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Competitive agents in a market: Statistical physics of the minority game

Abstract:
A brief review is presented of the minority game, a simple frustrated many-body system stimulated by considerations of a market of competitive speculative agents. Its cooperative behaviour exhibits phase transitions and both ergodic and non-ergodic regimes. It provides novel challenges to statistical physics, reminiscent of those of mean-field spin glasses. (C) 2007 Elsevier B.V. All rights reserved.
Publication status:
Published

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Publisher copy:
10.1016/j.physa.2007.04.076

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Institution:
University of Oxford
Department:
Oxford, MPLS, Physics, Theoretical Physics
Volume:
384
Issue:
1
Pages:
128-132
Publication date:
2007-10-01
DOI:
ISSN:
0378-4371
URN:
uuid:026204a5-a661-4259-925c-339132360be8
Source identifiers:
28289
Local pid:
pubs:28289

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