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.
- 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.