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Related papers: Qunatifying Complexity in the Minority Game

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We evaluate new complexity measures on the symbolic dynamics of coupled tent maps and cellular automata. These measures quantify complexity in terms of $k$-th order statistical dependencies that cannot be reduced to interactions between…

Chaotic Dynamics · Physics 2016-04-08 Thomas Kahle , Eckehard Olbrich , Juergen Jost , Nihat Ay

In this paper, we introduce a framework to study local interactions due to the presence of herding behavior in a minority game. The idea behind this approach is to consider that some of the agents who play the game believe that some of…

Computational Physics · Physics 2007-05-23 Daniel Oliveira Cajueiro , Reinaldo Soares De Camargo

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

Multi-agent complex systems comprising populations of decision-making particles, have many potential applications across the biological, informational and social sciences. We show that the time-averaged dynamics in such systems bear a…

Physics and Society · Physics 2009-11-11 Neil F. Johnson , David M. D. Smith , Pak Ming Hui

Ecologists and economists try to explain collective behavior in terms of competitive systems of selfish individuals with the ability to learn from the past. Statistical physicists have been investigating models which might contribute to the…

Statistical Mechanics · Physics 2009-11-07 Susanne Moelbert , Paolo De Los Rios

We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active' and `inactive' strategies is subordinated…

Disordered Systems and Neural Networks · Physics 2009-11-07 Irene Giardina , Jean-Philippe Bouchaud , Marc Mézard

We consider a simple and altruistic multiagent system in which the agents are eager to perform a collective task but where their real engagement depends on the willingness to perform the task of other influential agents. We model this…

Computer Science and Game Theory · Computer Science 2014-03-10 Xavier Molinero , Fabián Riquelme , Maria Serna

We formulate a theory of agent-based models in which agents compete to be in a winning group. The agents may be part of a network or not, and the winning group may be a minority group or not. The novel feature of the present formalism is…

Disordered Systems and Neural Networks · Physics 2009-11-10 T. S. Lo , H. Y. Chan , P. M. Hui , N. F. Johnson

A quantum version of the Minority game for an arbitrary number of agents is considered. It is known that when the number of agents is odd, quantizing the game produces no advantage to the players, but for an even number of agents new Nash…

Quantum Physics · Physics 2009-11-11 Adrian P. Flitney , Lloyd C. L. Hollenberg

We present exact analytic results for a new version of the Minority Game (MG) in which strategy performance is recorded over a finite time horizon. The dynamics of this Time Horizon Minority Game (THMG) exhibit many distinct features from…

Disordered Systems and Neural Networks · Physics 2009-11-07 Michael L. Hart , Paul Jefferies , Neil F. Johnson

We present detailed numerical results for a modified form of the so-called Minority Game, which provides a simplified model of a competitive market. Each agent has a limited set of strategies, and competes to be in a minority. An…

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

We consider a model that demonstrates the crucial role of inertia and stickiness in multi-agent systems, based on the Minority Game (MG). The inertia of an agent is introduced into the game model by allowing agents to apply hypothesis…

Physics and Society · Physics 2009-11-11 W. C. Man , H. F. Chau

In 1981, Neil Immerman described a two-player game, which he called the "separability game" \cite{Immerman81}, that captures the number of quantifiers needed to describe a property in first-order logic. Immerman's paper laid the groundwork…

Computational Complexity · Computer Science 2022-07-05 Ronald Fagin , Jonathan Lenchner , Nikhil Vyas , Ryan Williams

Since human randomness production has been studied and widely used to assess executive functions (especially inhibition), many measures have been suggested to assess the degree to which a sequence is random-like. However, each of them…

Computational Complexity · Computer Science 2013-12-10 Nicolas Gauvrit , Hector Zenil , Jean-Paul Delahaye , Fernando Soler-Toscano

The parallel minority game (PMG) extends the classical minority game to many choices, with each agent restricted to two predetermined alternatives. In this condition, minimizing the population variance across all choices is a complex…

Disordered Systems and Neural Networks · Physics 2026-05-22 Aryan Tyagi , Soumyaditya Das , Soumyajyoti Biswas , Anirban Chakraborti

The aim of this paper is to introduce the Lempel-Ziv permutation complexity vs permutation entropy plane as a tool to analyze time series of different nature. This two quantities make use of the Bandt and Pompe representation to quantify…

Information Theory · Computer Science 2017-07-18 Diego M. Mateos , Steeve Zozor , Felipe Olivarez

Using the Minority Game model we study a broad spectrum of problems of market mechanism. We study the role of different types of agents: producers, speculators as well as noise traders. The central issue here is the information flow :…

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

In this article we present a methodology to estimate the Transfer Entropy Rate between two systems through the Lempel-Ziv complexity. This methodology carries a set of practical advantages: it can be estimated from two single discrete…

Applications · Statistics 2020-05-20 Juan F. Restrepo , Diego M. Mateos , Gastón Schlotthauer

We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. The games can be used to model economic markets, ecosystems or distributed control. Diversity of initial…

Statistical Mechanics · Physics 2009-11-11 K. Y. Michael Wong , S. W. Lim , Zhuo Gao

With increasing game size, a problem of computational complexity arises. This is especially true in real world problems such as in social systems, where there is a significant population of players involved in the game, and the complexity…

Computer Science and Game Theory · Computer Science 2016-09-12 Tatsuya Iwase , Takahiro Shiga