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Related papers: Minority Games

200 papers

We consider graphical games as introduced by Kearns et al. (2001). First we analyse the interaction of graphicality with a notion of strategic equivalence of games, providing a minimal complexity graphical description for games. Then we…

Computer Science and Game Theory · Computer Science 2020-03-31 Laura Arditti , Giacomo Como , Fabio Fagnani

We analyze the minority game for patients, and the results known from the minority game are applied to the patient problem consulted at the department of pediatric cardiology. We find numerically the standard deviation and the global…

Statistical Mechanics · Physics 2009-11-10 Kyungsik Kim , Seong-Min Yoon , Myung-Kul Yum

In the original two-choice minority game (MG), selfish players cooperate with each other even though direct communication is not allowed. Moreover, there is a periodic dynamics in the MG whenever the strategy space size is much smaller than…

Statistical Mechanics · Physics 2007-05-23 F. K. Chow , H. F. Chau

We show that the dynamical equations describing the collective behavior of the model introduced by Cavagna et al. i) are not their Eqs. (5,6) but rather ii) are the same as those of the minority game (MG). As a consequence the analytic…

Statistical Mechanics · Physics 2008-12-10 D. Challet , M. Marsili , R. Zecchina

We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In constrast with previous MG, the best strategies are not always targeting the minority but are shifting…

Condensed Matter · Physics 2009-11-07 Jorgen Vitting Andersen , Didier Sornette

We discuss in detail the derivation of stochastic differential equations for the continuum time limit of the Minority Game. We show that all properties of the Minority Game can be understood by a careful theoretical analysis of such…

Statistical Mechanics · Physics 2009-11-07 M. Marsili , D. Challet

We show analytically how the fluctuations (i.e. standard deviation) in the Minority Game (MG) can decrease below the random coin-toss limit if the agents use more general, stochastic strategies. This suppression of the standard deviation…

Condensed Matter · Physics 2007-05-23 M. Hart , P. Jefferies , N. F. Johnson , P. M. Hui

We investigate further several properties of the minority game we have recently introduced. We explain the origin of the phase transition and give an analytical expression of $\sigma^2/N$ in the $N\ll2^M$ region. The ability of the players…

Statistical Mechanics · Physics 2015-06-25 Damien Challet , Yi-Cheng Zhang

We introduce the minority game theory for two kinds of the Korean treasury bond (KTB) in Korean futures exchange markets. Since we discuss numerically the standard deviation and the global efficiency for an arbitrary strategy, our case is…

Physics and Society · Physics 2008-12-02 Seong-Min Yoon , Kyungsik Kim

Game theory is the mathematical framework for analyzing strategic interactions in conflict and competition situations. In recent years quantum game theory has earned the attention of physicists, and has emerged as a branch of quantum…

Quantum Physics · Physics 2015-05-30 Puya Sharif , Hoshang Heydari

In this paper, we defined two new games - the mildly Menger game and the compact-clopen game. In a zero-dimensional space, the Menger game is equivalent to the mildly Menger game and the compact-open game is equivalent to the compact-clopen…

General Topology · Mathematics 2022-02-01 Manoj Bhardwaj , Alexander V. Osipov

We explore various extensions of Challet and Zhang's Minority Game in an attempt to gain insight into the dynamics underlying financial markets. First we consider a heterogeneous population where individual traders employ differing `time…

Condensed Matter · Physics 2007-05-23 Neil F. Johnson , Michael Hart , Pak Ming Hui , Dafang Zheng

In this paper we show that the continuum time version of the Minority Game satisfies the criteria for the application of a theorem on the existence of an invariant measure. We consider the special case of a game with "sufficiently"…

Probability · Mathematics 2008-04-17 Matteo Ortisi

We solve the dynamics of large spherical Minority Games (MG) in the presence of non-negligible time dependent external contributions to the overall market bid. The latter represent the actions of market regulators, or other major natural or…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 P. Papadopoulos , A. C. C. Coolen

We discover the mechanism for the transition from self-segregation (into opposing groups) to clustering (towards cautious behaviors) in the evolutionary minority game (EMG). The mechanism is illustrated with a statistical mechanics analysis…

Condensed Matter · Physics 2013-05-29 Kan Chen , Bing-Hong Wang , Baosheng Yuan

The existence of a phase transition with diverging susceptibility in batch Minority Games (MGs) is the mark of informationally efficient regimes and is linked to the specifics of the agents' learning rules. Here we study how the standard…

Physics and Society · Physics 2009-11-13 Tobias Galla , Andrea De Martino

We show that the Minority Game, a model of interacting heterogeneous agents, can be described as a spin systems and it displays a phase transition between a symmetric phase and a symmetry broken phase where the games outcome is predicable.…

Statistical Mechanics · Physics 2009-10-31 Damien Challet , Matteo Marsili

Quantum phenomena have remained largely inaccessible to the general public. This can be attributed to the fact that we do not experience quantum mechanics on a tangible level in our daily lives. Games can provide an environment in which…

Quantum Physics · Physics 2019-07-12 Christopher Cantwell

Main papers on quantum games are written by physicists for physicists, and the inevitable exploitation of physics jargon may create difficulties for mathematicians or economists. Our goal here is to make clear the physical content and to…

Optimization and Control · Mathematics 2019-09-11 Vassili Kolokoltsov

The generalization of the problem of adaptive competition, known as the minority game, to the case of $K$ possible choices for each player is addressed, and applied to a system of interacting perceptrons with input and output units of the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Liat Ein-Dor , Richard Metzler , Ido Kanter , Wolfgang Kinzel