Inferring the Composition of a Trader Population in a Financial Market

Abstract

We discuss a method for predicting financial movements and finding pockets of predictability in the price-series, which is built around inferring the heterogeneity of trading strategies in a multi-agent trader population. This work explores extensions to our previous framework (arXiv:physics/0506134). Here we allow for more intelligent agents possessing a… (More)
DOI: 10.1007/978-88-470-0665-2_7

2 Figures and Tables

Topics

  • Presentations referencing similar topics