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相关论文: Minority game with arbitrary cutoffs

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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

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

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

We propose and study an evolutionary minority game (EMG) in which the agents are allowed to choose among three possible options. Unlike the original EMG where the agents either win or lose one unit of wealth, the present model assigns one…

统计力学 · 物理学 2007-05-23 Hong-Jun Quan , P. M. Hui , C. Xu , K. F Yip

Economic ensembles can be modeled as networks of interacting agents whose be-haviors are described in terms of game theory. The evolutionary paradigm has been applied to two-person games to discover strategies in this context.…

凝聚态物理 · 物理学 2007-05-23 Wan Ahmad Tajuddin Wan Abdullah

We consider a version of large population games whose players compete for resources using strategies with adaptable preferences. The system efficiency is measured by the variance of the decisions. In the regime where the system can be…

凝聚态物理 · 物理学 2009-11-10 K. Y. Michael Wong , S. W. Lim , Peixun Luo

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 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

In the standard minority game, every agent switches to his best strategy in hand at each time step. If only a small number of agents are allowed to switch their strategies at each time step, the population variance of the system plunges.…

数据分析、统计与概率 · 物理学 2007-05-23 C. Liu , S. S. Liaw

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

Ecologists and economists try to explain collective behavior in terms of competitive systems of selfish individuals with the ability to learn from the past. Statistical physicists have been investigating models which might contribute to the…

统计力学 · 物理学 2009-11-07 Susanne Moelbert , Paolo De Los Rios

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

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

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 work we present a pedagogical introduction to the minority game and various new versions of it with interesting properties, focusing in its applications in socialphysics. For instance, some systems display a kind of social behavior…

无序系统与神经网络 · 物理学 2007-05-23 J. R. L. de Almeida , J. Menche

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

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

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

In this paper, we introduce a framework to study local interactions due to the presence of herding behavior in a minority game. The idea behind this approach is to consider that some of the agents who play the game believe that some of…

计算物理 · 物理学 2007-05-23 Daniel Oliveira Cajueiro , Reinaldo Soares De Camargo

We introduce a simple extension of the minority game in which the market rewards contrarian (resp. trend-following) strategies when it is far from (resp. close to) efficiency. The model displays a smooth crossover from a regime where…

无序系统与神经网络 · 物理学 2009-11-10 A. De Martino , I. Giardina , M. Marsili , A. Tedeschi