Description:
The program evexex is written to simulate the model of evolutionary
learning developed by M. Anufriev and C. Hommes. The model itself is
aimed
to explain the results of a recent learning to forecast experiment.
This program reads data from standard input in an ASCII format and
prints the result in ASCII format both to standard output.
Evexex is written in C. It requires two non-standard libraries: GNU scientific library and GNU libmatheval.
Unix-like environment
in which GNU
auto-tools can work is required for automatic
installation. The program has been tested and used on the Gentoo Linux distribution
but should run, in principle, on any Unix platform. No other OSes have
been tested.
Please notice that the program have been written for personal use,
and
is distributed under the GPL license (see the file COPYING) in the hope
they could be of help to other people, but without any implied
warranty.
Literature References:
- Anufriev M. and Hommes C. (2007) "Evolution of Market Heuristics", mimeo.
- Hommes C., Sonnemans J., Tuinstra J., and van de Velden, H. (2005) "Coordination of expectations in asset pricing experiments", Review of Financial Studies 18, 955-980.