Abstract
This paper summarizes the trials of predicting price movements in the financial market in
various ways. The first example is to use the framework of the game theory between two players by
regarding the next price movement as the next action of a player and the information of the environment
surrounding the price movement as the action of the opponent player by using the evolutional
computation. The second example is to predict trendy sectors by using RMT-PCA. The third example
is to use the randomness of the price fluctuations by means of the RMT-test. An empirical rule “High
randomness predicts a good performance in the next period” is extracted by studying the randomness
of stocks in the period of 2007-2009.
