Prediction of stock markets by the evolutionary mix-game model
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- Challet, Damien & Zhang, Yi-Cheng, 1998. "On the minority game: Analytical and numerical studies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 256(3), pages 514-532.
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- J. Wiesinger & D. Sornette & J. Satinover, 2013. "Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 475-492, April.
- Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008. "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series 2444, CESifo Group Munich.
- Karol Wawrzyniak & Wojciech Wi'slicki, 2013. "Grand canonical minority game as a sign predictor," Papers 1309.3399, arXiv.org.
- Bartoš, Erik & Pinčák, Richard, 2017. "Identification of market trends with string and D2-brane maps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 57-70.
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KeywordsForecasting of stock markets; Mix-game model; Evolutionary mix-game model; Adaptability;
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