Cycles, determinism and persistence in agent-based games and financial time-series: part II
本文是系列报告的第二部分，研究将合成和真实金融时间序列分解为图上加权哈密顿环的叠加，分析少数者博弈等游戏中的“控制错觉”，并展示从时间序列中提取周期的数值与解析方法。
The present article constitutes part II of a series of two reports in which we study the decomposition of synthetic and real financial time-series into a superposition of weighted Hamiltonian cycles on graphs. Part II further analyses the cycle-decomposition method introduced in part I for the Minority Game (MG), the Majority Game (MAJG) and the Dollar Game ($G), in order to gain insight into the ‘illusion of control’ that certain of these games demonstrate, i.e. the fact that the strategies outperform the agents that deploy them. We also illustrate both numerical and analytical methods for extracting cycles from a given time-series and apply the method to a number of different real-world data sets, in conjunction with an analysis of persistence.