Predictability of Shanghai Stock Market by Agent-based Mix-game Model
Physics and Society
2007-05-23 v3
Abstract
This 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
Keywords
Cite
@article{arxiv.physics/0505180,
title = {Predictability of Shanghai Stock Market by Agent-based Mix-game Model},
author = {Chengling Gou},
journal= {arXiv preprint arXiv:physics/0505180},
year = {2007}
}
Comments
5 pages, 4 figure, 1 tables, revised version