Inter-pattern speculation: beyond minority, majority and $-games
| dc.creator | Challet, Damien | |
| dc.date | 2005-02-25 | |
| dc.date | 2006-03-03 | |
| dc.date.accessioned | 2026-07-07T06:40:34Z | |
| dc.date.available | 2026-07-07T06:40:34Z | |
| dc.description | A new simple model of financial market is proposed, based on the sequential and inter-temporal nature of trader-trader interaction, and on a new simple trading strategy space. In this pattern-based speculation model, the traders open and close their positions explicitly. Information ecology is strikingly similar to that of the Minority Game which suggest to reinterpret the latter as a model of synchronisation of predictability exploitation. Naive and sophisticated agents are shown to give rise to very different phenomenology | |
| dc.description | 31 pages, 7 figures. Final version, even clearer and better. New figure of information ecology | |
| dc.identifier | https://arxiv.org/abs/physics/0502140 | |
| dc.identifier | http://arxiv.org/abs/physics/0502140 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/101422 | |
| dc.subject | Physics and Society | |
| dc.subject | Disordered Systems and Neural Networks | |
| dc.title | Inter-pattern speculation: beyond minority, majority and $-games | |
| dc.type | text |