相关论文: The cavity method for minority games between arbit…

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…

The study of societies of adaptive agents seeking minority status is an active area of research. Recently, it has been demonstrated that such systems display an intriguing phase-transition: agents tend to {\it self-segregate} or to {\it…

We define and study a rather complex market model, inspired from the Santa Fe artificial market and the Minority Game. Agents have different strategies among which they can choose, according to their relative profitability, with the…

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…

This talk surveys the recent development of message passing procedures for solving constraint satisfaction problems. The cavity method from statistical physics provides a generalization of the belief propagation strategy that is able to…

Minority games where groups of agents remember, react or incorporate information with different timescales are investigated. We study how their respective gains depend on their timescales for standard models and games with no public…

We present a simple analytical tool which gives an approximate insight into the stationary behavior of nonlinear systems undergoing the influence of a weak and rapid noise from one dominating source, e.g. the kinetic equations describing a…

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.…

We discuss a simple model based on the Minority Game which reproduces the main stylized facts of anomalous fluctuations in finance. We present the analytic solution of the model in the thermodynamic limit and show that stylized facts arise…

The Minority Game is a simple yet highly non-trivial agent-based model for a complex adaptive system. Despite its importance, a quantitative explanation of the game's fluctuations which applies over the entire parameter range of interest…

We consider a model that demonstrates the crucial role of inertia and stickiness in multi-agent systems, based on the Minority Game (MG). The inertia of an agent is introduced into the game model by allowing agents to apply hypothesis…

Price dynamics is analyzed in terms of a model which includes the possibility of effective forces due to trend followers or trend adverse strategies. The method is tested on the data of a minority-majority model and indeed it is capable of…

Ecologists and economists try to explain collective behavior in terms of competitive systems of selfish individuals with the ability to learn from the past. Statistical physicists have been investigating models which might contribute to the…

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

We show that in a variant of the Minority Game problem, the agents can reach a state of maximum social efficiency, where the fluctuation between the two choices is minimum, by following a simple stochastic strategy. By imagining a social…

Quantum fluctuations are inherent in open quantum systems and they affect not only the statistical properties of the initial state but also the time evolution of the system. Using a generic minimal model, we show that quantum noise…

Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory. A recently proposed model (by Ilinski et…

We present detailed numerical results for a modified form of the so-called Minority Game, which provides a simplified model of a competitive market. Each agent has a limited set of strategies, and competes to be in a minority. An…

Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the evolution of collective behaviors and asset prices. When there…

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…