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Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
agent-based models Genetic Algorithms
2010/4/27
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial ...
Approximation of Continuous Funtions Using Fejer Sums of Jacobi-Fourier Series
Jacobi-Fourier series Fejer sums continuous funtions approximation
2012/10/11
The pointwise estimates of approximation of continuous function() f xby Fejer sums ,(,)nf xαβσ of its Jacobi-Fourier series have been investigated, which improved the results of Li Z K for points.1 x ...
Maximum Entropy-Based Fuzzy Clustering by Using L1-norm Space
Fuzzy c-means Maximum Entropy Structure Strength Number of Clusters L1-norm Space
2010/2/26
One of the most important methods in analysis of large data sets is clustering. These methods are not only major tools to uncover the underlying structures of a given data set, but also promising tool...