Conference item

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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APA Style

Sherrington, D. (2007). Competitive agents in a market: Statistical physics of the minority game. International Conference on Statistical Physics, 384(1), 128–132.

MLA Style

Sherrington, D. “Competitive Agents in a Market: Statistical Physics of the Minority Game.” International Conference on Statistical Physics, vol. 384, no. 1, 2007, pp. 128–32.

Chicago Style

Sherrington, D. 2007. “Competitive Agents in a Market: Statistical Physics of the Minority Game.” In International Conference on Statistical Physics, 384:128–32.
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Publisher copy:: 10.1016/j.physa.2007.04.076

Authors

+ Sherrington, D More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Physics
Sub department:: Theoretical Physics
Role:: Author

Journal:: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS More from this journal
Volume:: 384
Issue:: 1
Pages:: 128-132
Publication date:: 2007-10-01
Event title:: International Conference on Statistical Physics
DOI:: 10.1016/j.physa.2007.04.076
ISSN:: 0378-4371

Keywords:: SOLVABLE MODEL

ADAPTATION

STRATEGY CORRELATIONS
Pubs id:: pubs:28289
UUID:: uuid:026204a5-a661-4259-925c-339132360be8
Local pid:: pubs:28289
Source identifiers:: 28289
Deposit date:: 2012-12-19
ARK identifier:: ark:/29072/ora_026204a5a6614259925c339132360be8

Terms of use

Copyright date:: 2007

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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