Correlated adaptation of agents in a simple market: a statistical physics perspective
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Publication:4646482
DOI10.1088/1469-7688/1/2/306zbMath1405.91713arXivcond-mat/0012269MaRDI QIDQ4646482
Esteban Moro, David Sherrington, Juan Pedro Garrahan
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0012269
statistical physics; collective behaviour of speculative agents; stochastically controlled irrationality
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91G80: Financial applications of other theories
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