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Parrondo strategies for artificial traders
Number of Authors: 3
2001 (English)In: Intelligent Agent Technology, World Scientific Publishing Company , 2001, 1, , 10 p.150-159 p.Chapter in book (Refereed)
Abstract [en]

On markets with receding prices, artificial noise traders may consider alternatives to buy-and-hold. By simulating variations of the Parrondo strategy, using real data from the Swedish stock market, we produce first indications of a buy-low-sell-random Parrondo variation outperforming buy-and-hold. Subject to our assumptions, buy-low-sell-random also outperforms the traditional value and trend investor strategies. We measure the success of the Parrondo variations not only through their performance compared to other kinds of strategies, but also relative to varying levels of perfect information, received through messages within a multi-agent system of artificial traders.

Place, publisher, year, edition, pages
World Scientific Publishing Company , 2001, 1. , 10 p.150-159 p.
National Category
Computer and Information Science
Identifiers
URN: urn:nbn:se:ri:diva-22622ISBN: 9810247060 (print)OAI: oai:DiVA.org:ri-22622DiVA: diva2:1042187
Available from: 2016-10-31 Created: 2016-10-31Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
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