Dynamical Minority Games in Futures Exchange Markets

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dc.creatorYoon, Seong-Min
dc.creatorKim, Kyungsik
dc.date2005-03-01
dc.date.accessioned2026-07-07T12:07:30Z
dc.date.available2026-07-07T12:07:30Z
dc.descriptionWe introduce the minority game theory for two kinds of the Korean treasury bond (KTB) in Korean futures exchange markets. Since we discuss numerically the standard deviation and the global efficiency for an arbitrary strategy, our case is found to be approximate to the majority game. Our result presented will be compared with numerical findings for the well-known minority and majority game models.
dc.description4 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/physics/0503016
dc.identifierhttp://arxiv.org/abs/physics/0503016
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208989
dc.subjectPhysics and Society
dc.subjectTrading and Market Microstructure
dc.titleDynamical Minority Games in Futures Exchange Markets
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