Alfi, V.; De Martino, A.; Pietronero, L.; Tedeschi, A. - In: Physica A: Statistical Mechanics and its Applications 382 (2007) 1, pp. 1-8
Price dynamics is analyzed in terms of a model which includes the possibility of effective forces due to trend followers or trend adverse strategies. The method is tested on the data of a minority–majority model and indeed it is capable of reconstructing the prevailing traders’ strategies in...