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Strategy selection in the minority game

Author

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  • D'hulst, R
  • Rodgers, G.J

Abstract

We investigate the dynamics of the choice of an active strategy in the minority game. A history distribution is introduced as an analytical tool to study the asymmetry between the two choices offered to the agents. Its properties are studied numerically. It allows us to show that the departure from uniformity in the initial attribution of strategies to the agents is important even in the efficient market. Also, an approximate expression for the variance of the number of agents at one side in the efficient phase is proposed. All the analytical propositions are supported by numerical simulations of the system.

Suggested Citation

  • D'hulst, R & Rodgers, G.J, 2000. "Strategy selection in the minority game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 278(3), pages 579-587.
    • Handle: RePEc:eee:phsmap:v:278:y:2000:i:3:p:579-587
    DOI: 10.1016/S0378-4371(99)00605-6
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    Cited by:

    1. Neil Johnson & Guannan Zhao & Eric Hunsader & Jing Meng & Amith Ravindar & Spencer Carran & Brian Tivnan, 2012. "Financial black swans driven by ultrafast machine ecology," Papers 1202.1448, arXiv.org.

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