Market mechanism and expectations in minority and majority games

Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 93-103

  Marsili, Matteo ^a  

^a INFM   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COST BENEFIT ANALYSIS; GAME THEORY; MATHEMATICAL MODELS; OPTIMIZATION;

FINANCIAL MARKETS;

INTERNATIONAL TRADE;

EID: 0035471942     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00285-0     Document Type: Conference Paper

References (22)

1. Emergence of cooperation and organization in an evolutionary game
2. Evolving models of financial markets
3. From minority games to real markets
4. Statistical mechanics of systems with heterogeneous agents: Minority games
5. Exact solution of a modified El Farol bar problem
6. Trading behavior and excess volatility in toy models of financial markets
7. Phase transition and symmetry breaking in the minority game
8. A thermal model for adaptive competition in a market
9. Experience-weighted attraction learning in normal form games
10. Adaptative competition, market efficiency and phase transition
11. Crowds effects and volatility in a competitive market
12. The dynamics of speculative behavior
13. Scaling and criticality in a stochastic multi-agent model of a financial market
14. Competition efficiency and collective behavior in the El Farol bar problem
15. Statistical mechanics of asset markets with private information