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Grand Canonical Minority Game as a Sign Predictor
Wawrzyniak, Karol - 2014
In this paper the extended model of Minority game (MG), incorporating variable number of agents and therefore called Grand Canonical, is used for prediction. We proved that the best MG-based predictor is constituted by a tremendously degenerated system, when only one agent is involved. The...
Persistent link: https://www.econbiz.de/10013059395
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Monopolistic competition on financial markets
Schröder, Bernd - 1995
Persistent link: https://www.econbiz.de/10000924735
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Informationsnutzen im Aktienmarkt
Behrens, Thomas - 1997
Persistent link: https://www.econbiz.de/10000955939
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Market microstructure theory and strategic behavior of market makers
Krause, Andreas - 2000
Persistent link: https://www.econbiz.de/10001578558
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On the strategic origin of Brownian motion in finance
De Meyer, Bernard; Moussa Saley, Hadiza - 2000
Persistent link: https://www.econbiz.de/10001554545
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On the strategic origin of Brownian motion in finance
De Meyer, Bernard; Moussa Saley, Hadiza - In: International journal of game theory : official journal … 31 (2002) 2, pp. 285-319
Persistent link: https://www.econbiz.de/10001729323
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Minority games : [interacting agents in financial markets]
Challet, Damien; Marsili, Matteo; Zhang, Yi-cheng - 2005 - 1. publ.
Persistent link: https://www.econbiz.de/10002116387
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Why discrete price fragments U.S. stock exchanges and disperses their fee structures
Chao, Yong; Yao, Chen; Ye, Mao - In: The review of financial studies 32 (2019) 3, pp. 1068-1101
Persistent link: https://www.econbiz.de/10012033534