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Related papers: The Minority Game with interactions

200 papers

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

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

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

In this paper, we present a simple stock market model (the market game) which incorporates, as ab initio dynamics delayed majority dynamics, according to which agents (with heterogeneous strategies and price expectations) are rewarded if…

Adaptation and Self-Organizing Systems · Physics 2008-12-02 Yi Li , Robert Savit

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

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 large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides an efficient way to get the decentralized strategies of…

Optimization and Control · Mathematics 2014-03-25 Jianhui Huang , Shujun Wang

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

In some games, additional information hurts a player, e.g., in games with first-mover advantage, the second-mover is hurt by seeing the first-mover's move. What properties of a game determine whether it has such negative "value of…

Computer Science and Game Theory · Computer Science 2015-02-02 Nils Bertschinger , David H. Wolpert , Eckehard Olbrich , Juergen Jost

We study 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…

Statistical Mechanics · Physics 2009-11-10 E. Burgos , Horacio Ceva , R. P. J. Perazzo

In this paper I present several algorithmic techniques for improving the decision process of multiple types of agents behaving in environments where their interests are in conflict. The interactions between the agents are modelled by using…

Computer Science and Game Theory · Computer Science 2009-08-04 Mugurel Ionut Andreica

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally…

Adaptation and Self-Organizing Systems · Physics 2024-05-15 Yuzuru Sato , Eizo Akiyama , James P. Crutchfield

We study interactions between agents in multi-agent systems, in which the agents are misinformed with regards to the game that they play, essentially having a subjective and incorrect understanding of the setting, without being aware of it.…

Computer Science and Game Theory · Computer Science 2024-09-10 Konstantinos Varsos , Merkouris Papamichail , Giorgos Flouris , Marina Bitsaki

Agent-based models of the binary naming game are generalized here to represent a family of models parameterized by the introduction of two continuous parameters. These parameters define varying listener-speaker interactions on the…

Physics and Society · Physics 2014-10-17 Andrew M. Thompson , Boleslaw K. Szymanski , Chjan C. Lim

The minority game is a simple congestion game in which the players' main goal is to choose among two options the one that is adopted by the smallest number of players. We characterize the set of Nash equilibria and the limiting behavior of…

Physics and Society · Physics 2007-08-28 Willemien Kets , Mark Voorneveld

Minority game is a simple-mined econophysical model capturing the cooperative behavior among selfish players. Previous investigations, which were based on numerical simulations up to about 100 players for a certain parameter $\alpha$ in the…

Statistical Mechanics · Physics 2009-11-10 K. H. Ho , W. C. Man , F. K. Chow , H. F. Chau

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

Evolutionary games are a developing sub-field of game theory. This branch of game theory is used in the study of the adaptation of large, but finite, populations of agents to changes in the environment. It assumes that each agent has no…

Computer Science and Game Theory · Computer Science 2023-07-12 E. M. Lorits , E. A. Gubar

We show that in a variant of the Minority Game problem, the agents can reach a state of maximum social efficiency, where the fluctuation between the two choices is minimum, by following a simple stochastic strategy. By imagining a social…

Physics and Society · Physics 2012-03-06 Soumyajyoti Biswas , Asim Ghosh , Arnab Chatterjee , Tapan Naskar , Bikas K. Chakrabarti

We present a formal treatment of the Crowd-Anticrowd theory of Minority Games played by a population of competing agents. This theory is built around a description of the crowding which arises within the game's strategy space. Earlier works…

Condensed Matter · Physics 2007-05-23 Michael L. Hart , Neil F. Johnson