基于Agent的混合博弈模型对上海股市的可预测性
Predictability of Shanghai Stock Market by Agent-based Mix-game Model
摘要：
本文将基于主体的混合博弈模型应用于金融时间序列的预测。将简单遗传算法引入到预测方法中，并给出其在上证指数预测中的应用实例。结果表明，该预测方法是有效的，基于Agent的混合博弈模型是一种潜在的金融市场时间序列预测模型
英文摘要：
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
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。
