Ren, F.; Zhang, Y.C. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 22, pp. 5523-5534
A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behavior is … cumulative wealth distribution also obeys a power-law behavior with an exponent close to that of real markets. An evolutionary … trading model is further proposed. The elimination mechanism effectively changes the behavior of traders, and a power-law …