Correlated adaptation of agents in a simple market: a statistical physics perspective

DOI10.1088/1469-7688/1/2/306zbMath1405.91713arXivcond-mat/0012269OpenAlexW2098143779MaRDI QIDQ4646482

Esteban Moro, David Sherrington, Juan Pedro Garrahan

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0012269

zbMATH Keywords

statistical physicscollective behaviour of speculative agentsstochastically controlled irrationality

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

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