Financial time series and neural networks in a minority game context 159(^00) 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
100
200
300
400
500
600
700
η
Predictions
M=3
Total observations 1271
Fig. 3.Number of corrected predictions as a function ofηin the case of S&P500. The number
of predictions is quite constant
(^61505101520253035404550)
620
625
630
635
640
645
650
655
660
665
M
predictions
η=0.37
Total observations 1294
Fig. 4.Number of corrected predictions as a function ofMin the case of Mibtel. The maximum
is reached forM= 5