Statistical physics of adaptive correlation of agents in a market
Statistical Mechanics
2009-10-31 v1 Disordered Systems and Neural Networks
Statistical Finance
Abstract
Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.
Keywords
Cite
@article{arxiv.cond-mat/0010455,
title = {Statistical physics of adaptive correlation of agents in a market},
author = {David Sherrington and Juan P. Garrahan and Esteban Moro},
journal= {arXiv preprint arXiv:cond-mat/0010455},
year = {2009}
}
Comments
Invited talk presented at the Conference: Disordered and Complex Systems, King's College London, July 2000