70 citations · 348 across the 9 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★ 43 cited
Deterministic Dynamics in the Minority Game
P. Jefferies, M. L. Hart, N. F. Johnson
The Minority Game (MG) behaves as a stochastically perturbed deterministic system due to the coin-toss invoked to resolve tied strategies. Averaging over this stochasticity yields…