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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Bibliographische Detailangaben

1. Verfasser:	Gou, Chengling
Format:	Artikel
Sprache:	eng
Schlagworte:	Physics - Physics and Society
Online-Zugang:	Volltext bestellen
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