所属栏目:家庭金融/行为金融

Dynamic Behaviors of Mix-game Model and Its Applications
认领作者 认领作者管理权限
发布日期:2008年05月03日 上次修订日期:2008年05月03日

摘要

This paper proposes a modification to Minority Game (MG) by adding some agents who play majority game into MG. So it is referred to as Mix-game. Through simulations, this paper finds out that the fluctuations of local volatilities change a lot by adding some agents who play majority game into MG, but the stylized features of MG don’t change obviously except agents with memory length 1 and 2. This paper also uses mix-game to model Shanghai stock market and to do prediction about Shanghai index.
展开

苟成玲 Dynamic Behaviors of Mix-game Model and Its Applications (2008年05月03日) https://www.cfrn.com.cn/lw/11740

选择要认领的作者1
身份验证1
确认
取消