Detecting the traders’ strategies in minority–majority games and real stock-prices-Reference-Cited by-同舟云学术

Detecting the traders’ strategies in minority–majority games and real stock-prices

Published:2007-08 Issue:1 Volume:382 Page:1-8
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Alfi V.,De Martino A.,Pietronero L.,Tedeschi A.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference9 articles.

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3. Hidden forces and fluctuations from moving averages: a test study;Alfi;Physica A,2006

4. M. Takayasu, T. Mizuno, H. Takayasu, Potentials of unbalanced complex kinetics observed in market time series, 2005, E-print 〈http://arxiv.org/abs/physics/0509020〉.

5. Generalized minority games with adaptive trend-followers and contrarians;Tedeschi;Phys. Rev. E,2004

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