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Deduction of Initial Strategy Distributions of Agents in Mix-game Model
minority game mix-game prediction initial strategy distributions
2007/6/7
This paper reports the effort of deducing the initial strategy distributions of agents in mix-game model which is used to predict a real financial time series generated from a target financial market....
The older methods for the determination of the degree of a random mix was solely based on the calculation of a simple standard deviation. Physical characteristics like, density, average particle weigh...