Evolutionary algorithms in macroeconomic models

被引：37

作者：

Arifovic, J

机构：

[1] CALTECH, Pasadena, CA 91125 USA

[2] Simon Fraser Univ, Burnaby, BC V5A 1S6, Canada

来源：

MACROECONOMIC DYNAMICS | 2000年 / 4卷 / 03期

关键词：

learning; evolutionary dynamics; macroeconomic environments;

D O I：

10.1017/S1365100500016059

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper provides a survey of the applications of evolutionary algorithms in macroeconomic models. Discussion is organized around the issues related to stability of equilibria, equilibrium selection, transitional dynamics, and the long-run evolutionary dynamics different from rational-expectations equilibrium outcomes. The survey also discusses criteria that can be used to evaluate the performance and usefulness of evolutionary algorithms in the macroeconomic context.

引用

页码：373 / 414

页数：42

共 60 条

[1] Using genetic algorithms to find technical trading rules [J].