中文
相关论文

相关论文: Strategy Selection in the Minority Game

200 篇论文

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…

无序系统与神经网络 · 物理学 2009-10-31 Alexei Vazquez

Strategic diversity is often essential in games: in multi-player games, for example, evaluating a player against a diverse set of strategies will yield a more accurate estimate of its performance. Furthermore, in games with…

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…

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

TheMinority Game (MG) has become a paradigm to probe complex social and economical phenomena where adaptive agents compete for a limited resource, and it finds applications in statistical and nonlinear physics as well. In the traditional MG…

适应与自组织系统 · 物理学 2012-04-16 Zi-Gang Huang , Ji-Qiang Zhang , Jia-Qi Dong , Liang Huang , Ying-Cheng Lai

We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and…

物理与社会 · 物理学 2007-05-23 Andrea De Martino , Matteo Marsili

This paper proposes a modification to Minority Game (MG) by adding some agents who play majority game into MG. So it is referred to as mix-game. The highlight of this model is that the two groups of agents in mix-game have different bounded…

物理与社会 · 物理学 2015-06-26 Chengling Gou

The Minority Game (MG) is a basic multi-agent model representing a simplified and binary form of the bar attendance model of Arthur. The model has an informationally efficient phase in which the agents lack the capability of exploiting any…

无序系统与神经网络 · 物理学 2007-05-23 K. P. Chan , Pak Ming Hui , Neil F. Johnson

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 explore the effect of discounting and experimentation in a simple model of interacting adaptive agents. Agents belong to either of two types and each has to decide whether to participate a game or not, the game being profitable when…

物理与社会 · 物理学 2009-11-13 Damien Challet , Andrea De Martino , Matteo Marsili

We study the behavior of simple models for financial markets with widely spread frequency either in the trading activity of agents or in the occurrence of basic events. The generic picture of a phase transition between information efficient…

统计力学 · 物理学 2009-11-07 Matteo Marsili , Maurizio Piai

We use the Minority Game as a testing frame for the problem of the emergence of diversity in socio-economic systems. For the MG with heterogeneous impacts, we show that the direct generalization of the usual agents' profit does not fit some…

交易与市场微观结构 · 定量金融 2014-01-20 Miroslav Pištěk , Frantisek Slanina

Adaptive populations such as those in financial markets and distributed control can be modeled by the Minority Game. We consider how their dynamics depends on the agents' initial preferences of strategies, when the agents use linear or…

统计金融 · 定量金融 2009-11-13 H. M. Yang , Y. S. Ting , K. Y. Michael Wong

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 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

We find that the existence of self-organization of the members of a recently proposed minority game, depends on the type of update rules used. The resulting resource distribution is studied in some detail, and a related strategy scheme is…

凝聚态物理 · 物理学 2009-10-31 Horacio Ceva

A minority game whose strategies are given by probabilities p, is replaced by a 'simplified' version that makes no use of memories at all. Numerical results show that the corresponding distribution functions are indistinguishable. A related…

凝聚态物理 · 物理学 2009-10-31 E. Burgos , Horacio Ceva

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.…

统计力学 · 物理学 2007-05-23 M. A. R. de Cara , O. Pla , F. Guinea

In this paper we introduce adaptation mechanism based on genetic algorithms in minority games. If agents find their performances too low, they modify their strategies in hope to improve their performances and become more successful. One aim…

统计力学 · 物理学 2009-11-10 Marko Sysi-Aho , Anirban Chakraborti , Kimmo Kaski

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

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