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Conference item

Statistical physics of adaptive correlation of agents in a market

Abstract:
Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.
Publication status:
Published

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


Journal:
DISORDERED AND COMPLEX SYSTEMS More from this journal
Volume:
553
Pages:
95-100
Publication date:
2001-01-01
Event title:
International Conference on Disordered and Complex Systems
ISSN:
0094-243X
ISBN:
1563969831


Keywords:
Pubs id:
pubs:29616
UUID:
uuid:099d7d2e-0afc-4807-8f91-78967832678e
Local pid:
pubs:29616
Source identifiers:
29616
Deposit date:
2012-12-19
ARK identifier:

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