Minority Games: Interacting agents in financial markets
By D. Challet, Matteo Marsili, Yi-Cheng Zhang. 2014
306 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/92a9cb16eb7bbd6ebf92ffe27879ddb9a1c7083f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Gábor Fáth
- György Szabó
- Matjaz Perc
- Attila Szolnoki
- Benjamin Allen
- Zhen Wang
- Erwin Frey
- Martin A. Nowak
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, background): “A well-known exception, which we do not discuss here, is the Minority game, which was covered in ample detail in two recent books by Challet et al. (2004) and by Coolen (2005). In the following we consider a system with equivalent players distributed on the site of a lattice (or graph).”