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The minority game: A statistical physics perspective

Abstract:
A brief review is given of the minority game, an idealized model stimulated by a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to analytic results for the model rather than discussions of its relevance in real-world situations. (c) 2006 Elsevier B.V. All rights reserved.
Publication status:
Published

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Publisher copy:
10.1016/j.physa.2006.04.039

Authors


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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:
370
Issue:
1
Pages:
7-11
Publication date:
2006-10-01
Event title:
International Econophysics Colloquium
DOI:
ISSN:
0378-4371
Source identifiers:
8264
Keywords:
Pubs id:
pubs:8264
UUID:
uuid:ec290fbb-6f23-4de6-a38b-ac34101483f7
Local pid:
pubs:8264
Deposit date:
2012-12-19

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