Coordination, intermittency and trends in generalized minority games

Physica A: Statistical Mechanics and its Applications

Volumn 358, Issue 2-4, 2005, Pages 529-544

  Tedeschi, A ^a   De Martino, A ^a   Giardina, I ^a,b  

^a UNIVERSITÀ DI ROMA LA SAPIENZA   (Italy)

^b ISC CNR   (Italy)

Author keywords

Contrarians; Minority games; Risk; Trend followers; Volatility clustering

Indexed keywords

INFORMATION ANALYSIS; MICROSCOPIC EXAMINATION; RANDOM PROCESSES; RISK ASSESSMENT;

CONTRARIANS; MINORITY GAMES; TREND-FOLLOWERS; VOLATILITY CLUSTERING;

GAME THEORY;

EID: 26444594267     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.04.020     Document Type: Article

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