Neural Networks to Predict Financial Time Series in a Minority Game Context
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More about this item
Keywords
Minority Game; Learning Algorithms; Neural Networks; Financial Time Series; Efficient Market Hypotesis;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2005-06-14 (Computational Economics)
- NEP-ETS-2005-06-14 (Econometric Time Series)
- NEP-FIN-2005-06-14 (Finance)
- NEP-GTH-2005-06-14 (Game Theory)
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