Minority games with finite score memory

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We analyze grand-canonical minority games with infinite and finite score memory and different updating timescales (from `on-line' games to `batch' games) in detail with various complementary methods, both analytical and numerical. We focus on the emergence of `stylized facts' and on the production of exploitable information, as well as on the dynamic behaviour of the models. We find that with finite score memory no agent can be frozen, and that all the current analytical methods fail to provide satisfactory explanation of the observed behaviours.
12 pages, 14 figures

Keywords

Disordered Systems and Neural Networks, Statistical Mechanics

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/24476

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0407595
 http://arxiv.org/abs/cond-mat/0407595

Collections

arXiv