相关论文: Multi-asset minority games

This paper studies the correlations of the average winnings of agents and the volatilities of systems based on mix-game model which is an extension of minority game (MG). In mix-game, there are two groups of agents; group1 plays the…

We add the assumption that players know their opponents' payoff functions and rationality to a model of non-equilibrium learning in signaling games. Agents are born into player roles and play against random opponents every period.…

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…

We find that the existence of self-organization of the members of a recently proposed minority game, depends on the type of update rules used. The resulting resource distribution is studied in some detail, and a related strategy scheme is…

The strategic selection of resources by selfish agents is a classic research direction, with Resource Selection Games and Congestion Games as prominent examples. In these games, agents select available resources and their utility then…

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…

The aim of the strategic analysis is to (simply) carry out the game between the implementing body and possible links to the existing market situation. We are therefore playing a strategic game between us and the outside world. This…

Companies like Google and Microsoft run billions of auctions every day to sell advertising opportunities. Any change to the rules of these auctions can have a tremendous effect on the revenue of the company and the welfare of the…

Two-player zero-sum "graph games" are a central model, which proceeds as follows. A token is placed on a vertex of a graph, and the two players move it to produce an infinite "play", which determines the winner or payoff of the game.…

The Minority Game (MG) behaves as a stochastically perturbed deterministic system due to the coin-toss invoked to resolve tied strategies. Averaging over this stochasticity yields a description of the MG's deterministic dynamics via mapping…

We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and…

We consider a continuous-time game-theoretic model of an investment market with short-lived assets and endogenous asset prices. The first goal of the paper is to formulate a stochastic equation which determines wealth processes of investors…

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…

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…

This paper will examine a model with many agents, each of whom has a different belief about the dynamics of a risky asset. The agents are Bayesian and so learn about the asset over time. All agents are assumed to have a finite (but random)…

A population of committees of agents that learn by using neural networks is implemented to simulate the stock market. Each committee of agents, which is regarded as a player in a game, is optimised by continually adapting the architecture…

Information in the form of data, which can be stored and transferred between users, can be viewed as an intangible commodity, which can be traded in exchange for money. Determining the fair price at which a string of data should be traded…

We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black-box time-series, and is then run into the future to extract…

We present a new class of strategic games, mixed capability games, as a foundation for studying how different player capabilities impact the dynamics and outcomes of strategic games. We analyze the impact of different player capabilities…

We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on value x, given that the agent makes decisions using the minimax…