Chen, Fang; Gou, Chengling; Guo, Xiaoqian; Gao, Jieping - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 14, pp. 3594-3604
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...