The Speculation Principle Based on Martingale and

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The Speculation Principle Based on Martingale and Fixed Point

——Minority Games Inertia Strategy

 

MA Feite1,  MA Jinlong1,2

(1. Changsha Workroom of Nonlinear Special Dynamics, Changsha 410013, China,

2. Guangzhou Institute of Geochemistry Chinese Academy of Science, Guangzhou 510640, China)

 

Abstract: One finally becomes the minority winner in games by means of learning evolution, using martingale method and fixed point theory, carrying out the trading of financial market for the nonlinear dynamic programming, being in conformity to inertia trading strategy.

 

Key words:  financial market; Brownian motion; nonlinearity; data mining; martingale; fixed point; dynamic programming; speculation