3 results: page 1 of 1
Oct 2022
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds
Aymeric Vié , Maarten Scholl , Alissa M. Kleinnijenhuis , J. Doyne Farmer
Aymeric Vié , Maarten Scholl , Alissa M. Kleinnijenhuis , J. Doyne Farmer
Jul 2022
Evology: an Empirically-Calibrated Market Ecology Agent-Based Model for Trading Strategy Search
Aymeric Vié , Maarten Scholl , J. Doyne Farmer
Aymeric Vié , Maarten Scholl , J. Doyne Farmer
Jun 2021
How market ecology explains market malfunction
in Proceedings of the National Academy of Sciences
Maarten Scholl , Anisoara Calinescu , J. Doyne Farmer
in Proceedings of the National Academy of Sciences
Maarten Scholl , Anisoara Calinescu , J. Doyne Farmer