Minority games with heterogeneous timescales
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Mosetti, Giancarlo
Département de Physique, Université de Fribourg, Switzerland
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Challet, Damien
Nomura Centre for Quantitative Finance, Mathematical Institute, Oxford University, UK
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Zhang, Yi-Cheng
Département de Physique, Université de Fribourg, Switzerland
Published in:
- Physica A: Statistical Mechanics and its Applications. - 2006, vol. 365, no. 2, p. 529-542
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.
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Faculty
- Faculté des sciences et de médecine
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Department
- Département de Physique
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Language
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Classification
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Physics
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License
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License undefined
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Identifiers
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Persistent URL
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https://folia.unifr.ch/unifr/documents/300266
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