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Crowd-Anticrowd Theory of Multi-Agent Market Games | | M. Hart
; P. Jefferies
; P.M. Hui
; N.F. Johnson
; | | Date: |
25 Aug 2000 | | Subject: | Condensed Matter; Adaptation and Self-Organizing Systems | cond-mat nlin.AO | | Affiliation: | Oxford U. and CUHK | | Abstract: | We present a dynamical theory of a multi-agent market game, the so-called Minority Game (MG), based on crowds and anticrowds. The time-averaged version of the dynamical equations provides a quantitatively accurate, yet intuitively simple, explanation for the variation of the standard deviation (`volatility’) in MG-like games. We demonstrate this for the basic MG, and the MG with stochastic strategies. The time-dependent equations themselves reproduce the essential dynamics of the MG. | | Source: | arXiv, cond-mat/0008385 | | Services: | Forum | Review | PDF | Favorites | |
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