IDEAS home Printed from https://ideas.repec.org/r/oxp/obooks/9780198566403.html
   My bibliography  Save this item

Minority Games: Interacting agents in financial markets

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Anindya S. Chakrabarti & Diptesh Ghosh, 2019. "Emergence of anti-coordination through reinforcement learning in generalized minority games," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 225-245, June.
  2. Kets, W., 2007. "The Minority Game : An Economics Perspective," Other publications TiSEM 65d52a6a-b27d-45a9-93a7-e, Tilburg University, School of Economics and Management.
  3. Jørgen Vitting Andersen, 2014. "From Minority Games to $-Games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00971373, HAL.
  4. Tercieux, O.R.C. & Voorneveld, M., 2005. "The Cutting Power of Preparation," Other publications TiSEM 75173341-627f-4eb2-91f1-0, Tilburg University, School of Economics and Management.
  5. Matteo Ortisi & Valerio Zuccolo, 2012. "From Minority Game to Black & Scholes pricing," Papers 1205.2521, arXiv.org, revised May 2013.
  6. Kets, W. & Voorneveld, M., 2007. "Congestion, Equilibrium and Learning : The Minority Game," Discussion Paper 2007-61, Tilburg University, Center for Economic Research.
  7. Kets, W., 2008. "Networks and learning in game theory," Other publications TiSEM 7713fce1-3131-498c-8c6f-3, Tilburg University, School of Economics and Management.
  8. Amaral, Marco A. & Oliveira, Marcelo M. de & Javarone, Marco A., 2021. "An epidemiological model with voluntary quarantine strategies governed by evolutionary game dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
  9. Robert Savit & Maria Riolo & Rick Riolo, 2013. "Co-Adaptation and the Emergence of Structure," PLOS ONE, Public Library of Science, vol. 8(9), pages 1-9, September.
  10. Linde, Jona & Gietl, Daniel & Sonnemans, Joep & Tuinstra, Jan, 2023. "The effect of quantity and quality of information in strategy tournaments," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 305-323.
  11. Pierre Blanc & Jonathan Donier & Jean-Philippe Bouchaud, 2015. "Quadratic Hawkes processes for financial prices," Papers 1509.07710, arXiv.org.
  12. Yuriy Mishchenko, 2014. "Oscillations in Rational Economies," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-6, February.
  13. Vikram Krishnamurthy & Sujay Bhatt, 2015. "Sequential Detection of Market shocks using Risk-averse Agent Based Models," Papers 1511.01965, arXiv.org.
  14. Jørgen Vitting Andersen, 2014. "From Minority Games to $-Games," Working Papers halshs-00971373, HAL.
  15. Xin-Jie Zhang & Yong Tang & Jason Xiong & Wei-Jia Wang & Yi-Cheng Zhang, 2018. "Dynamics of Cooperation in Minority Games in Alliance Networks," Sustainability, MDPI, vol. 10(12), pages 1-17, December.
  16. Harras, Georges & Sornette, Didier, 2011. "How to grow a bubble: A model of myopic adapting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 137-152.
  17. Stefan, F.M. & Atman, A.P.F., 2015. "Is there any connection between the network morphology and the fluctuations of the stock market index?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 630-641.
  18. Kiran Sharma & Parul Khurana, 2021. "Growth and dynamics of Econophysics: a bibliometric and network analysis," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(5), pages 4417-4436, May.
  19. G.-F. Gu & W.-X. Zhou, 2009. "On the probability distribution of stock returns in the Mike-Farmer model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(4), pages 585-592, February.
  20. Gao, Fujuan & Fenoaltea, Enrico Maria & Zhang, Yi-Cheng, 2023. "Market failure in a new model of platform design with partially informed consumers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 619(C).
  21. Wenzhi Zheng & Yuting Lou & Yu Chen, 2019. "On the Unsustainable Macroeconomy with Increasing Inequality of Firms Induced by Excessive Liquidity," Sustainability, MDPI, vol. 11(11), pages 1-22, May.
  22. Kiran Sharma & Anamika & Anindya S. Chakrabarti & Anirban Chakraborti & Sujoy Chakravarty, 2017. "The Saga of KPR: Theoretical and Experimental developments," Papers 1712.06358, arXiv.org.
  23. T. Clemson & T. S. Evans, 2011. "The Emergence of Leadership in Social Networks," Papers 1106.0296, arXiv.org, revised Nov 2011.
  24. M. Smyrnakis & T. Galla, 2012. "Effects of communication and utility-based decision making in a simple model of evacuation," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 85(11), pages 1-9, November.
  25. Jean Philippe Bouchaud & Matteo Marsili & Jean-Pierre Nadal, 2023. "Application of spin glass ideas in social sciences, economics and finance," Post-Print hal-04145594, HAL.
  26. Benjamin Patrick Evans & Mikhail Prokopenko, 2021. "Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making," Papers 2106.15844, arXiv.org, revised Mar 2023.
