10 citations · 26 across the 9 of their papers we have counts for
9 papers
A Security Price Volatile Trading Conditioning Model
Leilei Shi, Yiwen Wang, Ding Chen +3
We develop a theoretical trading conditioning model subject to price volatility and return information in terms of market psychological behavior, based on analytical transaction vo…
Deduction of Initial Strategy Distributions of Agents in Mix-game Model
Chengling Gou
This paper reports the effort of deducing the initial strategy distributions of agents in mix-game model which is used to predict a real financial time series generated from a targ…
System Efficiency vs. Individual Performance in Competing Systems
Chengling Gou
this paper addresses the issue of the relation between the system efficiency and the individual performance with different combinations of agent memory lengths in mix-game model wh…
The Relations between Agent Performances and Their Intellective Abilities in Competing Systems
Chengling Gou
This paper studies the relations between agent performances and their intellective abilities in mix-games in which there are two groups of agents: one group plays a minority game,…
Design in Complex Systems: Individual Performance versus System Efficiency
Chengling Gou
This paper studies the correlations of the average winnings of agents and the volatilities of systems based on mix-game model which is an extension of minority game (MG). In mix-ga…
Agents Play Mix-game
Chengling Gou
In mix-game which is an extension of minority game, there are two groups of agents; group1 plays the majority game, but the group2 plays the minority game. This paper studies the c…