Johnson, N. F.; Lamper, D.; Jefferies, P.; Hart, M. L.; … - arXiv.org - 2001
We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black-box time-series, and is then run into the future to extract next-step and multi-step predictions. In addition to...