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We present a theory which describes a recently introduced model of an evolving, adaptive system in which agents compete to be in the minority. The agents themselves are able to evolve their strategies over time in an attempt to improve…

Condensed Matter · Physics 2009-10-31 T. S. Lo , P. M. Hui , N. F. Johnson

The Minority Game is a simple model for the collective behavior of agents in an idealized situation where they have to compete through adaptation for a finite resource. This review summarizes the statistical mechanics community efforts to…

Disordered Systems and Neural Networks · Physics 2007-05-23 Esteban Moro

A population of heterogenous agents compeeting through a minority rule is investigated. Agents which frequently loose are selected for evolution by changing their strategies. The stationary composition of the population resulting for this…

Disordered Systems and Neural Networks · Physics 2009-10-31 Alexei Vazquez

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

In the original Evolutionary Minority Game, a segregation into two populations with opposing preferences is observed under many circumstances. We show that this segregation becomes more pronounced and more robust if the dynamics are changed…

Disordered Systems and Neural Networks · Physics 2009-11-07 Richard Metzler , Christian Horn

The Minority Game is a simple yet highly non-trivial agent-based model for a complex adaptive system. Despite its importance, a quantitative explanation of the game's fluctuations which applies over the entire parameter range of interest…

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

In this paper we present results and analyses of a class of games in which heterogeneous agents are rewarded for being in a minority group. Each agent possesses a number of fixed strategies each of which are predictors of the next minority…

adap-org · Physics 2007-05-23 Radu Manuca , Yi Li , Rick Riolo , Robert Savit

We propose and study an evolutionary minority game (EMG) in which the agents are allowed to choose among three possible options. Unlike the original EMG where the agents either win or lose one unit of wealth, the present model assigns one…

Statistical Mechanics · Physics 2007-05-23 Hong-Jun Quan , P. M. Hui , C. Xu , K. F Yip

Minority game is a model of heterogeneous players who think inductively. In this game, each player chooses one out of two alternatives every turn and those who end up in the minority side wins. It is instructive to extend the minority game…

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

We discuss a simple version of the Minority Game (MG) in which agents hold only one strategy each, but in which their capitals evolve dynamically according to their success and in which the total trading volume varies in time accordingly.…

Physics and Society · Physics 2015-05-13 Tobias Galla , Yi-Cheng Zhang

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

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

This paper gives a critical account of the minority game literature. The minority game is a simple congestion game: players need to choose between two options, and those who have selected the option chosen by the minority win. The learning…

General Finance · Quantitative Finance 2008-12-02 Willemien Kets

We discuss a modification of the Evolutionary Minority Game (EMG) in which agents are placed in the nodes of a regular or a random graph. A neighborhood for each agent can thus be defined and a modification of the usual relaxation dynamics…

Condensed Matter · Physics 2007-05-23 E. Burgos , Horacio Ceva , R. P. J. Perazzo

We investigate the dynamics of the choice of an active strategy in the minority game. A history distribution is introduced as an analytical tool to study the asymmetry between the two choices offered to the agents. Its properties are…

adap-org · Physics 2009-10-31 R. D'Hulst , G. J. Rodgers

In the evolutionary minority game, agents are allowed to evolve their strategies (``mutate'') based on past experience. We explore the dependence of the system's global behavior on the response time and the mutation threshold of the agents.…

Statistical Mechanics · Physics 2009-11-10 Shahar Hod , Ehud Nakar

We partially modify the rules of the Minority Game (MG) by introducing some degree of local information in the game, which is only available for some agents, called the interacting agents. Our work shows that, for small values of the new…

Statistical Mechanics · Physics 2009-11-10 Ines Caridi , Horacio Ceva

A brief review is given of the minority game, an idealized model of a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to the consequences and implications of correlations between…

Disordered Systems and Neural Networks · Physics 2009-11-10 David Sherrington , Tobias Galla

In this paper we study the minority game in the presence of evolution. In particular, we examine the behavior in games in which the dimension of the strategy space, m, is the same for all agents and fixed for all time. We find that for all…

adap-org · Physics 2009-10-31 Yi Li , Rick Riolo , Robert Savit

We introduce and study an evolutionary complementarity game where in each round a player of population 1 is paired with a member of population 2. The game is symmetric, and each player tries to obtain an advantageous deal, but when one of…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 Juergen Jost , Wei Li
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