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Related papers: The Hamming Distance in the Minority Game

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We propose a simple uncertainty modification for the agent model in normal-form games; at any given strategy profile, the agent can access only a set of "possible profiles" that are within a certain distance from the actual action profile.…

Computer Science and Game Theory · Computer Science 2020-02-11 Erman Acar , Reshef Meir

We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, $N$ agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 V. Sasidevan , Deepak Dhar

The minority model was introduced to study the competition between agents with limited information. It has the remarkable feature that, as the amount of information available increases, the collective gain made by the agents is reduced.…

Statistical Mechanics · Physics 2007-05-23 M. A. R. de Cara , O. Pla , F. Guinea

We study the structure of the underlying network of connections in the Minority Game. There is not an explicit interaction among the agents, but they interact via global magnitudes of the model and mainly through their strategies. We define…

Physics and Society · Physics 2008-02-06 Ines Caridi , Horacio Ceva

We present a variant of the Minority Game in which players who where successful in the previous timestep stay with their decision, while the losers change their decision with a probability $p$. Analytical results for different regimes of…

Statistical Mechanics · Physics 2009-10-31 G. Reents , R. Metzler , W. Kinzel

We study the role of imitation within the Minority Game model of market. The players can exchange information locally, which leads to formation of groups which act as if they were single players. Coherent spatial areas of rich and poor…

Statistical Mechanics · Physics 2009-10-31 Frantisek Slanina

We study a model of a competing population of N adaptive agents, with similar capabilities, repeatedly deciding whether to attend a bar with an arbitrary cutoff L. Decisions are based upon past outcomes. The agents are only told whether the…

Condensed Matter · Physics 2009-10-31 N. F. Johnson , P. M. Hui , Dafang Zheng , C. W. Tai

The Minority Game is a generic model of competing adaptive agents, which is often believed to be a model of financial markets. We discuss to which extend this is a reasonable statement, and present minimal modifications that make this model…

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

Starting from the Minority Game and building more and more sophisticated models of adaptive agents, we show that minority mechanisms underly any model where agents learn collectively a resource level that can be either obvious and constant…

Statistical Mechanics · Physics 2009-11-10 Damien Challet

We introduce a version of the Minority Game where the total number of available choices is $D>2$, but the agents only have two available choices to switch. For all agents at an instant in any given choice, therefore, the other choice is…

Physics and Society · Physics 2020-10-19 Soumyajyoti Biswas , Amit Kr Mandal

We explore the effect of discounting and experimentation in a simple model of interacting adaptive agents. Agents belong to either of two types and each has to decide whether to participate a game or not, the game being profitable when…

Physics and Society · Physics 2009-11-13 Damien Challet , Andrea De Martino , Matteo Marsili

We introduce two three sided adaptative systems as toy models to mimic the exchange of commodities between buyers and sellers. These models are simple extensions of the minority game, exhibiting similar behaviour as well as some new…

adap-org · Physics 2007-05-23 R. D'hulst , G. J. Rodgers

What is the physical origin of player cooperation in minority game? And how to obtain maximum global wealth in minority game? We answer the above questions by studying a variant of minority game from which players choose among $N_c$…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 H. F. Chau , F. K. Chow

We show that a simple evolutionary scheme, when applied to the minority game (MG), changes the phase structure of the game. In this scheme each agent evolves individually whenever his wealth reaches the specified bankruptcy level, in…

Statistical Mechanics · Physics 2009-11-10 Baosheng Yuan , Kan Chen

This work reports on two related investigations of stochastic simulations which are widely used to study biodiversity and other related issues. We first deal with the behavior of the Hamming distance under the increase of the number of…

Populations and Evolution · Quantitative Biology 2017-11-29 D. Bazeia , J. Menezes , B. F. de Oliveira , J. G. G. S. Ramos

We use the Minority Game as a testing frame for the problem of the emergence of diversity in socio-economic systems. For the MG with heterogeneous impacts, we show that the direct generalization of the usual agents' profit does not fit some…

Trading and Market Microstructure · Quantitative Finance 2014-01-20 Miroslav Pištěk , Frantisek Slanina

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

Condensed Matter · Physics 2009-10-31 M. Hart , P. Jefferies , N. F. Johnson , P. M. Hui

Generalization of the minority game to more than one market is considered. At each time step every agent chooses one of its strategies and acts on the market related to this strategy. If the payoff function allows for strong fluctuation of…

Trading and Market Microstructure · Quantitative Finance 2011-05-12 Karol Wawrzyniak , Wojciech Wislicki

We study the asymptotic macroscopic properties of the mixed majority-minority game, modeling a population in which two types of heterogeneous adaptive agents, namely ``fundamentalists'' driven by differentiation and ``trend-followers''…

Statistical Mechanics · Physics 2009-11-10 A. De Martino , I. Giardina , G. Mosetti

In this work the properties of minority games containing agents which try to winning all the time are studied by means of computational simulations. We have considered several ways of introducing above the rules clever players using…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. R. L. de Almeida , J. Menche