منابع مشابه
Generating functional analysis of minority games with real market histories
It is shown how the generating functional method of De Dominicis can be used to solve the dynamics of the original version of the minority game (MG), in which agents observe real as opposed to fake market histories. Here one again finds exact closed equations for correlation and response functions, but now these are defined in terms of two connected effective non-Markovian stochastic processes:...
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متن کاملComment on ‘ Generating functional analysis of Minority Games with real market histories ’
Coolen showed in his recent paper (2005 J. Phys. A: Math. Gen. 38 2311) that macroscopic quantities for the standard version of Minority Game (MG) using the real and fake histories take on the same value in the symmetric regime. However, this conclusion is invalid because he did not take into account of the strong correlation presence in the history time series in the symmetric phase. Our argum...
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ژورنال
عنوان ژورنال: Humanities Research
سال: 2009
ISSN: 1440-0669,1834-8491
DOI: 10.22459/hr.1997.02