TRADER DYNAMICS IN A MODEL MARKET

DOI10.1142/S0219024900000358zbMath0970.91015arXivcond-mat/9910072MaRDI QIDQ4521269

P. M. Hui, Neil F. Johnson, Da Fang Zheng, Michael L. Hart

Publication date: 19 December 2000

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9910072

zbMATH Keywords

minority gameheterogeneous populationthreshold confidence level

Mathematics Subject Classification ID

Applications of game theory (91A80) Trade models (91B60)

Related Items (6)

Volatility clustering in agent based market models ⋮ From Minority Game to Black&Scholes Pricing ⋮ Interacting gaps model, dynamics of order book, and stock-market fluctuations ⋮ Microscopic models for long ranged volatility correlations ⋮ Application of multi-agent games to the prediction of financial time series ⋮ Time series analysis for minority game simulations of financial markets

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