161 citations · 561 across the 20 of their papers we have counts for
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cond-mat.dis-nn2001★ 55 cited
Application of multi-agent games to the prediction of financial time-series
N. F. Johnson, D. Lamper, P. Jefferies +2
We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black…
cond-mat.dis-nn2001★ 87 cited
Predictability of large future changes in a competitive evolving population
D. Lamper, S. Howison, N. F. Johnson
The dynamical evolution of many economic, sociological, biological and physical systems tends to be dominated by a relatively small number of unexpected, large changes (`extreme ev…