Minority games and stylized facts

DOI10.1016/S0378-4371(01)00300-4zbMath0974.91019arXivcond-mat/0103024OpenAlexW3101862054MaRDI QIDQ5947884

Matteo Marsili, Yi-Cheng Zhang, Damien Challet

Publication date: 23 October 2001

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

Full work available at URL: https://arxiv.org/abs/cond-mat/0103024

zbMATH Keywords

random walkscompeting adaptive agentsfinancial market model

Mathematics Subject Classification ID

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

Related Items (9)

Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game ⋮ The frequency of convergent games under best-response dynamics ⋮ Development of an agent-based speculation game for higher reproducibility of financial stylized facts ⋮ The cavity method for minority games between arbitrageurs on financial markets ⋮ Minority game with local interactions due to the presence of herding behavior ⋮ Harms and benefits from social imitation ⋮ Minority games with finite score memory ⋮ PHENOMENOLOGY OF MINORITY GAMES IN EFFICIENT REGIME ⋮ HURST EXPONENTS IN FUTURES EXCHANGE MARKETS

Cites Work

• TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS
• PHASE TRANSITION IN A TOY MARKET
• Market mechanism and expectations in minority and majority games

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