Deduction of Initial Strategy Distributions of Agents in Mix-game Model
This paper reports the effort of deducing the initial strategy distributions of agents in mix-game model which is used to predict a real financial time series generated from a target financial market. Using mix-game to predict Shanghai Index, we find the time series of prediction accurate rates is s...
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| creator | Gou, Chengling |
| description | This paper reports the effort of deducing the initial strategy distributions
of agents in mix-game model which is used to predict a real financial time
series generated from a target financial market. Using mix-game to predict
Shanghai Index, we find the time series of prediction accurate rates is
sensitive to the initial strategy distributions of agents in group 2 who play
minority game, but less sensitive to the initial strategy distributions of
agents in group 1 who play majority game. And agents in group 2 tend to cluster
in full strategy space (FSS) if the real financial time series has obvious
tendency (upward or downward), otherwise they tend to scatter in FSS. We also
find that the initial strategy distributions and the number of agents in group
1 influence the level of prediction accurate rates. Finally, this paper gives
suggestion about further research. |
| doi_str_mv | 10.48550/arxiv.physics/0603266 |
| format | Article |
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of agents in mix-game model which is used to predict a real financial time
series generated from a target financial market. Using mix-game to predict
Shanghai Index, we find the time series of prediction accurate rates is
sensitive to the initial strategy distributions of agents in group 2 who play
minority game, but less sensitive to the initial strategy distributions of
agents in group 1 who play majority game. And agents in group 2 tend to cluster
in full strategy space (FSS) if the real financial time series has obvious
tendency (upward or downward), otherwise they tend to scatter in FSS. We also
find that the initial strategy distributions and the number of agents in group
1 influence the level of prediction accurate rates. Finally, this paper gives
suggestion about further research.</description><identifier>DOI: 10.48550/arxiv.physics/0603266</identifier><language>eng</language><subject>Physics - Physics and Society</subject><creationdate>2006-03</creationdate><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>228,230,776,881</link.rule.ids><linktorsrc>$$Uhttps://arxiv.org/abs/physics/0603266$$EView_record_in_Cornell_University$$FView_record_in_$$GCornell_University$$Hfree_for_read</linktorsrc><backlink>$$Uhttps://doi.org/10.48550/arXiv.physics/0603266$$DView paper in arXiv$$Hfree_for_read</backlink><backlink>$$Uhttps://doi.org/10.1016/j.physa.2006.04.050$$DView published paper (Access to full text may be restricted)$$Hfree_for_read</backlink></links><search><creatorcontrib>Gou, Chengling</creatorcontrib><title>Deduction of Initial Strategy Distributions of Agents in Mix-game Model</title><description>This paper reports the effort of deducing the initial strategy distributions
of agents in mix-game model which is used to predict a real financial time
series generated from a target financial market. Using mix-game to predict
Shanghai Index, we find the time series of prediction accurate rates is
sensitive to the initial strategy distributions of agents in group 2 who play
minority game, but less sensitive to the initial strategy distributions of
agents in group 1 who play majority game. And agents in group 2 tend to cluster
in full strategy space (FSS) if the real financial time series has obvious
tendency (upward or downward), otherwise they tend to scatter in FSS. We also
find that the initial strategy distributions and the number of agents in group
1 influence the level of prediction accurate rates. Finally, this paper gives
suggestion about further research.</description><subject>Physics - Physics and Society</subject><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2006</creationdate><recordtype>article</recordtype><sourceid>GOX</sourceid><recordid>eNpjYJAzNNAzsTA1NdBPLKrILNMryKgszkwu1jcwMzA2MjPjZHB3SU0pTS7JzM9TyE9T8MzLLMlMzFEILilKLElNr1RwySwuKcpMKgUpKAapcExPzSspVsjMU_DNrNBNT8xNVfDNT0nN4WFgTUvMKU7lhdLcDCpuriHOHrpge-MLijJzE4sq46H2x0PtNyZSGQAdAkDR</recordid><startdate>20060331</startdate><enddate>20060331</enddate><creator>Gou, Chengling</creator><scope>GOX</scope></search><sort><creationdate>20060331</creationdate><title>Deduction of Initial Strategy Distributions of Agents in Mix-game Model</title><author>Gou, Chengling</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-arxiv_primary_physics_06032663</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2006</creationdate><topic>Physics - Physics and Society</topic><toplevel>online_resources</toplevel><creatorcontrib>Gou, Chengling</creatorcontrib><collection>arXiv.org</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Gou, Chengling</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Deduction of Initial Strategy Distributions of Agents in Mix-game Model</atitle><date>2006-03-31</date><risdate>2006</risdate><abstract>This paper reports the effort of deducing the initial strategy distributions
of agents in mix-game model which is used to predict a real financial time
series generated from a target financial market. Using mix-game to predict
Shanghai Index, we find the time series of prediction accurate rates is
sensitive to the initial strategy distributions of agents in group 2 who play
minority game, but less sensitive to the initial strategy distributions of
agents in group 1 who play majority game. And agents in group 2 tend to cluster
in full strategy space (FSS) if the real financial time series has obvious
tendency (upward or downward), otherwise they tend to scatter in FSS. We also
find that the initial strategy distributions and the number of agents in group
1 influence the level of prediction accurate rates. Finally, this paper gives
suggestion about further research.</abstract><doi>10.48550/arxiv.physics/0603266</doi><oa>free_for_read</oa></addata></record> |
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| title | Deduction of Initial Strategy Distributions of Agents in Mix-game Model |
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