相关论文: The cavity method for minority games between arbit…
In this paper, the Kyle model of insider trading is extended by characterizing the trading volume with long memory and allowing the noise trading volatility to follow a general stochastic process. Under this newly revised model, the…
In this paper we consider a network of boolean agents that compete for a limited resource. The agents play the so called Generalized Minority Game where the capacity level is allowed to vary externally. We study the properties of such a…
In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…
We present a dynamical analysis of the transport through small quantum cavities with large openings. The systematic suppression of shot noise is used to distinguish direct, deterministic from indirect, indeterministic transport processes.…
We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…
For a binary choice problem, the spatial coordination of decisions in an agent community is investigated both analytically and by means of stochastic computer simulations. The individual decisions are based on different local information…
We perform a quantum theoretical calculation of the noise power spectrum for a phase measurement of the light output from a coherently driven optical cavity with a freely moving rear mirror. We examine how the noise resulting from the…
This paper provides a mathematical study of the well-posedness of master equation on finite state space involving terms modelling common noise. In this setting, the solution of the master equation depends on an additional variable modelling…
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…
In practice, most auction mechanisms are not strategy-proof, so equilibrium analysis is required to predict bidding behavior. In many auctions, though, an exact equilibrium is not known and one would like to understand whether -- manually…
We investigate the problem of learning an equilibrium in a generalized two-sided matching market, where agents can adaptively choose their actions based on their assigned matches. Specifically, we consider a setting in which matched agents…
We study in this paper three aspects of Mean Field Games. The first one is the case when the dynamics of each player depend on the strategies of the other players. The second one concerns the modeling of '' noise '' in discrete space models…
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''…
We provide a theoretical description of the Minority Game in terms of crowd effects. The size of the fluctuations arising in the game is controlled by the interplay between crowds of like-minded agents and their anti-correlated partners…
We investigate further several properties of the minority game we have recently introduced. We explain the origin of the phase transition and give an analytical expression of $\sigma^2/N$ in the $N\ll2^M$ region. The ability of the players…
We consider a statistical model for symmetric matrix factorization with additive Gaussian noise in the high-dimensional regime, where the rank of the signal matrix to infer $M$ scales with its size $N$ as $M=\mathrm{o}(\sqrt{\ln N})$.…
The perceived risk and reward for a given situation can vary depending on resource availability, accumulated wealth, and other extrinsic factors such as individual backgrounds. Based on this general aspect of everyday life, here we use…
A minority process in a weighted graph is a dynamically changing coloring. Each node repeatedly changes its color in order to minimize the sum of weighted conflicts with its neighbors. We study the number of steps until such a process…
The kinetics of phase and population relaxation in quantum systems induced by noise with anomalously slowly decaying correlation function P (t) ~ (wt)^{- alpha}, where 0 < alpha < 1 is analyzed within continuous time random walk approach.…
We use the cavity method to study parallel dynamics of disordered Ising models on a graph. In particular, we derive a set of recursive equations in single site probabilities of paths propagating along the edges of the graph. These equations…