Market mechanism and expectations in minority and majority games

DOI10.1016/S0378-4371(01)00285-0zbMath0974.91017MaRDI QIDQ5947868

Matteo Marsili

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

initial conditionsagent expectation model

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (11)

Division of labor as the result of phase transition ⋮ Volatility clustering in agent based market models ⋮ Scale invariance and criticality in financial markets ⋮ Inter-pattern speculation: beyond minority, majority and \$-games ⋮ Statistical mechanics of the fashion game on random networks ⋮ Impact of meta-order in the Minority Game ⋮ Minority games and stylized facts ⋮ Harms and benefits from social imitation ⋮ Price return autocorrelation and predictability in agent-based models of financial markets ⋮ Collective behavior of artificial intelligence population: transition from optimization to game ⋮ Colored minority games

Cites Work

• The dynamics of speculative behaviour
• TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS
• From Minority Games to real markets
• Statistical mechanics of asset markets with private information
• Experience-weighted Attraction Learning in Normal Form Games
• Stylized facts of financial markets and market crashes in Minority Games
• Microscopic models for long ranged volatility correlations

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