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The market behavior and performance of different strategy evaluation schemes
different strategy evaluation schemes market behavior
2010/2/25
We observe the performances of three strategy evaluation schemes, which are the history-dependent wealth game, the trend-opposing minority game, and the trend-following majority game in a stock market...
The Limiting Behavior of Large Increments of Stationary Gaussian Processes
Gaussian processes stationary large incremengs regularly vary function
2006/3/18
Let ≥ be a real-valued separable Gaussian process with mean zero, { ( ), Xt t 0} {0} 0 X = , and with stationary.In this paper, we obtain some ideal results on the limiting behavior of large incremen...