The mathematical theory of minority games : statistical mechanics of interacting agents
By A. Coolen. 2005
116 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/86b00f1b5954e4bd571d4458fab9cfbb7f4c99ae
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Karl Tuyls
- Ann Nowé
- Bernard Walliser
- Gábor Fáth
- György Szabó
- Serge Galam
- Matjaz Perc
- Attila Szolnoki
Citations in the corpus
- Prediction (2010, unknown): “This is particularly evident for first-entry games [101] and minority games [12, 16], in which agents with bounded rationality are continuously oscillating between different strategies, creating collectively large market price fluctuations and crashes.”
- Evolutionary games on graphs (2006, methodology): “Current computer facilities allow us to perform such numerical investigations on even 3×3 clusters if the dynamical rule is not very complicated (Szolnoki and Szabó, 2005). For the one-dimensional systems this method is used successfully up to cluster size 11 (Dickman, 2002) for the investigation of”
- Introduction to game theory (2003, background): “Minority Games are the object of intense study from the point of view of dynamics and statistical physics (c.f. [2]) as we will see when we revisit them later in these lectures.”
- Econophysics review: II. Agent-based models (2011, unknown): “For modeling purposes, the minority game models were meant to serve as a class of simple models that could produce some macroscopic features observed in real financial markets, including the fat-tail price return distribution and volatility clustering (Challet et al. 2004, Coolen 2005).”
- Ising model versus normal form game (2009, background): “A well-known example is the application of statistical mechanics to minority games at the basis of some financial problems (Coolen, 2005).”
- Econophysics: Empirical facts and agent-based models (2009, unknown): “…refer to the multi-agent models of financial markets with the original formulation introduced by Challet and Zhang (1997), and all other variants (Coolen (2005); Lamper et al. (2002)), most of which share the principal features that the models are repeated games and agents are inductive in…”