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相关论文: Strategy Selection in the Minority Game

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We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. Diversity among the agents reduces their maladpative behavior. We find interesting scaling relations with…

凝聚态物理 · 物理学 2007-05-23 K. Y. Michael Wong , S. W. Lim , Zhuo Gao

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 investigate different versions of the minority game, a toy model for agents buying and selling a commodity. The Hamming distance between the strategies used by agents to take decisions is introduced as an analytical tool to determine…

adap-org · 物理学 2009-10-31 R. D'hulst , G. J. Rodgers

We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. The games can be used to model economic markets, ecosystems or distributed control. Diversity of initial…

统计力学 · 物理学 2009-11-11 K. Y. Michael Wong , S. W. Lim , Zhuo Gao

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…

凝聚态物理 · 物理学 2009-10-31 T. S. Lo , S. W. Lim , P. M. Hui , N. F. Johnson

We study the equilibrium distribution of relative strategy scores of agents in the asymmetric phase ($\alpha\equiv P/N\gtrsim 1$) of the basic Minority Game using sign-payoff, with $N$ agents holding two strategies over $P$ histories. We…

无序系统与神经网络 · 物理学 2016-08-31 Mats Granath , Alvaro Perez-Diaz

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 formulate a theory of agent-based models in which agents compete to be in a winning group. The agents may be part of a network or not, and the winning group may be a minority group or not. The novel feature of the present formalism is…

无序系统与神经网络 · 物理学 2009-11-10 T. S. Lo , H. Y. Chan , P. M. Hui , N. F. Johnson

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

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

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 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 present a theory which describes a recently introduced model of an evolving, adaptive system in which agents compete to be in the minority. The agents themselves are able to evolve their strategies over time in an attempt to improve…

凝聚态物理 · 物理学 2009-10-31 T. S. Lo , P. M. Hui , N. F. Johnson

We study the structure of the underlying network of connections in the Minority Game. There is not an explicit interaction among the agents, but they interact via global magnitudes of the model and mainly through their strategies. We define…

物理与社会 · 物理学 2008-02-06 Ines Caridi , Horacio Ceva

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

We calculate the standard deviation of (N1-N0), the difference of the number of agents choosing between the two alternatives of the minority game. Our approach is based on two approximations: we use the whole set of possible strategies,…

凝聚态物理 · 物理学 2009-11-07 Ines Caridi , Horacio Ceva

A brief review is given of the minority game, an idealized model of a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to the consequences and implications of correlations between…

无序系统与神经网络 · 物理学 2009-11-10 David Sherrington , Tobias Galla

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 paper we present results and analyses of a class of games in which heterogeneous agents are rewarded for being in a minority group. Each agent possesses a number of fixed strategies each of which are predictors of the next minority…

adap-org · 物理学 2007-05-23 Radu Manuca , Yi Li , Rick Riolo , Robert Savit

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
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