Detecting the traders' strategies in minority-majority games and real stock-prices

Alfi V; De Martino A; Pietronero L; Tedeschi A

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Detecting the traders' strategies in minority-majority games and real stock-prices

机译：在少数多数游戏和实际股价中检测交易者的策略

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Price dynamics is analyzed in terms of a model which includes the possibility of effective forces due to trend followers or trend adverse strategies. The method is tested on the data of a minority-majority model and indeed it is capable of reconstructing the prevailing traders' strategies in a given time interval. Then we also analyze real (NYSE) stock-prices dynamics and it is possible to derive an indication for the "sentiment" of the market for time intervals of at least one day. (C) 2007 Elsevier B.V. All rights reserved.

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《Physica, A. Statistical mechanics and its applications》 |2007年第1期|共8页
作者
Alfi V; De Martino A; Pietronero L; Tedeschi A;
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正文语种 eng
中图分类理论物理学;
关键词
complex systems; time series analysis; financial data; economic systems;

机译：复杂系统;时间序列分析;财务数据;经济系统;

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1. Detecting the traders' strategies in minority-majority games and real stock-prices [J] . Alfi V, De Martino A, Pietronero L, Physica, A. Statistical mechanics and its applications . 2007,第1期

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7. Detecting the traders' strategies in Minority-Majority games and real stock-prices [O] . Alfi, V, De Martino, A, Pietronero, L, 2006

机译：在少数多数游戏和实际股价中检测交易者的策略

Detecting the traders' strategies in minority-majority games and real stock-prices

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