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Citations for "Emergence of cooperation and organization in an evolutionary game"

by Challet, D. & Zhang, Y.-C.

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  1. Damien Challet & Tobias Galla, 2005. "Price return autocorrelation and predictability in agent-based models of financial markets," Quantitative Finance, Taylor & Francis Journals, vol. 5(6), pages 569-576.
  2. Valente M. & Fagiolo G., 2004. "Minority Games, Local Interactions, and Endogenous Networks," Computing in Economics and Finance 2004 110, Society for Computational Economics.
  3. Dindo, Pietro, 2005. "A tractable evolutionary model for the Minority Game with asymmetric payoffs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 110-118.
  4. Giovanna Devetag & Francesca Pancotto & Thomas Brenner, 2014. "The minority game unpacked:," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 761-797, September.
  5. R. D'Hulst & G. J. Rodgers, 2001. "Bid distributions of competing agents in simple models of auctions," Papers nlin/0102016, arXiv.org.
  6. A. Corcos & J-P Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2002. "Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos," Quantitative Finance, Taylor & Francis Journals, vol. 2(4), pages 264-281.
  7. Giulio Bottazzi & Giovanna Devetag, 1999. "Probabilistic learning and emergent coordination in a non-cooperative game with heterogeneous agents: An exploration of minority game dynamics," ROCK Working Papers 007, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
  8. Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne 14030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  9. Giulio Bottazzi & Giovanna Devetag, 2002. "Coordination and self-organization in minority games: experimental evidence," CEEL Working Papers 0215, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  10. Liu, Xinghua & Gregor, Shirley & Yang, Jianmei, 2008. "The effects of behavioral and structural assumptions in artificial stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(11), pages 2535-2546.
  11. Brandouy, O., 2005. "Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 349(1), pages 302-328.
  12. repec:spr:compst:v:71:y:2010:i:1:p:85-101 is not listed on IDEAS
  13. J. Doyne Farmer, 1998. "Market Force, Ecology, and Evolution," Research in Economics 98-12-117e, Santa Fe Institute.
  14. Takama, Takeshi & Preston, John, 2008. "Forecasting the effects of road user charge by stochastic agent-based modelling," Transportation Research Part A: Policy and Practice, Elsevier, vol. 42(4), pages 738-749, May.
  15. Boldea Bogdan Ion & Boldea Costin-Radu & Stanculescu Mircea, 2009. "An Adaptative Evolutionary Model Of Financial Investors," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 4(1), pages 897-901, May.
  16. Bischi, Gian-Italo & Merlone, Ugo, 2010. "Binary choices in small and large groups: A unified model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(4), pages 843-853.
  17. Tercieux, Olivier & Voorneveld, Mark, 2005. "The cutting power of preparation," SSE/EFI Working Paper Series in Economics and Finance 583, Stockholm School of Economics.
  18. Andre Cardoso Barato & Iacopo Mastromatteo & Marco Bardoscia & Matteo Marsili, 2011. "Impact of meta-order in the Minority Game," Papers 1112.3908, arXiv.org, revised Nov 2012.
  19. Kiniwa, Jun & Koide, Takeshi & Sandoh, Hiroaki, 2009. "Analysis of price behavior in lazy $-game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(18), pages 3879-3891.
  20. Hung, Chia-Hsiang & Liaw, Sy-Sang, 2007. "Effective history length of the minority game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 129-137.
  21. Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research.
  22. Christina Matzke & Damien Challet, 2008. "Taking a shower in Youth Hostels: risks and delights of heterogeneity," Bonn Econ Discussion Papers bgse1_2008, University of Bonn, Germany.
  23. Yang, Cheng & Sun, Shixin, 2007. "The minority game with incomplete strategies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(2), pages 645-653.
  24. Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Society for Computational Economics, vol. 37(3), pages 267-300, March.
  25. Giulio Bottazzi & Giovanna Devetag, 2007. "Competition and coordination in experimental minority games," Journal of Evolutionary Economics, Springer, vol. 17(3), pages 241-275, June.
  26. Matteo Ortisi & Valerio Zuccolo, 2012. "From Minority Game to Black & Scholes pricing," Papers 1205.2521, arXiv.org, revised May 2013.
  27. Wei Jiang & Richard Webber & Ric D Herbert, 2005. "Information Visualization Of An Agent-Based Financial System Model," Computing in Economics and Finance 2005 468, Society for Computational Economics.
  28. Giovanna Devetag & Francesca Pancotto & Thomas Brenner, 2011. "The Minority Game Unpacked: Coordination and Competition in a Team-based Experiment," CEEL Working Papers 1102, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
  29. Olivier Tercieux & Mark Voorneveld, 2010. "The cutting power of preparation," Mathematical Methods of Operations Research, Springer, vol. 71(1), pages 85-101, February.
