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We study the parallel Minority Game, where a group of agents, each having two choices, try to independently decide on a strategy such that they stay on minority between their own two choices. However, there are multiple such groups of…

物理与社会 · 物理学 2025-09-04 Ankith Reddy Vemula , Soumyajyoti Biswas

We show analytically how the fluctuations (i.e. standard deviation) in the Minority Game (MG) can decrease below the random coin-toss limit if the agents use more general, stochastic strategies. This suppression of the standard deviation…

凝聚态物理 · 物理学 2007-05-23 M. Hart , P. Jefferies , N. F. Johnson , P. M. Hui

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…

交易与市场微观结构 · 定量金融 2015-05-27 Deepak Dhar , V. Sasidevan , Bikas K. Chakrabarti

We introduce a version of the Minority Game where the total number of available choices is $D>2$, but the agents only have two available choices to switch. For all agents at an instant in any given choice, therefore, the other choice is…

物理与社会 · 物理学 2020-10-19 Soumyajyoti Biswas , Amit Kr Mandal

We develop a game theoretical model of $N$ heterogeneous interacting agents called the intelligent minority game. The ``intelligent'' agents play the basic minority game and depending on their performances, generate new strategies using the…

统计力学 · 物理学 2009-11-07 Marko Sysi-Aho , Anirban Chakraborti , Kimmo Kaski

We propose a new model of minority game with so-called smart agents such that the standard deviation and the total loss in this model reach the theoretical minimum values in the limit of long time. The smart agents use trail and error…

统计力学 · 物理学 2008-12-02 Yan-Bo Xie , Bing-Hong Wang , Chin-Kun Hu , Tao Zhou

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…

物理与社会 · 物理学 2009-11-13 Tobias Galla , Andrea De Martino

We study a version of the minority game in which one agent is allowed to join the game in a random fashion. It is shown that in the crowded regime, i.e., for small values of the memory size $m$ of the agents in the population, the agent…

统计力学 · 物理学 2009-11-10 K. F. Yip , T. S. Lo , P. M. Hui , N. F. Johnson

We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, $N$ agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off…

交易与市场微观结构 · 定量金融 2014-02-11 V. Sasidevan , Deepak Dhar

We show analytically how the fluctuations (i.e. standard deviation) in the Minority Game (MG) can be made to decrease below the random coin-toss limit if the agents use more general behavioral strategies. This suppression of the standard…

凝聚态物理 · 物理学 2009-10-31 M. Hart , P. Jefferies , N. F. Johnson , P. M. Hui

The Minority Game is a simple model for the collective behavior of agents in an idealized situation where they have to compete through adaptation for a finite resource. This review summarizes the statistical mechanics community efforts to…

无序系统与神经网络 · 物理学 2007-05-23 Esteban Moro

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''…

统计力学 · 物理学 2009-11-10 A. De Martino , I. Giardina , G. Mosetti

We use the Minority Game and some of its variants to show how efficiency depends on learning in models of agents competing for limited resources. Exact results from statistical physics give a clear understanding of the phenomenology, and…

凝聚态物理 · 物理学 2007-05-23 Damien Challet

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…

统计力学 · 物理学 2009-11-10 M. A. R. de Cara , F. Guinea

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…

无序系统与神经网络 · 物理学 2007-05-23 J. R. L. de Almeida , J. Menche

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…

交易与市场微观结构 · 定量金融 2011-05-12 Karol Wawrzyniak , Wojciech Wislicki

We review the recent approaches to modelling financial markets based on multi-agent systems. After a brief summary of the basic stylised facts observed in real-market time-series we discuss some simple agent-based systems which are…

物理与社会 · 物理学 2008-12-02 Tobias Galla , Giancarlo Mosetti , Yi-Cheng Zhang

A control strategy is employed that modifies the stochastic escape times from one basin of attraction to another in a model of a double-gyre flow. The system studied captures the behavior of a large class of fluid flows that circulate and…

流体动力学 · 物理学 2014-10-23 Christoffer R. Heckman , M. Ani Hsieh , Ira B. Schwartz

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…

无序系统与神经网络 · 物理学 2009-11-10 Andrea De Martino

We discuss a simple version of the Minority Game (MG) in which agents hold only one strategy each, but in which their capitals evolve dynamically according to their success and in which the total trading volume varies in time accordingly.…

物理与社会 · 物理学 2015-05-13 Tobias Galla , Yi-Cheng Zhang
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