Statistical properties of the attendance time series in the minority game

DOI10.1016/S0378-4371(01)00406-XzbMath1017.91005arXivcond-mat/0101225MaRDI QIDQ5949739

Bing-Hong Wang, Da Fang Zheng

Publication date: 27 November 2001

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

Full work available at URL: https://arxiv.org/abs/cond-mat/0101225

zbMATH Keywords

probability distributionautocorrelation function

Mathematics Subject Classification ID

Economic time series analysis (91B84) Stochastic games, stochastic differential games (91A15)

Related Items (2)

The quasi-periodicity of the minority game revisited ⋮ PHENOMENOLOGY OF MINORITY GAMES IN EFFICIENT REGIME

Cites Work

• Unnamed Item
• Mixed population Minority Game with generalized strategies
• EXACT SOLUTION OF A MODEL FOR CROWDING AND INFORMATION TRANSMISSION IN FINANCIAL MARKETS
• Introduction to Econophysics

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