市场代理人自适应相关性的统计物理
统计力学
2009-10-31 v1 无序系统与神经网络
统计金融
摘要
presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.
引用
@article{arxiv.cond-mat/0010455,
title = {Statistical physics of adaptive correlation of agents in a market},
author = {David Sherrington and Juan P. Garrahan and Esteban Moro},
journal= {arXiv preprint arXiv:cond-mat/0010455},
year = {2009}
}
备注
Invited talk presented at the Conference: Disordered and Complex Systems, King's College London, July 2000