Generating functional analysis of minority games with real market histories

DOI10.1088/0305-4470/38/11/002zbMath1108.91311arXivcond-mat/0410335OpenAlexW3101016061MaRDI QIDQ4673011

A. C. C. Coolen

Publication date: 29 April 2005

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0410335

zbMATH Keywords

non-Markovian stochastic processesexact closed equations

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Discrete-time games (91A50)

Related Items (8)

Anergy in self-directed B lymphocytes: a statistical mechanics perspective ⋮ From Minority Game to Black&Scholes Pricing ⋮ Notes on ferromagnetic diluted \(p\)-spin model ⋮ Discounted and finitely repeated minority games with public signals ⋮ Diffusion and localization of relative strategy scores in the minority game ⋮ Minority game with local interactions due to the presence of herding behavior ⋮ Structure-preserving desynchronization of minority games ⋮ PHENOMENOLOGY OF MINORITY GAMES IN EFFICIENT REGIME

This page was built for publication: Generating functional analysis of minority games with real market histories