  27. Magda Roszczynska-Kurasinska & Andrzej Nowak & Daniel Kamieniarz & Sorin Solomon & Jørgen Vitting Andersen, 2012. "Short and Long Term Investor Synchronization Caused by Decoupling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00853991, HAL.
  28. Jovanovic, Franck & Mantegna, Rosario N. & Schinckus, Christophe, 2019. "When financial economics influences physics: The role of Econophysics," International Review of Financial Analysis, Elsevier, vol. 65(C).
  29. Majewski, Adam A. & Ciliberti, Stefano & Bouchaud, Jean-Philippe, 2020. "Co-existence of trend and value in financial markets: Estimating an extended Chiarella model," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
  30. Nian, Fuzhong & Liu, Xinghao & Diao, Hongyuan, 2022. "Mechanism of investor behavior propagation in stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
  31. Karol Wawrzyniak & Wojciech Wislicki, 2009. "Phenomenology of minority games in efficient regime," Papers 0907.3231, arXiv.org, revised Mar 2011.
  32. Medo, Matúš & Zhang, Yi-Cheng, 2008. "Market model with heterogeneous buyers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2889-2908.
  33. Semeshenko, Viktoriya & Gordon, Mirta B. & Nadal, Jean-Pierre, 2008. "Collective states in social systems with interacting learning agents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(19), pages 4903-4916.
  34. Xavier Gabaix, 2009. "Power Laws in Economics and Finance," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 255-294, May.
  35. Mukherjee, I. & Chatterjee, Soumya & Giri, A. & Barat, P., 2017. "Understanding the pattern of the BSE Sensex," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 262-275.
  36. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
  37. Shubham Agarwal & Diptesh Ghosh & Anindya S. Chakrabarti, 2016. "Self-organization in a distributed coordination game through heuristic rules," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 89(12), pages 1-10, December.
  38. Benjamin Patrick Evans & Mikhail Prokopenko, 2024. "Bounded rationality for relaxing best response and mutual consistency: the quantal hierarchy model of decision making," Theory and Decision, Springer, vol. 96(1), pages 71-111, February.
  39. Marsili, Matteo & Raffaelli, Giacomo, 2006. "Risk bubbles and market instability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 18-22.
  40. Magda Roszczynska-Kurasinska & Andrzej Nowak & Daniel Kamieniarz & Sorin Solomon & Jørgen Vitting Andersen, 2012. "Short and Long Term Investor Synchronization Caused by Decoupling," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-8, December.
  41. Ghosh, Diptesh & Chakrabarti, Anindya S., 2017. "Emergence of distributed coordination in the Kolkata Paise Restaurant problem with finite information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 16-24.
  42. Karol Wawrzyniak & Wojciech Wislicki, 2008. "Multi-market minority game: breaking the symmetry of choice," Papers 0809.3978, arXiv.org, revised Jun 2009.
  43. A. C. C. Coolen, 2004. "Generating functional analysis of Minority Games with real market histories," Papers cond-mat/0410335, arXiv.org.
  44. Qiming Lu & G. Korniss & Boleslaw Szymanski, 2009. "The Naming Game in social networks: community formation and consensus engineering," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(2), pages 221-235, November.
  45. Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
  46. Olivier Tercieux & Mark Voorneveld, 2010. "The cutting power of preparation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 71(1), pages 85-101, February.
  47. Linyuan Lü & M. Medo & Y.-C. Zhang, 2009. "The role of a matchmaker in buyer-vendor interactions," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 565-571, October.
  48. P. Papadopoulos & A. C. C. Coolen, 2008. "Market response to external events and interventions in spherical minority games," Papers 0805.0746, arXiv.org.
  49. Jasmina Hasanhodzic & Andrew Lo & Emanuele Viola, 2011. "A computational view of market efficiency," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 1043-1050.
  50. Fabio Caccioli & Tiziana Di Matteo & Giulia Iori & Saqib Jafarey & Giacomo Livan & Simone Righi, 2022. "Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019)," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 401-404, April.
  51. Adam Majewski & Stefano Ciliberti & Jean-Philippe Bouchaud, 2018. "Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model," Papers 1807.11751, arXiv.org.
  52. J. B. Satinover & D. Sornette, 2009. "Illusory versus genuine control in agent-based games," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(3), pages 357-367, February.
  53. Abhijit Kar Gupta, 2010. "Punctuated Equilibrium and Power Law in Economic Dynamics," Papers 1012.5896, arXiv.org.
  54. Tobias Galla & Giancarlo Mosetti & Yi-Cheng Zhang, 2006. "Anomalous fluctuations in Minority Games and related multi-agent models of financial markets," Papers physics/0608091, arXiv.org.
  55. Jean-Philippe Bouchaud & Matteo Marsili & Jean-Pierre Nadal, 2023. "Application of spin glass ideas in social sciences, economics and finance," Papers 2306.16165, arXiv.org.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.