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Evolutionary algorithm for market simulations

Stańczak J.

Prace Naukowe Politechniki Warszawskiej. Elektronika

2009

z. 169

163-172

Evolutionary algorithms (EA) have recently become not only tools for efficient optimization of very difficult problems, but also are applied to simulate behavior of different kinds of systems, among them also games, economic systems and markets. This new domain of EA applications is known as Agent-Based Computational Economics (ACE). This article describes two applications of EA to simple market simulations. The main aim of EA in this approach is to find (sub-) optimal strategies of behavior for the participants of that market game. The first example is a simple market with only several participants and one product, well known as an instance of Cournot oligopoly game. The second example is more complicated and describes a market of permits for CO2 emission, created by the Kyoto Protocol and introduces to the simple Walrasian model the influence of calculated on-line permits prices.