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相关论文: The Minority Game with interactions

200 篇论文

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 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 study the effects of the presence of contrarians in an agent-based model of competing populations. Contrarians are common in societies. These contrarians are agents who deliberately prefer to hold an opinion that is contrary to the…

材料科学 · 物理学 2009-11-10 Li-Xin Zhong , Da-Fang Zheng , Bo Zheng , P. M. Hui

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

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

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

We consider a model that demonstrates the crucial role of inertia and stickiness in multi-agent systems, based on the Minority Game (MG). The inertia of an agent is introduced into the game model by allowing agents to apply hypothesis…

物理与社会 · 物理学 2009-11-11 W. C. Man , H. F. Chau

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

Starting from the Minority Game and building more and more sophisticated models of adaptive agents, we show that minority mechanisms underly any model where agents learn collectively a resource level that can be either obvious and constant…

统计力学 · 物理学 2009-11-10 Damien Challet

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 provide a theoretical description of the Minority Game in terms of crowd effects. The size of the fluctuations arising in the game is controlled by the interplay between crowds of like-minded agents and their anti-correlated partners…

凝聚态物理 · 物理学 2007-05-23 M. Hart , P. Jefferies , N. F. Johnson , P. M. Hui

The Minority Game is a generic model of competing adaptive agents, which is often believed to be a model of financial markets. We discuss to which extend this is a reasonable statement, and present minimal modifications that make this model…

统计力学 · 物理学 2009-11-07 D. Challet , M. Marsili , Y. -C. Zhang

In the Minority Game (MG), an odd number of heterogeneous and adaptive agents choose between two alternatives and those who end up on the minority side win. When the information available to the agents to make their choice is the identity…

物理与社会 · 物理学 2016-09-13 V. Sasidevan

In this paper we study the minority game in the presence of evolution. In particular, we examine the behavior in games in which the dimension of the strategy space, m, is the same for all agents and fixed for all time. We find that for all…

adap-org · 物理学 2009-10-31 Yi Li , Rick Riolo , Robert Savit

In this paper we introduce a new approach for the study of the complex behavior of Minority Game using the tools of algorithmic complexity, physical entropy and information theory. We show that physical complexity and mutual information…

统计力学 · 物理学 2007-05-23 Ricardo Mansilla Corona

The Minority Game framework was recently generalized to account for the possibility that agents adapt not only through strategy selection but also by diversifying their response according to the kind of dynamical regime, or the risk, they…

无序系统与神经网络 · 物理学 2009-11-11 A. Tedeschi , A. De Martino , I. Giardina

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…

We discuss a modification of the Evolutionary Minority Game (EMG) in which agents are placed in the nodes of a regular or a random graph. A neighborhood for each agent can thus be defined and a modification of the usual relaxation dynamics…

凝聚态物理 · 物理学 2007-05-23 E. Burgos , Horacio Ceva , R. P. J. Perazzo

We show analytically how the fluctuations (i.e. standard deviation) in the Minority Game (MG) can be made to decrease below the random coin-toss limit if the agents use more general behavioral strategies. This suppression of the standard…

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