Parrondo Strategies for Artificial Traders

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dc.creatorBoman, Magnus
dc.creatorJohansson, Stefan
dc.creatorLyback, David
dc.date2002-04-26
dc.date.accessioned2026-07-07T03:18:21Z
dc.date.available2026-07-07T03:18:21Z
dc.descriptionOn 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.
dc.description10 pages, 4 figures
dc.identifierhttps://arxiv.org/abs/cs/0204051
dc.identifierhttp://arxiv.org/abs/cs/0204051
dc.identifierIntelligent Agent Technology; Zhong, Liu, Ohsuga, Bradshaw (eds); 150-159; World Scientific, 2001
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/31080
dc.subjectComputational Engineering, Finance, and Science
dc.subjectI.2.11; J.4; K.4.4
dc.titleParrondo Strategies for Artificial Traders
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