Minority games with heterogeneous timescales

被引：12
|
作者：
Mosetti, Giancarlo
Challet, Damien
Zhang, Yi-Cheng
机构：
[1] Univ Oxford, Inst Math, Nomura Ctr Quantitat Finance, Oxford OX1 3LB, England
[2] Univ Fribourg, Dept Phys, CH-1700 Fribourg, Switzerland
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2006年 / 365卷 / 02期
关键词：
financial markets; competition; minority game; timescales; exact results;
D O I：
10.1016/j.physa.2005.09.069
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Minority games where groups of agents remember, react or incorporate information with different timescales are investigated. We support our findings by analytical arguments whenever possible. (c) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：529 / 542
页数：14
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