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The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Fernando F. Ferreira , Gerson Francisco , Birajara S. Machado , Paulsamy Muruganandam

We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and…

Physics and Society · Physics 2007-05-23 Andrea De Martino , Matteo Marsili

How cooperation can evolve between players is an unsolved problem of biology. Here we use Hamiltonian dynamics of models of the Ising type to describe populations of cooperating and defecting players to show that the equilibrium fraction of…

Populations and Evolution · Quantitative Biology 2018-06-27 Christoph Adami , Arend Hintze

The collective properties of small material systems considered as semidynamical systems revealing the Markov-type irreversible evolution, are investigated. It is shown that these material systems admit their treatment as thermodynamic…

Mathematical Physics · Physics 2015-09-08 Andrzej Trzesowski

After a discussion on the state of local equilibrium with temperature inhomogeneity, comparing mixture state reprsentation in statistical mechanics and pure state representation in thermo field dynamics, a simple model is solved to show…

Condensed Matter · Physics 2007-05-23 Hiroshi Ezawa , Koichi Nakamura , Keiji Watanabe

Using a game theory approach and a new extremal problem, Gibbs formula is proved in a most simple and general way for the classical mechanics case. A corresponding conjecture on the asymptotics of the classical entropy is formulated. For…

General Physics · Physics 2011-05-25 Lev Sakhnovich

This paper proposes a modification to Minority Game (MG) by adding some agents who play majority game into MG. So it is referred to as mix-game. The highlight of this model is that the two groups of agents in mix-game have different bounded…

Physics and Society · Physics 2015-06-26 Chengling Gou

The laws of thermodynamics provide a clear concept of the temperature for an equilibrium system in the continuum limit. Meanwhile, the equipartition theorem allows one to make a connection between the ensemble average of the kinetic energy…

Statistical Mechanics · Physics 2009-11-13 Alex V. Popov , Rigoberto Hernandez

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

Cooperation is of utmost importance to society as a whole, but is often challenged by individual self-interests. While game theory has studied this problem extensively, there is little work on interactions within and across groups with…

Physics and Society · Physics 2010-10-14 Dirk Helbing , Anders Johansson

Gibbs and Boltzmann definitions of temperature agree only in the macroscopic limit. The ambiguity in identifying the equilibrium temperature of a finite sized `small' system exchanging energy with a bath is usually understood as a…

Biological Physics · Physics 2015-03-09 Purushottam D. Dixit

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

We study the time evolution of correlation functions in closed quantum systems for nonequilibrium ensembles of initial conditions. For a scalar quantum field theory we show that generic time-reversal invariant evolutions approach…

High Energy Physics - Phenomenology · Physics 2010-02-04 J. Berges , J. Cox

I explore the processes of equilibration exhibited by the Adapted Caldeira-Leggett (ACL) model, a small unitary "toy model" developed for numerical studies of quantum decoherence between an SHO and an environment. I demonstrate how…

Quantum Physics · Physics 2022-02-28 Andreas Albrecht

In this paper, we test predictions of a new theory of macroeconomics, called "thermal macroeconomics." The theory aims to apply the mathematical structure of classical thermodynamics, including analogues of temperature and entropy, to…

General Economics · Economics 2024-10-29 Yihang Luo , R. S. MacKay , Nick Chater

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

Optimization and Control · Mathematics 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

We derive an analytical approximation for making quantitative predictions for ecological communities as a function of the mean intensity of the inter-specific competition and the species richness. This method, with only a fraction of the…

Populations and Evolution · Quantitative Biology 2017-08-14 Hugo Fort

This paper investigates applicability of thermodynamic concepts and principles to competitive systems. We show that Tsallis entropies are suitable for characterisation of systems with transitive competition when mutations deviate from Gibbs…

Adaptation and Self-Organizing Systems · Physics 2014-03-10 A. Y. Klimenko

We consider a mean field model describing the free cooling process of a two component granular mixture, a generalization of so called Maxwell model. The cooling is viewed as an ordering process and the scaling behavior is attributed to the…

Statistical Mechanics · Physics 2009-11-07 Umberto Marini Bettolo Marconi , Andrea Puglisi

The Minority Game (MG) is a basic multi-agent model representing a simplified and binary form of the bar attendance model of Arthur. The model has an informationally efficient phase in which the agents lack the capability of exploiting any…

Disordered Systems and Neural Networks · Physics 2007-05-23 K. P. Chan , Pak Ming Hui , Neil F. Johnson