The Minority Game: a statistical physics perspective
Disordered Systems and Neural Networks
2009-11-11 v1 Statistical Mechanics
Physics and Society
Trading and Market Microstructure
Abstract
A brief review is given of the minority game, an idealized model stimulated by a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to analytic results for the model rather than discussions of its relevance in real-world situations.
Keywords
Cite
@article{arxiv.cond-mat/0512308,
title = {The Minority Game: a statistical physics perspective},
author = {David Sherrington},
journal= {arXiv preprint arXiv:cond-mat/0512308},
year = {2009}
}
Comments
6 pages, 2 figures. Submitted for publication in the proceedings of the Econophysics Colloquium, Canberra, Australia (November 2005)