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Mix-game model is ameliorated from an agent-based MG model, which is used to simulate the real financial market. Different from MG, there are two groups of agents in Mix-game: Group 1 plays a majority game and Group 2 plays a minority game. These two groups of agents have different bounded...
Persistent link: https://www.econbiz.de/10010589191
This paper presents the efforts of using the evolutionary mix-game model, which is a modified form of the agent-based mix-game model, to predict financial time series. Here, we have carried out three methods to improve the original mix-game model by adding the abilities of strategy evolution to...
Persistent link: https://www.econbiz.de/10010590272