Application of multi-agent games to the prediction of financial time series

DOI10.1016/S0378-4371(01)00299-0zbMath0974.91043arXivcond-mat/0105303MaRDI QIDQ5947883

Michael L. Hart, Neil F. Johnson, David Lamper, Paul Jefferies, S. D. Howison

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0105303

zbMATH Keywords

profit opportunitiesrisk management strategies

Mathematics Subject Classification ID

Economic time series analysis (91B84) Applications of game theory (91A80)

Related Items (3)

An agent-based model of stock markets incorporating momentum investors ⋮ Between complexity of modelling and modelling of complexity: an essay on econophysics ⋮ Cycles, determinism and persistence in agent-based games and financial time-series: part II

Cites Work

• TRADER DYNAMICS IN A MODEL MARKET

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