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The minority game: effects of strategy correlations and timing of adaptation

Abstract:
A brief review is given of the minority game, an idealized model of a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to the consequences and implications of correlations between strategies and different frequencies and timings of adaptation. (C) 2003 Elsevier Science B.V. All rights reserved.
Publication status:
Published

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Institution:
University of Oxford
Division:
MPLS
Department:
Physics
Sub department:
Theoretical Physics
Role:
Author
Journal:
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume:
324
Issue:
1-2
Pages:
25-29
Publication date:
2003-06-01
Event title:
International Econophysics Conference
DOI:
ISSN:
0378-4371
Source identifiers:
3940
Keywords:
Pubs id:
pubs:3940
UUID:
uuid:0abd426a-e0b6-4a7e-8c03-261bcb8def0c
Local pid:
pubs:3940
Deposit date:
2012-12-19

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