4 citations · 6 across the 2 of their papers we have counts for
2 papers
q-fin.PM2008★ 4 cited
Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments
J. Emeterio Navarro Barrientos, Frank E. Walter, Frank Schweitzer
We study the performance of various agent strategies in an artificial investment scenario. Agents are equipped with a budget, , and at each time step invest a particular frac…
cs.CE2007★ 2 cited
Adaptive Investment Strategies For Periodic Environments
J. -Emeterio Navarro
In this paper, we present an adaptive investment strategy for environments with periodic returns on investment. In our approach, we consider an investment model where the agent dec…