MINORITY AND MAJORITY GAMES IN FINANCIAL MARKETS

DOI10.1142/S0218348X07003393zbMath1214.91140OpenAlexW1999658589MaRDI QIDQ3510242

Seong-Min Yoon, Hideki Takayasu, Soo Yong Kim, Kyungsik Kim

Publication date: 2 July 2008

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x07003393

zbMATH Keywords

standard deviationmajority gamesminority gameswon-dollar and yen-dollar exchange rates

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Applications of game theory (91A80)

Cites Work

• Stylized facts of financial markets and market crashes in Minority Games

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