Structure-preserving desynchronization of minority games
From MaRDI portal
Publication:977782
DOI10.1140/epjb/e2009-00312-3zbMath1188.91155arXiv0901.2078OpenAlexW3102273435MaRDI QIDQ977782
Publication date: 23 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.2078
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Noncooperative games (91A10)
Cites Work
- Unnamed Item
- Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices
- Asynchronous choice and Markov equilibria
- Evolutionary games and computer simulations.
- The transition to efficiency in minority games
- Asynchronous Choice in Repeated Coordination Games
- TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS
- Generating functional analysis of minority games with real market histories
- The local minority game