English

Algorithmic Complexity in Minority Game

Statistical Mechanics 2007-05-23 v1 adap-org chao-dyn Computational Complexity Adaptation and Self-Organizing Systems Chaotic Dynamics

Abstract

In this paper we introduce a new approach for the study of the complex behavior of Minority Game using the tools of algorithmic complexity, physical entropy and information theory. We show that physical complexity and mutual information function strongly depend on memory size of the agents and yields more information about the complex features of the stream of binary outcomes of the game than volatility itself.

Keywords

Cite

@article{arxiv.cond-mat/9906017,
  title  = {Algorithmic Complexity in Minority Game},
  author = {Ricardo Mansilla Corona},
  journal= {arXiv preprint arXiv:cond-mat/9906017},
  year   = {2007}
}

Comments

12 pages, 6 figures included