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Volumn 371, Issue 2, 2006, Pages 633-640

Deduction of initial strategy distributions of agents in mix-game models

Author keywords

Minority game; Mix game; Prediction; Strategy distributions

Indexed keywords

INDUSTRIAL ECONOMICS; MARKETING; PROBABILITY DISTRIBUTIONS; REAL TIME SYSTEMS; STATISTICAL MECHANICS;

EID: 33748706549     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.04.050     Document Type: Article
Times cited : (5)

References (9)
  • 2
    • 0035471434 scopus 로고    scopus 로고
    • Application of multi-agent games to the prediction of financial time-series, arXiv:cond-mat/0105303 v1
    • Johnson N.F., Lamper D., Jefferies P., Hart M.L., and Howison S. Application of multi-agent games to the prediction of financial time-series, arXiv:cond-mat/0105303 v1. Physica A 299 (2001) 222-227
    • (2001) Physica A , vol.299 , pp. 222-227
    • Johnson, N.F.1    Lamper, D.2    Jefferies, P.3    Hart, M.L.4    Howison, S.5
  • 3
    • 4243757944 scopus 로고    scopus 로고
    • D. Lamper, S.D. Howison, N.F. Johnson, Predictability of large future changes in a competitive evolving population, Phys. Rev. Lett. 88 (1) (2002) 017902-1-017902-4.
  • 5
    • 33745687625 scopus 로고    scopus 로고
    • C. Gou, Dynamic behaviors of mix-game models and its application, Chin. Phys., June 2006 〈http://arxiv.org/abs/physics/0504001, v3〉, accepted for publication.
  • 6
    • 33748677385 scopus 로고    scopus 로고
    • C. Gou, Agents play mix-game, Invited lecture at the International workshop on Econophysics of Stock Markets and Minority games, Saha Institute of Nuclear Physics, Kolkata, India, 14-17 February 2006. (The proceedings will be published in the New Economic Windows series of Springer-Verlag Italia soon.)
  • 7
    • 33847124843 scopus 로고    scopus 로고
    • C. Gou, Predictability of Shanghai stock market by agent-based mix-game model, Proceedings of 2005 IEEE International Conference on Neural Networks and Brain (ICNN&B'05), Beijing, October 2006, p. 1651 〈http://arxiv.org/abs/physics/0505180〉.
  • 9
    • 33748709749 scopus 로고    scopus 로고
    • J.D. Farmer, adap-org/9812005.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.