相关论文: Multi-asset minority games

Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…

The game theory techniques are used to find the equilibrium of a market. Game theory refers to the ways in which strategic interactions among economic agents produce outcomes with respect to the preferences (or utilities) of those agents,…

To study the interplay between global market choice and local peer pressure, we construct a minority-game-like econophysical model. In this so-called networked minority game model, every selfish player uses both the historical minority…

Game theory has been developed by scientists as a theory of strategic interaction among players who are supposed to be perfectly rational. These strategic interactions might have been presented in an auction, a business negotiation, a chess…

How does competition in markets for information affect the creation and division of surplus? We study this question in a search environment in which an agent searches sequentially for a high-quality good and learns about the quality of…

The general picture of game theoretic modeling dealt with here is characterized by a set of big players, also referred to as principals or major agents, acting on the background of large pools of small players, the impact of the behavior of…

Cooperative game theory studies how to allocate the joint value generated by a set of players. These games are typically analyzed using the characteristic function form with transferable utility, which represents the value attainable by…

Different models to study the wealth distribution in an artificial society have considered a transactional dynamics as the driving force. Those models include a risk aversion factor, but also a finite probability of favoring the poorer…

Price dynamics is analyzed in terms of a model which includes the possibility of effective forces due to trend followers or trend adverse strategies. The method is tested on the data of a minority-majority model and indeed it is capable of…

The \((n,k)\) game models a group of \(n\) individuals with binary opinions, say 1 and 0, where a decision is made if at least \(k\) individuals hold opinion 1. This paper explores the dynamics of the game with heterogeneous agents under…

We study the statistical properties of the attendance time series corresponding to the number of agents making a particular decision in the minority game (MG). We focus on the analysis of the probability distribution and the autocorrelation…

Quantum games, like quantum algorithms, exploit quantum entanglement to establish strong correlations between strategic player actions. This paper introduces quantum game-theoretic models applied to trading and demonstrates their…

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Winners-take-all situations introduce an incentive for agents to diversify their behavior, since doing so will result in splitting an eventual price with fewer people. At the same time, when the payoff of a process depends on a parameter…

Algorithmic content targeting homogenizes information, with implications for strategic interactions. For example, this increased homogenization was arguably responsible for the run on the Silicon Valley Bank. We argue that existing measures…

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…

We study the parallel Minority Game, where a group of agents, each having two choices, try to independently decide on a strategy such that they stay on minority between their own two choices. However, there are multiple such groups of…

We study the role of imitation within a model of economics with adaptive agents. The basic ingredients are those of the Minority Game. We add the possibility of local information exchange and imitation of the neighbour's strategy. Imitators…

Strategic decision-making in uncertain and adversarial environments is crucial for the security of modern systems and infrastructures. A salient feature of many optimal decision-making policies is a level of unpredictability, or randomness,…

Extensive games are tools largely used in economics to describe decision processes ofa community of agents. In this paper we propose a formal presentation based on theproof assistant COQ which focuses mostly on infinite extensive games and…