Application of multi-agent games to the prediction of financial time series (Q5947883): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: cond-mat/0105303 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: TRADER DYNAMICS IN A MODEL MARKET / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:10, 3 June 2024
scientific article; zbMATH DE number 1666249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of multi-agent games to the prediction of financial time series |
scientific article; zbMATH DE number 1666249 |
Statements
Application of multi-agent games to the prediction of financial time series (English)
0 references
23 October 2001
0 references
profit opportunities
0 references
risk management strategies
0 references
