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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
Department:
Oxford, MPLS, Physics, Theoretical Physics
Volume:
324
Issue:
1-2
Pages:
25-29
Publication date:
2003-06-01
DOI:
ISSN:
0378-4371
URN:
uuid:0abd426a-e0b6-4a7e-8c03-261bcb8def0c
Source identifiers:
3940
Local pid:
pubs:3940

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