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Figure 5 | EPJ Data Science

Figure 5

From: Mapping individual behavior in financial markets: synchronization and anticipation

Figure 5

Activity prediction including and excluding the built Synchronization and Anticipation networks. A Random Forest algorithm is used to predict the activity of each investor trading with all the studied assets, the prediction accuracy averaged over all investors is separately shown for each symbol (see Fig. 2) in the original activity time series. For nowcasting the current day activity (top) only the price symbolized series is used for the first case (green), and the activity of the neighbors in the Synchronization network is also included in the second case (blue) For the day after forecast (bottom), the price and activity of the investor in the previous day is included in the first case (green) and while the neighbors activity is also included in the second case (blue)

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