Neural Networks, Game Theory and Time Series Generation

Details Neural Networks, Game Theory and Time Series Generation Neural Networks, Game Theory and Time Series Generation

2002-12-19

arxiv.org/abs/cond-mat/0212486v1

Physics

Condensed Matter

Disordered Systems and Neural Networks

Dissertation. 130 pages, quite a few figures

Scientific paper

This dissertation highlights connections between the fields of neural networks, game theory and time series generation. The concept of antipredictability is explained, and the properties of time series that are antipredictable for several prototypical prediction algorithms (neural networks, Boolean funtions etc.) are studied. The Minority Game provides a framework in which antipredictability arises naturally. Several variations of the MG are introduced and compared, including extensions to more than two choices, and the properties of the generated time series are analysed. A learning algorithm is presented by which a neural network can find a good mixed strategy in zero-sum matrix games. In a certain limit, this algorithm is a stochastic variation of the "fictitious play" learning algorithm.

Affiliated with

Also associated with

No associations

Rating

Neural Networks, Game Theory and Time Series Generation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Neural Networks, Game Theory and Time Series Generation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Neural Networks, Game Theory and Time Series Generation will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-330070