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Minority games with heterogeneous timescales
Mosetti, Giancarlo
Département de Physique, Université de Fribourg, Switzerland
Challet, Damien
Nomura Centre for Quantitative Finance, Mathematical Institute, Oxford University, UK
Zhang, Yi-Cheng
Département de Physique, Université de Fribourg, Switzerland
28.10.2005
Published in:
Physica A: Statistical Mechanics and its Applications. - 2006, vol. 365, no. 2, p. 529-542
Financial markets
Competition
Minority game
Timescales
Exact results
English
Minority games where groups of agents remember, react or incorporate information with different timescales are investigated. We support our findings by analytical arguments whenever possible.
Faculty
Faculté des sciences et de médecine
Department
Département de Physique
Language
English
Classification
Physics
License
License undefined
Identifiers
RERO DOC
7390
DOI
10.1016/j.physa.2005.09.069
Persistent URL
https://folia.unifr.ch/unifr/documents/300266
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