Inter-pattern speculation: beyond minority, majority and \$-games

DOI10.1016/j.jedc.2007.01.022zbMath1181.91078arXivphysics/0502140OpenAlexW2238865395MaRDI QIDQ844569

Damien Challet

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0502140

zbMATH Keywords

efficiencyminority gamespeculationagent-based modeling

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial science and mathematical finance (91G99)

Related Items (2)

Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game ⋮ Development of an agent-based speculation game for higher reproducibility of financial stylized facts

Cites Work

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• From Minority Games to real markets
• On a universal mechanism for long-range volatility correlations
• Dissecting financial markets: sectors and states
• Market mechanism and expectations in minority and majority games

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