Datum: 28 april 2000
Spreker: prof. dr C. H. Hommes (UVA)
Titel: Evolutionary dynamics in financial markets
Samenvatting: Nonlinear dynamic models describing fluctuations in financial markets will be discussed. Financial markets are viewed as complex evolving systems consisting of many traders having different expectations or `beliefs' about future earnings and prices of stocks. Traders use different trading strategies, such as fundamental versus technical analysis. Agents choose their prediction or trading strategy from a finite set and revise their beliefs according to evolutionary fitness measured by accumulated realized profits or wealth. Bifurcation routes to chaos and strange attractors arise when traders become more sensitive to differences in fitness.