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Minority games

Author: Damien Challet; Matteo Marsili; Yi-Cheng Zhang
Publisher: Oxford : Oxford University Press, 2005.
Series: Oxford finance.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

The Minority Game, invented in the late 1990s, makes it possible to understand stock market fluctuations in terms of information ecology between traders. With a minimal set of ingredients and drastic  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Damien Challet; Matteo Marsili; Yi-Cheng Zhang
ISBN: 0198566409 9780198566403
OCLC Number: 57354636
Description: xvi, 344 pages : illustrations ; 25 cm.
Contents: 1. Introduction --
2. Early works --
3. Understanding the minority game dynamics --
4. Minority games as market models --
5. Quest for better cooperation --
Reprinted papers --
Inductive reasoning and bounded rationality : the El Farol problem / W. Brian Arthur --
Emergence of cooperation and organization in an evolutionary game / D. Challet and Y.-C. Zhang --
Evolving models of financial markets / Yi-Cheng Zhang --
Adaptive competition, market efficiency, and phase transitions / Robert Savit, Radu Manuca and Rick Riolo --
Crowd-anticrowd theory of multi-agent market games / M. Hart, P. Jefferies, P. M. Hui and N. F. Johnson --
Irrelevance of memory in the minority game / Andrea Cavagna --
Symmetry breaking and phase transition in the minority game / Damien Challet and Matteo Marsili --
Thermal model for adaptive competition in a market / Andrea Cavagna, Juan P. Garrahan, Irene Giardina and David Sherrington --
Statistical mechanics of systems with heterogeneous agents : minority games / Damien Challet, Matteo Marsili and Riccardo Zecchina --
Continuum time limit and stationary states of the minority game / Matteo Marsili and Damien Challet --
Generating functional analysis of the dynamics of the batch minority game with random external information / J. A. F. Heimel and A. C. C. Coolen --
Modeling market mechanism with minority game / Damien Challet, Matteo Marsili and Yi-Cheng Zhang --
Physicists attempt to scale the ivory towers of finance / J. Doyne Farmer --
From market games to real-world markets / P. Jefferies, M. L. Hart, P. M. Hui and N. F. Johnson --
Predictability of large future changes in a competitive evolving population / D. Lamper, S. D. Howison and N. F. Johnson --
On a universal mechanism for long-range volatility correlations / Jean-Philippe Bouchaud, Irene Giardina and Marc Mezard --
Criticality and market efficiency in a simple realistic model of the stock market / Damien Challet and Matteo Marsili --
Market mechanism and expectations in minority and majority games / Matteo Marsili --
The $-game / J. Vitting Andersen and D. Sornette --
Dynamical spin-glass-like behavior in an evolutionary game / Frantisek Slanina and Yi-Cheng Zhang --
A stochastic strategy for the minority game / G. Reents, R. Metzler and W. Kinzel --
Self-segregation versus clustering in the evolutionary minority game / Shahar Hod and Ehud Nakar --
Broken ergodicity and memory in the minority game / J. A. F. Heimel and A. De Martino --
Self-organized networks of competing Boolean agents / Maya Paczuski, Kevin E. Bassler and Alvaro Corral --
Dynamics of interacting neural networks / W. Kinzel, R. Metzler and I. Kanter --
Intelligent systems in the context of surrounding environment / Joseph Wakeling and Per Bak --
The interactive minority game : a Web-based investigation of human market interactions / Paolo Laureti, Peter Ruch, Joseph Wakeling and Yi-Cheng Zhang.
Series Title: Oxford finance.
Responsibility: Damien Challet, Matteo Marsili, Yi-Cheng Zhang.
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The book will be useful beyond economics, the philosophy of economics, and the philosophy of physics since it deals in an elementary way with issues of modelling. Therefore, I recommend it as much Read more...

 
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