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
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28.10.2005
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.
- Faculty
- Faculté des sciences et de médecine
- Department
- Département de Physique
- Language
-
- English
- Classification
- Physics
- License
- License undefined
- Identifiers
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- RERO DOC 7390
- DOI 10.1016/j.physa.2005.09.069
- Persistent URL
- https://folia.unifr.ch/unifr/documents/300266
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