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相关论文: Strategy Selection in the Minority Game

200 篇论文

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

神经元与认知 · 定量生物学 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki

In this paper it was developed a modification of the known multiagent model Minority Game, designed to simulate the behavior of traders in financial markets and the resulting price dynamics on the abstract resource. The model was…

物理与社会 · 物理学 2010-08-24 Yu. A. Kuperin , M. M. Morozova

Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes…

投资组合管理 · 定量金融 2010-08-24 Yongjoo Baek , Sang Hoon Lee , Hawoong Jeong

Minority game is a model of heterogeneous players who think inductively. In this game, each player chooses one out of two alternatives every turn and those who end up in the minority side wins. It is instructive to extend the minority game…

统计力学 · 物理学 2007-05-23 F. K. Chow , H. F. Chau

Both the phenomenology and the theory of minority games (MG) with more than two strategies per agent are different from those of the conventional and extensively studied case S=2. MGs with $S>2$ exhibit nontrivial statistics of the…

无序系统与神经网络 · 物理学 2009-11-11 N. Shayeghi , A. C. C. Coolen

In this paper I present several algorithmic techniques for improving the decision process of multiple types of agents behaving in environments where their interests are in conflict. The interactions between the agents are modelled by using…

计算机科学与博弈论 · 计算机科学 2009-08-04 Mugurel Ionut Andreica

We investigate the dynamics of coordination and consensus in an agent population. Considering agents endowed with bounded rationality, we study asymmetric coordination games using a mapping to random field Ising models. In doing so, we…

物理与社会 · 物理学 2024-05-22 Filippo Zimmaro , Serge Galam , Marco Alberto Javarone

In the evolutionary version of the minority game, agents update their strategies (gene-value $p$) in order to improve their performance. Motivated by recent intriguing results obtained for prize-to-fine ratios which are smaller than unity,…

统计力学 · 物理学 2009-11-10 Shahar Hod , Ehud Nakar

Recently, strategic games inspired by Schelling's influential model of residential segregation have been studied in the TCS and AI literature. In these games, agents of k different types occupy the nodes of a network topology aiming to…

计算机科学与博弈论 · 计算机科学 2024-03-15 Lata Narayanan , Yasaman Sabbagh , Alexandros A. Voudouris

We study a networked version of the minority game in which agents can choose to follow the choices made by a neighbouring agent in a social network. We show that for a wide variety of networks a leadership structure always emerges, with…

物理与社会 · 物理学 2012-02-22 T. Clemson , T. S. Evans

In repeated-game applications where both the collusive and non-collusive outcomes can be supported as equilibria, researchers must resolve underlying selection questions if theory will be used to understand counterfactual policies. One…

综合经济学 · 经济学 2021-01-18 Emanuel Vespa , Taylor Weidman , Alistair J. Wilson

What is the physical origin of player cooperation in minority game? And how to obtain maximum global wealth in minority game? We answer the above questions by studying a variant of minority game from which players choose among $N_c$…

适应与自组织系统 · 物理学 2015-06-26 H. F. Chau , F. K. Chow

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…

统计力学 · 物理学 2009-11-10 Kyungsik Kim , Seong-Min Yoon , Myung-Kul Yum

We use the cavity method from statistical physics for analyzing the transient and stationary dynamics of a minority game that is played by agents performing market arbitrage. On the level of linear response the method allows to include the…

交易与市场微观结构 · 定量金融 2022-06-09 Tim Ritmeester , Hildegard Meyer-Ortmanns

In this paper, we present a simple stock market model (the market game) which incorporates, as ab initio dynamics delayed majority dynamics, according to which agents (with heterogeneous strategies and price expectations) are rewarded if…

适应与自组织系统 · 物理学 2008-12-02 Yi Li , Robert Savit

Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.

统计力学 · 物理学 2009-10-31 David Sherrington , Juan P. Garrahan , Esteban Moro

We use generating functional analysis to study minority-game type market models with generalized strategy valuation updates that control the psychology of agents' actions. The agents' choice between trend following and contrarian trading,…

物理与社会 · 物理学 2015-05-13 P. Papadopoulos , ACC. Coolen

We study evolutionary game dynamics in a well-mixed populations of finite size, N. A well-mixed population means that any two individuals are equally likely to interact. In particular we consider the average abundances of two strategies, A…

种群与进化 · 定量生物学 2009-02-24 Tibor Antal , Martin A. Nowak , Arne Traulsen

Understanding the nature of strategic voting is the holy grail of social choice theory, where game-theory, social science and recently computational approaches are all applied in order to model the incentives and behavior of voters. In a…

多智能体系统 · 计算机科学 2014-11-19 Reshef Meir

We study a class of games which model the competition among agents to access some service provided by distributed service units and which exhibit congestion and frustration phenomena when service units have limited capacity. We propose a…

计算机科学与博弈论 · 计算机科学 2015-08-19 F. Altarelli , A. Braunstein , L. Dall'Asta