Predictability of Shanghai Stock Market by Agent-based Mix-game Model

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dc.creatorGou, Chengling
dc.date2005-05-25
dc.date2005-09-19
dc.date.accessioned2026-07-07T06:18:13Z
dc.date.available2026-07-07T06:18:13Z
dc.descriptionThis paper reports the effort of using agent-based mix-game model to predict financial time series. It introduces simple generic algorithm into the prediction methodology, and gives an example of its application to forecasting Shanghai Index. The results show that this prediction methodology is effective and agent-based mix-game model is a potential good model to predict time series of financial markets
dc.description5 pages, 4 figure, 1 tables, revised version
dc.identifierhttps://arxiv.org/abs/physics/0505180
dc.identifierhttp://arxiv.org/abs/physics/0505180
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/94661
dc.subjectPhysics and Society
dc.titlePredictability of Shanghai Stock Market by Agent-based Mix-game Model
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