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minoritygameusedtomodelfinancialcontagion

  • Category : AI-NN-PR
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  • Update : 2012-11-26
  • Size : 95kb
  • Downloaded :1次
  • Author :刘****
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an market game model, used to simulated financial market operation, and produce a simulated result of stock index.
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minority game used to model financial contagion_matlab
......................................................\222days.mat
......................................................\calculateTheta.m
......................................................\calculatewintime.m
......................................................\CalKurtosis.m
......................................................\CalScore.m
......................................................\ColCorr.m
......................................................\evoDt.m
......................................................\EvolutionaryAlgorithm.asv
......................................................\EvolutionaryAlgorithm.m
......................................................\evolution_mg.m
......................................................\findsignalpiece.m
......................................................\Fitness.asv
......................................................\Fitness.m
......................................................\FitnessFunction.m
......................................................\FitnessModel.asv
......................................................\FitnessModel.m
......................................................\GenOffspring.m
......................................................\histprice.m
......................................................\HK.mat
......................................................\InitialPopulation.m
......................................................\InitiaPara.m
......................................................\init_dectab.m
......................................................\init_stra.m
......................................................\InsProb.m
......................................................\MakeDeciBtwAB.m
......................................................\make_dec.m
......................................................\make_dec_mix.m
......................................................\make_dec_mix2markets.m
......................................................\make_dec_noise.m
......................................................\MarketDeci.m
......................................................\mg.m
......................................................\mg_noise.m
......................................................\mix2markets.m
......................................................\mixgame.m
......................................................\myrandint.m
......................................................\NsTrdStra.m
......................................................\plotFC.m
......................................................\PlotVol.m
......................................................\plot_varn.m
......................................................\plot_w_t.m
......................................................\price2signal.m
......................................................\priceplot.m
......................................................\ProbFunction.m
......................................................\program.docx
......................................................\randbin.m
......................................................\randinteger.m
......................................................\randmg.m
......................................................\randomselection.m
......................................................\RecoverParameter.m
......................................................\Scale.m
......................................................\signal2m.m
......................................................\simplemutation.m
......................................................\SK.mat
......................................................\subplotting.m
......................................................\TournamentSelection.m
......................................................\TrainingModel.asv
......................................................\TrainingModel.m
......................................................\TraningRun.m
..................................................
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