Dynamics of multi-frequency minority games
نویسندگان
چکیده
منابع مشابه
Dynamics of multi-frequency minority games
The dynamics of minority games with agents trading on different time scales is studied via dynamical mean-field theory. We analyze the case where the agents’ decision-making process is deterministic and its stochastic generalization with finite heterogeneous learning rates. In each case, we characterize the macroscopic properties of the steady states resulting from different frequency and learn...
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ژورنال
عنوان ژورنال: The European Physical Journal B - Condensed Matter and Complex Systems
سال: 2003
ISSN: 1434-6028,1434-6036
DOI: 10.1140/epjb/e2003-00265-5