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

We analyze the minority game for patients, and the results known from the minority game are applied to the patient problem consulted at the department of pediatric cardiology. We find numerically the standard deviation and the global…

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

In an adaptive population which models financial markets and distributed control, we consider how the dynamics depends on the diversity of the agents' initial preferences of strategies. When the diversity decreases, more agents tend to…

A brief review is given of the minority game, an idealized model stimulated by a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to analytic results for the model rather than discussions…

We construct Nash-equilibria in mean-field portfolio games of optimal investment and hedging under relative performance concerns with exponential (CARA) utility preferences. Common noise dynamics are modeled by integer-valued random…

In this work we present a pedagogical introduction to the minority game and various new versions of it with interesting properties, focusing in its applications in socialphysics. For instance, some systems display a kind of social behavior…

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…

We consider a simplified version of the Wealth Game, which is an agent-based financial market model with many interesting features resembling the real stock market. Market makers are not present in the game so that the majority traders are…

We study stationary states in a diluted asymmetric (kinetic) Ising model. We apply the recently introduced dynamic cavity method to compute magnetizations of these stationary states. Depending on the update rule, different versions of the…

In this paper we investigate the various aspects of noise and order in the micromaser system. In particular, we study the effect of adding fluctuations to the atom cavity transit time or to the atom-photon frequency detuning. By including…

A population of heterogenous agents compeeting through a minority rule is investigated. Agents which frequently loose are selected for evolution by changing their strategies. The stationary composition of the population resulting for this…

Based on criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data.…

In this paper, we propose a mean-field game model for the price formation of a commodity whose production is subjected to random fluctuations. The model generalizes existing deterministic price formation models. Agents seek to minimize…

In a graphical game agents play with their neighbors on a graph to achieve an appropriate state of equilibrium. Here relevant problems are characterizing the equilibrium set and discovering efficient algorithms to find such an equilibrium…

We consider the mean field game of cross--holding introduced in \citeauthor*{DjeteTouzi} \cite{DjeteTouzi} in the context where the equity value dynamics are affected by a common noise. In contrast with \cite{DjeteTouzi}, the problem…

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…

We explore various extensions of Challet and Zhang's Minority Game in an attempt to gain insight into the dynamics underlying financial markets. First we consider a heterogeneous population where individual traders employ differing `time…

The minority model was introduced to study the competition between agents with limited information. It has the remarkable feature that, as the amount of information available increases, the collective gain made by the agents is reduced.…

We study the market impact of a meta-order in the framework of the Minority Game. This amounts to studying the response of the market when introducing a trader who buys or sells a fixed amount h for a finite time T. This perturbation…

We partially modify the rules of the Minority Game (MG) by introducing some degree of local information in the game, which is only available for some agents, called the interacting agents. Our work shows that, for small values of the new…