Statistical mechanics of socio-economic systems with heterogeneous agents
A De Martino, M Marsili - Journal of Physics A: Mathematical and …, 2006 - iopscience.iop.org
We review the statistical mechanics approach to the study of the emerging collective
behaviour of systems of heterogeneous interacting agents. The general framework is …
behaviour of systems of heterogeneous interacting agents. The general framework is …
[图书][B] The mathematical theory of minority games: statistical mechanics of interacting agents
ACC Coolen - 2005 - books.google.com
Minority games are simple mathematical models initially designed to understand the co-
operative phenomena observed in markets. Their core ingredients are large numbers of …
operative phenomena observed in markets. Their core ingredients are large numbers of …
Multi-asset minority games
G Bianconi, AD Martino, FF Ferreira… - Quantitative finance, 2008 - Taylor & Francis
The study of systems of heterogeneous adaptive agents through minority games
(MGs)(Arthur 1994, Challet and Zhang 1997) has attracted much interest from statistical …
(MGs)(Arthur 1994, Challet and Zhang 1997) has attracted much interest from statistical …
Crowd effects and volatility in markets with competing agents
NF Johnson, M Hart, PM Hui - Physica A: Statistical Mechanics and its …, 1999 - Elsevier
We present analytic and numerical results for two models, namely the minority model and
the bar-attendance model, which offer simple paradigms for a competitive marketplace. Both …
the bar-attendance model, which offer simple paradigms for a competitive marketplace. Both …
The minority game: an introductory guide
E Moro - arXiv preprint cond-mat/0402651, 2004 - arxiv.org
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 …
situation where they have to compete through adaptation for a finite resource. This review …
Statistical mechanics of the mixed majority–minority game with random external information
A De Martino, I Giardina, G Mosetti - Journal of Physics A …, 2003 - iopscience.iop.org
We study the asymptotic macroscopic properties of the mixed majority–minority game,
modelling a population in which two types of heterogeneous adaptive agents, namely' …
modelling a population in which two types of heterogeneous adaptive agents, namely' …
Thermal model for adaptive competition in a market
New continuous and stochastic extensions of the minority game, devised as a fundamental
model for a market of competitive agents, are introduced and studied in the context of …
model for a market of competitive agents, are introduced and studied in the context of …
Crowd-anticrowd theory of multi-agent market games
M Hart, P Jefferies, PM Hui, NF Johnson - The European Physical Journal …, 2001 - Springer
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 …
(MG), based on crowds and anticrowds. The time-averaged version of the dynamical …
Minority games, evolving capitals and replicator dynamics
We discuss a simple version of the minority game (MG) in which agents hold only one
strategy each, but in which their capitals evolve dynamically according to their success and …
strategy each, but in which their capitals evolve dynamically according to their success and …
Theory of networked minority games based on strategy pattern dynamics
TS Lo, HY Chan, PM Hui, NF Johnson - Physical Review E—Statistical …, 2004 - APS
We formulate a theory of agent-based models in which agents compete to be in a winning
group. The agents may be part of a network or not, and the winning group may be a minority …
group. The agents may be part of a network or not, and the winning group may be a minority …