Application Of Multi-Agent Games To The Prediction Of Financial Time-Series

Application Of Multi-Agent s

 

Book Description

We report on a technique based on multi-agent games which has potential use inthe prediction of future movements of nancial time-series.hird-party game is trained on a black-box time-series,and is then run into the future to extract nextstep and multi-step predictions. In  ddition to the possibility of identifying pro t opportunities, the technique may prove useful in the development of improved risk management  trategies.

 

File Size: 171KB
File Type: PDF
Pages: 7

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