模式间投机:超越少数、多数和$博弈
Inter-pattern speculation: beyond minority, majority and $-games
摘要:
基于交易者-交易者交互的时序性和跨期性,以及一个新的简单交易策略空间,提出了一个新的简单金融市场模型。在这种基于模式的投机模型中,交易者明确地打开和关闭他们的头寸。信息生态学与少数者博弈有着惊人的相似之处,后者建议将后者重新解释为可预测性开发同步的模型。幼稚和复杂的代理人被证明会产生非常不同的现象学
英文摘要:
A new simple model of financial market is proposed, based on the sequential and inter-temporal nature of trader-trader interaction, and on a new simple trading strategy space. In this pattern-based speculation model, the traders open and close their positions explicitly. Information ecology is strikingly similar to that of the Minority Game which suggest to reinterpret the latter as a model of synchronisation of predictability exploitation. Naive and sophisticated agents are shown to give rise to very different phenomenology
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。