Detecting the traders’ strategies in minority–majority games and real stock-prices
Year of publication: |
2007
|
---|---|
Authors: | Alfi, V. ; De Martino, A. ; Pietronero, L. ; Tedeschi, A. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 382.2007, 1, p. 1-8
|
Publisher: |
Elsevier |
Subject: | Complex systems | Time series analysis | Financial data | Economic systems |
-
Exact results for the roughness of a finite size random walk
Alfi, V., (2006)
-
Hidden forces and fluctuations from moving averages: A test study
Alfi, V., (2006)
-
NP-optimal kernels for nonparametric sequential detection rules
Steland, Ansgar, (2004)
- More ...
-
Detecting the traders' strategies in Minority-Majority games and real stock-prices
Alfi, V., (2006)
-
Coordination, intermittency and trends in generalized minority games
Tedeschi, A., (2005)
-
Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model
Alfi, V., (2008)
- More ...