang, J.2
  • 48
    • 0003163893 scopus 로고
    • Evolution, learning and economic behavior
    • Selten R 1991 Evolution, learning and economic behavior Games Econ. Behavior 3 3-24
    • (1991) Games Econ. Behavior , vol.3 , pp. 3-24
    • Selten, R.1
  • 50
    • 0037992015 scopus 로고
    • Price dynamics based on the adjustment of firms
    • Sonnenschein H 1982 Price dynamics based on the adjustment of firms Am. Econ. Rev. 72 1088-96
    • (1982) Am. Econ. Rev , vol.72 , pp. 1088-1096
    • Sonnenschein, H.1
  • 51
    • 0033482009 scopus 로고    scopus 로고
    • Evidence-based rule learning in symmetric normal form games
    • Stahl D O 1999 Evidence-based rule learning in symmetric normal form games Int. J. Game Theory 28 111-30
    • (1999) Int. J. Game Theory , vol.28 , pp. 111-130
    • Stahl, D.O.1
  • 52
    • 0017819644 scopus 로고
    • Evolutionary stable strategies and game dynamics
    • Taylor P D and Jonker L B 1978 Evolutionary stable strategies and game dynamics Mathematical Biosciences 40 145-56
    • (1978) Mathematical Biosciences , vol.40 , pp. 145-156
    • Taylor, P.D.1    Jonker, L.B.2
  • 56
    • 0002920493 scopus 로고
    • Adaptation and selection
    • ed L Jepsen, G G Simpson and E Mayr, Princeton, NJ: Princeton University Press
    • Wright S 1949 Adaptation and selection Genetics, Paleontology, and Evolution ed L Jepsen, G G Simpson and E Mayr (Princeton, NJ: Princeton University Press)
    • (1949) Genetics, Paleontology, and Evolution
    • Wright, S.1
  • 57
    • 0001944917 scopus 로고
    • The evolution of conventions
    • Young P 1993 The evolution of conventions Econometrica 61 57-84
    • (1993) Econometrica , vol.61 , pp. 57-84
    • Young, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.