Market mechanism and expectations in minority and majority games
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Publication:5947868
DOI10.1016/S0378-4371(01)00285-0zbMath0974.91017MaRDI QIDQ5947868
Publication date: 23 October 2001
Published in: Physica A (Search for Journal in Brave)
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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