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Related papers: The Minority Game with Variable Payoffs

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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

The influence of a fixed number of agents with the same fixed behavior on the dynamics of the minority game is studied. Alternatively, the system studied can be considered the minority game with a change in the comfort threshold away from…

Statistical Mechanics · Physics 2009-11-10 M. A. R. de Cara , F. Guinea

Adaptive populations such as those in financial markets and distributed control can be modeled by the Minority Game. We consider how their dynamics depends on the agents' initial preferences of strategies, when the agents use linear or…

Statistical Finance · Quantitative Finance 2009-11-13 H. M. Yang , Y. S. Ting , K. Y. Michael Wong

We consider a class of games that are generalizations of the minority game, in that the demand and supply of the resource are specified independently. This allows us to study systems in which agents compete under different demand loads.…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 R. Savit , S. A. Brueckner , H. V. D. Parunak , J. Sauter

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

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 consider a class of games that are generalizations of the minority game, in that the demand and supply of the resource are specified independently. This allows us to study systems in which agents compete for a resource under different…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Robert Savit , Sven A. Brueckner , H. Van Dyke Parunak , John Sauter

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 continue our study of evolution in minority games by examining games in which agents with poorly performing strategies can trade in their strategies for new ones from a different strategy space. In the context of the games discussed in…

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

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

We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. Diversity among the agents reduces their maladpative behavior. We find interesting scaling relations with…

Condensed Matter · Physics 2007-05-23 K. Y. Michael Wong , S. W. Lim , Zhuo Gao

In mix-game which is an extension of minority game, there are two groups of agents; group1 plays the majority game, but the group2 plays the minority game. This paper studies the change of the average winnings of agents and volatilities vs.…

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

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

Economic ensembles can be modeled as networks of interacting agents whose be-haviors are described in terms of game theory. The evolutionary paradigm has been applied to two-person games to discover strategies in this context.…

Condensed Matter · Physics 2007-05-23 Wan Ahmad Tajuddin Wan Abdullah

We study a variation of the minority game. There are N agents. Each has to choose between one of two alternatives everyday, and there is reward to each member of the smaller group. The agents cannot communicate with each other, but try to…

Trading and Market Microstructure · Quantitative Finance 2015-05-27 Deepak Dhar , V. Sasidevan , Bikas K. Chakrabarti

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 \$-Game was recently introduced as an extension of the Minority Game. In this paper we compare this model with the well know Minority Game and the Majority Game models. Due to the inter-temporal nature of the market payoff, we introduce…

Statistical Mechanics · Physics 2008-12-02 F. F. Ferreira , M. Marsili

We study the equilibrium distribution of relative strategy scores of agents in the asymmetric phase ($\alpha\equiv P/N\gtrsim 1$) of the basic Minority Game using sign-payoff, with $N$ agents holding two strategies over $P$ histories. We…

Disordered Systems and Neural Networks · Physics 2016-08-31 Mats Granath , Alvaro Perez-Diaz

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

The existence of a phase transition with diverging susceptibility in batch Minority Games (MGs) is the mark of informationally efficient regimes and is linked to the specifics of the agents' learning rules. Here we study how the standard…

Physics and Society · Physics 2009-11-13 Tobias Galla , Andrea De Martino
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