18 citations · 43 across the 9 of their papers we have counts for
9 papers
Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
J. Wiesinger, D. Sornette, J. Satinover
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series.…
Anomalous Returns in a Neural Network Equity-Ranking Predictor
J. B. Satinover, D. Sornette
Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next…
Cycles, determinism and persistence in agent-based games and financial time-series
J. B. Satinover, D. Sornette
The Minority Game (MG), the Majority Game (MAJG) and the Dollar Game ($G) are important and closely-related versions of market-entry games designed to model different features of r…
Illusory versus Genuine Control in Agent-Based Games
J. B. Satinover, D. Sornette
In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their lim…
"Illusion of control" in Minority and Parrondo Games
J. B. Satinover, D. Sornette
Human beings like to believe they are in control of their destiny. This ubiquitous trait seems to increase motivation and persistence, and is probably evolutionarily adaptive. But…
Illusion of Control in a Brownian Game
J. B. Satinover, D. Sornette
Both single-player Parrondo games (SPPG) and multi-player Parrondo games (MPPG) display the Parrondo Effect (PE) wherein two or more individually fair (or Llosing) games yield a ne…