Forecasting Financial Time Series using Artificial Market Models

We discuss the theoretical machinery involved in predicting financial market movements using an artificial market model which has been trained on real financial data. This approach to market prediction - in particular, forecasting financial time-series by training a third-party or 'black box�...

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Bibliographic Details
Main Authors: Gupta, N, Hauser, R, Johnson, N
Format: Report
Published: Unspecified 2005