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The object of this paper is to reveal the relation between dynamics of the fractional system and its dimension defined as a sum of the orders of all involved derivatives. We take the fractional Lorenz system as example and regard one or three of its orders as bifurcation parameters. In this...
Persistent link: https://www.econbiz.de/10010590666
Mix-game model is ameliorated from an agent-based MG model, which is used to simulate the real financial market. Different from MG, there are two groups of agents in Mix-game: Group 1 plays a majority game and Group 2 plays a minority game. These two groups of agents have different bounded...
Persistent link: https://www.econbiz.de/10010589191
This paper presents the efforts of using the evolutionary mix-game model, which is a modified form of the agent-based mix-game model, to predict financial time series. Here, we have carried out three methods to improve the original mix-game model by adding the abilities of strategy evolution to...
Persistent link: https://www.econbiz.de/10010590272