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相关论文: The Interactive Minority Game: Instructions for Ex…

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The unprecedented access offered by the World Wide Web brings with it the potential to gather huge amounts of data on human activities. Here we exploit this by using a toy model of financial markets, the Minority Game (MG), to investigate…

适应与自组织系统 · 物理学 2007-05-23 Paolo Laureti , Peter Ruch , Joseph Wakeling , Yi-Cheng Zhang

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…

统计力学 · 物理学 2009-11-10 Ines Caridi , Horacio Ceva

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

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

We present a simple introduction to the basic Minority Game (MG) introduced by Challet and Zhang in 1997 and discuss some of its physical properties and subsequent developments. We also introduce some of its variants include the Evolutionay…

物理与社会 · 物理学 2012-06-12 C. H. Yeung , Y. -C. Zhang

In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their limited sets of strategies. Different components and/or aspects…

交易与市场微观结构 · 定量金融 2009-11-13 J. B. Satinover , D. Sornette

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

Hypothesis Testing Minority Game (HMG) is a variant of the standard Minority Game (MG) that models the inertial behavior of agents in the market. In the earlier study of our group, we find that agents cooperate better in HMG than in the…

物理与社会 · 物理学 2009-11-13 H. F. Chau , V. H. Chan , F. K. Chow

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

The Parallel Minority Game (PMG) refers to a set of Minority Games (MG), played in parallel, where each agent only has two choices to pick from, but each choice can host agents of many kind i.e., their other alternative can be from any…

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

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

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…

凝聚态物理 · 物理学 2009-10-31 M. Hart , P. Jefferies , N. F. Johnson , P. M. Hui

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…

统计力学 · 物理学 2009-11-07 Marko Sysi-Aho , Anirban Chakraborti , Kimmo Kaski

We address the question of market efficiency using the Minority Game (MG) model. First we show that removing unrealistic features of the MG leads to models which reproduce a scaling behavior close to what is observed in real markets. In…

统计力学 · 物理学 2008-12-02 D. Challet , A. Chessa , M. Marsili , Y. -C. Zhang

We present a dynamical theory of a multi-agent market game, the so-called Minority Game (MG), based on crowds and anticrowds. The time-averaged version of the dynamical equations provides a quantitatively accurate, yet intuitively simple,…

凝聚态物理 · 物理学 2009-10-31 M. Hart , P. Jefferies , P. M. Hui , N. F. Johnson

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…

凝聚态物理 · 物理学 2009-11-07 Jorgen Vitting Andersen , Didier Sornette

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…

物理与社会 · 物理学 2009-11-11 Giancarlo Mosetti , Damien Challet , Yi-Cheng Zhang

Using the Minority Game model we study a broad spectrum of problems of market mechanism. We study the role of different types of agents: producers, speculators as well as noise traders. The central issue here is the information flow :…

统计力学 · 物理学 2009-10-31 Damien Challet , Matteo Marsili , Yi-Cheng Zhang

We study the role of imitation within the Minority Game model of market. The players can exchange information locally, which leads to formation of groups which act as if they were single players. Coherent spatial areas of rich and poor…

统计力学 · 物理学 2009-10-31 Frantisek Slanina
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