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Related papers: Minority Games with heterogeneous timescales

200 papers

This paper studies the correlations of the average winnings of agents and the volatilities of systems based on mix-game model which is an extension of minority game (MG). In mix-game, there are two groups of agents; group1 plays the…

Physics and Society · Physics 2008-12-02 Chengling Gou

We calculate the standard deviation of (N1-N0), the difference of the number of agents choosing between the two alternatives of the minority game. Our approach is based on two approximations: we use the whole set of possible strategies,…

Condensed Matter · Physics 2009-11-07 Ines Caridi , Horacio Ceva

We study a mixed population of adaptive agents with small and large memories, competing in a minority game. If the agents are sufficiently adaptive, we find that the average winnings per agent can exceed that obtainable in the corresponding…

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

We show that the Minority Game, a model of interacting heterogeneous agents, can be described as a spin systems and it displays a phase transition between a symmetric phase and a symmetry broken phase where the games outcome is predicable.…

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

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

It is known that the memory is relevant in the symmetric phase of the minority game. In our previous work we have successfully explained the quasi-periodic behavior of the game in the symmetric phase with the help of the probability theory.…

Data Analysis, Statistics and Probability · Physics 2009-11-13 C. H. Hung , S. S. Liaw

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

We present a dynamical theory of a multi-agent market game, the so-called Minority Game (MG), based on crowds and anticrowds. The time-averaged version of the dynamical equations provides a quantitatively accurate, yet intuitively simple,…

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

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

We examine settings in which agents choose behaviors and care about their neighbors' behaviors, but have incomplete information about the network in which they are embedded. We develop a model in which agents use local knowledge of their…

Theoretical Economics · Economics 2024-12-04 Promit K. Chaudhuri , Matthew O. Jackson , Sudipta Sarangi , Hector Tzavellas

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

Perfect synchronicity in $N$-player games is a useful theoretical dream, but communication delays are inevitable and may result in asynchronous interactions. Some systems such as financial markets are asynchronous by design, and yet most…

Physics and Society · Physics 2015-05-13 Giancarlo Mosetti , Damien Challet , Sorin Solomon

In this work the properties of minority games containing agents which try to winning all the time are studied by means of computational simulations. We have considered several ways of introducing above the rules clever players using…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. R. L. de Almeida , J. Menche

The dynamics of minority games with agents trading on different time scales is studied via dynamical mean-field theory. We analyze the case where the agents' decision-making process is deterministic and its stochastic generalization with…

Disordered Systems and Neural Networks · Physics 2009-11-10 Andrea De Martino

this paper addresses the issue of the relation between the system efficiency and the individual performance with different combinations of agent memory lengths in mix-game model which is an extension of minority game (MG). In mix-game,…

Physics and Society · Physics 2007-05-23 Chengling Gou

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

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 study Bayesian coordination games where agents receive noisy private information over the game's payoffs, and over each others' actions. If private information over actions is of low quality, equilibrium uniqueness obtains in a manner…

General Economics · Economics 2021-11-23 Dominik Grafenhofer , Wolfgang Kuhle

We find that the existence of self-organization of the members of a recently proposed minority game, depends on the type of update rules used. The resulting resource distribution is studied in some detail, and a related strategy scheme is…

Condensed Matter · Physics 2009-10-31 Horacio Ceva

We use the Minority Game as a testing frame for the problem of the emergence of diversity in socio-economic systems. For the MG with heterogeneous impacts, we show that the direct generalization of the usual agents' profit does not fit some…

Trading and Market Microstructure · Quantitative Finance 2014-01-20 Miroslav Pištěk , Frantisek Slanina