dorsal/arxiv
View SchemaDeduction of Initial Strategy Distributions of Agents in Mix-game Model
| Authors | Chengling Gou |
|---|---|
| Categories | |
| ArXiv ID | physics/0603266 |
| URL | https://arxiv.org/abs/physics/0603266 |
| DOI | 10.1016/j.physa.2006.04.050 |
Abstract
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 target financial market. Using mix-game to predict Shanghai Index, we find the time series of prediction accurate rates is sensitive to the initial strategy distributions of agents in group 2 who play minority game, but less sensitive to the initial strategy distributions of agents in group 1 who play majority game. And agents in group 2 tend to cluster in full strategy space (FSS) if the real financial time series has obvious tendency (upward or downward), otherwise they tend to scatter in FSS. We also find that the initial strategy distributions and the number of agents in group 1 influence the level of prediction accurate rates. Finally, this paper gives suggestion about further research.
{
"annotation_id": "0d12a2a8-60f2-4df2-bc88-7e75937e8313",
"date_created": "2026-03-02T18:01:07.610000Z",
"date_modified": "2026-03-02T18:01:07.610000Z",
"file_hash": "8b9c78d77742b231e3e8d2304bc2deed8625504f474ab1ff0896ecafe01e35a5",
"private": false,
"record": {
"abstract": "This paper reports the effort of deducing the initial strategy distributions\nof agents in mix-game model which is used to predict a real financial time\nseries generated from a target financial market. Using mix-game to predict\nShanghai Index, we find the time series of prediction accurate rates is\nsensitive to the initial strategy distributions of agents in group 2 who play\nminority game, but less sensitive to the initial strategy distributions of\nagents in group 1 who play majority game. And agents in group 2 tend to cluster\nin full strategy space (FSS) if the real financial time series has obvious\ntendency (upward or downward), otherwise they tend to scatter in FSS. We also\nfind that the initial strategy distributions and the number of agents in group\n1 influence the level of prediction accurate rates. Finally, this paper gives\nsuggestion about further research.",
"arxiv_id": "physics/0603266",
"authors": [
"Chengling Gou"
],
"categories": [
"physics.soc-ph"
],
"doi": "10.1016/j.physa.2006.04.050",
"title": "Deduction of Initial Strategy Distributions of Agents in Mix-game Model",
"url": "https://arxiv.org/abs/physics/0603266"
},
"schema_id": "dorsal/arxiv",
"source": {
"execution_id": "52325f37-fc5d-49de-a0b9-60a53ae075b0",
"id": "arXiv Dataset IDs",
"type": "Model",
"variant": "snapshot-2026-03-01",
"version": "0.1.0"
},
"user_id": 1000002
}