메뉴 건너뛰기




Volumn 8, Issue 3, 2008, Pages 225-231

Multi-asset minority games

Author keywords

[No Author keywords available]

Indexed keywords


EID: 41549120652     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680701253039     Document Type: Article
Times cited : (18)

References (15)
  • 1
    • 0002135590 scopus 로고
    • Inductive reasoning and bounded rationality
    • Arthur, W.B., Inductive reasoning and bounded rationality. Am. Econ. Assoc. Pap. Proc., 1994, 84, 406.
    • (1994) Am. Econ. Assoc. Pap. Proc , vol.84 , pp. 406
    • Arthur, W.B.1
  • 2
    • 0242663578 scopus 로고    scopus 로고
    • Criticality and market efficiency in a simple realistic model of the stock market
    • Challet, D. and Marsili, M., Criticality and market efficiency in a simple realistic model of the stock market. Phys. Rev. E, 2003, 68, 036132.
    • (2003) Phys. Rev. E , vol.68 , pp. 036132
    • Challet, D.1    Marsili, M.2
  • 3
    • 0000538502 scopus 로고    scopus 로고
    • Exact solution of a modified EL Farol bar problem: Efficiency and the role of market impact
    • Challet, D., Marsili, M. and Zecchina, R., Exact solution of a modified EL Farol bar problem: efficiency and the role of market impact. Phys. Rev. Lett., 2000, 84, 1824.
    • (2000) Phys. Rev. Lett , vol.84 , pp. 1824
    • Challet, D.1    Marsili, M.2    Zecchina, R.3
  • 5
    • 0031333279 scopus 로고    scopus 로고
    • Emergence of cooperation and organization in an evolutionary game
    • Challet, D. and Zhang, Y.-C., Emergence of cooperation and organization in an evolutionary game. Physica A, 1997, 246, 407.
    • (1997) Physica A , vol.246 , pp. 407
    • Challet, D.1    Zhang, Y.-C.2
  • 6
    • 0037365887 scopus 로고    scopus 로고
    • Multiple choice minority game
    • Chow, F.K. and Chau, H.F., Multiple choice minority game. Physica A, 2003, 319, 601.
    • (2003) Physica A , vol.319 , pp. 601
    • Chow, F.K.1    Chau, H.F.2
  • 8
    • 0346967169 scopus 로고    scopus 로고
    • Adaptive drivers in a model of urban traffic
    • De Martino, A., Marsili, M. and Mulet, R., Adaptive drivers in a model of urban traffic. Europhys. Lett., 2004, 65, 283.
    • (2004) Europhys. Lett , vol.65 , pp. 283
    • De Martino, A.1    Marsili, M.2    Mulet, R.3
  • 9
    • 35048826813 scopus 로고    scopus 로고
    • Three sided complex adaptive systems
    • adap-org/9904003
    • D'Hulst, R. and Rodgers, G.J., Three sided complex adaptive systems. adap-org/9904003, 1999.
    • (1999)
    • D'Hulst, R.1    Rodgers, G.J.2
  • 10
    • 0035335675 scopus 로고    scopus 로고
    • Generating functional analysis of the dynamics of the batch minority game with random external information
    • Heimel, J.A.F and Coolen, A.C.C., Generating functional analysis of the dynamics of the batch minority game with random external information. Phys. Rev. E, 2001, 63, 056121.
    • (2001) Phys. Rev. E , vol.63 , pp. 056121
    • Heimel, J.A.F.1    Coolen, A.C.C.2
  • 11
    • 0033600676 scopus 로고    scopus 로고
    • Enhanced winnings in a mixed-ability population playing a minority game
    • Johnson, N.F., Hui, P.M., Zheng, D.F. and Hart, M., Enhanced winnings in a mixed-ability population playing a minority game. J. Phys. A, 1999, 32, L427.
    • (1999) J. Phys. A , vol.32
    • Johnson, N.F.1    Hui, P.M.2    Zheng, D.F.3    Hart, M.4
  • 12
    • 0000119298 scopus 로고    scopus 로고
    • Hierarchical structure in financial markets
    • Mantegna, R.N., Hierarchical structure in financial markets. Eur. Phys. J. B, 1999, 11, 193.
    • (1999) Eur. Phys. J. B , vol.11 , pp. 193
    • Mantegna, R.N.1
  • 13
    • 0035510486 scopus 로고    scopus 로고
    • Continuum time limit and stationary states of the minority game
    • Marsili, M. and Challet, D., Continuum time limit and stationary states of the minority game. Phys. Rev. E, 2001, 64, 056138.
    • (2001) Phys. Rev. E , vol.64 , pp. 056138
    • Marsili, M.1    Challet, D.2
  • 14
    • 0942278439 scopus 로고    scopus 로고
    • Dynamics of market correlations: Taxonomy and portfolio analysis
    • Onnela, J.P., Chakraborti, A., Kaski, K., Kertesz, J. and Kanto, A., Dynamics of market correlations: taxonomy and portfolio analysis. Phys. Rev. E, 2003, 68, 056110.
    • (2003) Phys. Rev. E , vol.68 , pp. 056110
    • Onnela, J.P.1    Chakraborti, A.2    Kaski, K.3    Kertesz, J.4    Kanto, A.5
  • 15
    • 41549134307 scopus 로고    scopus 로고
    • Financial application of random matrix theory: Old laces and new pieces
    • cond-mat/0507111
    • Potters, M., Bouchaud, J.P. and Laloux, L., Financial application of random matrix theory: old laces and new pieces. cond-mat/0507111, 2005.
    • (2005)
    • Potters, M.1    Bouchaud, J.P.2    Laloux, L.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.