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[Free PDF Ebooks Files @AcrobatPlanet.Com] Ebook Forecasting Financial Time - Series using Artificial Market ...: Here we focus on the basic Minority Game where all agents trade at every time-step, since we are interested in describing in detail the parameter estimation process as opposed to creating the best possible market prediction model. In particular, there is no reason to expect that (i) the Minority Game’s pay-off structure whereby only the minority group gets rewarded, or (ii) the Minority Game’s traditional feature whereby all agents have the same memory time-scale m, are either realistic or optimal.

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