  30. Liu, Ching & Liaw, Sy-Sang, 2006. "Maximize personal gain in the minority game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 516-524.
  31. Tercieux, O.R.C. & Voorneveld, M., 2005. "The Cutting Power of Preparation," Discussion Paper 2005-94, Tilburg University, Center for Economic Research.
  32. Omurtag, Ahmet & Sirovich, Lawrence, 2006. "Modeling a large population of traders: Mimesis and stability," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 562-576, December.
  33. Jan Tuinstra & Joep Sonnemans & Cars Hommes & Peter Heemeijer, 2006. "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," Working Papers wp06-18, Warwick Business School, Finance Group.
  34. Thorsten Chmura & Thomas Pitz, 2004. "Minority Game - Experiments and Simulations of Traffic Scenarios," Bonn Econ Discussion Papers bgse23_2004, University of Bonn, Germany.
  35. Raúl Jiménez & José Cuesta & Haydée Lugo & Angel Sánchez, 2009. "The shared reward dilemma on structured populations," Journal of Economic Interaction and Coordination, Springer, vol. 4(2), pages 183-193, November.
  36. Acosta, Gabriel & Caridi, Inés & Guala, Sebastián & Marenco, Javier, 2013. "The quasi-periodicity of the minority game revisited," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4450-4465.
  37. Russell K. Standish & Steve Keen, 2004. "Emergent Effective Collusion in an Economy of Perfectly Rational Competitors," Papers nlin/0411006, arXiv.org.
  38. Luş, Hilmi & Onur Aydın, Cevat & Keten, Sinan & İsmail Ünsal, Hakan & Rana Atılgan, Ali, 2005. "El Farol revisited," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 651-656.
  39. Jan Tuinstra & Pietro Dindo, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Working Papers wp06-15, Warwick Business School, Finance Group.
  40. LeBaron, Blake, 2006. "Agent-based Computational Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 24, pages 1187-1233 Elsevier.
  41. Damien Challet, 2005. "Inter-pattern speculation: beyond minority, majority and $-games," Finance 0503006, EconWPA.
  42. Jona Linde & Joep Sonnemans & Jan Tuinstra, 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," Tinbergen Institute Discussion Papers 13-043/I, Tinbergen Institute.
  43. Krause, Sebastian M. & Bornholdt, Stefan, 2013. "Spin models as microfoundation of macroscopic market models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(18), pages 4048-4054.
  44. M. Marsili & D. Challet, 2000. "Trading behavior and excess volatility in toy markets," Papers cond-mat/0004376, arXiv.org, revised Jun 2000.
  45. Ren, F. & Zheng, B. & Chen, P., 2010. "Modeling interactions of trading volumes in financial dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2744-2750.
  46. Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00983008, HAL.
  47. Kets, W., 2008. "Networks and learning in game theory," Other publications TiSEM 7713fce1-3131-498c-8c6f-3, Tilburg University, School of Economics and Management.
  48. Iván Arribas & Amparo Urbano Salvador, 2014. "Local coordination and global congestion in random networks," Discussion Papers in Economic Behaviour 0814, University of Valencia, ERI-CES.
  49. Andrzej Nowak & Katarzyna Samson & Karolina Lisiecka & Michal Ziembowicz, 2011. "Lovely weather, isn’t it? On the social dynamics of quality judgment," Mind and Society: Cognitive Studies in Economics and Social Sciences, Fondazione Rosselli, vol. 10(2), pages 193-201, December.
  50. Takero Ibuki & Jun-ichi Inoue, 2011. "Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread," Journal of Economic Interaction and Coordination, Springer, vol. 6(2), pages 93-120, November.
  51. Pietro Dindo & Jan Tuinstra, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Tinbergen Institute Discussion Papers 06-073/1, Tinbergen Institute.
  52. Sonnemans, J. & Tuinstra, J. & Linde, J., 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," CeNDEF Working Papers 13-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  53. Chen, Shu-Heng & Gostoli, Umberto, 2013. "Coordination in the El Farol Bar problem: The role of social preferences and social networks," Economics Discussion Papers 2013-20, Kiel Institute for the World Economy.
  54. Groot, Robert D. & Musters, Pieter A.D., 2005. "Minority Game of price promotions in fast moving consumer goods markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 533-547.
  55. Karol Wawrzyniak & Wojciech Wi\'slicki, 2013. "Grand canonical minority game as a sign predictor," Papers 1309.3399, arXiv.org.
  56. Acosta, Gabriel & Caridi, Inés & Guala, Sebastián & Marenco, Javier, 2012. "The Full Strategy Minority Game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 217-230.
  57. repec:dgr:kubcen:200753 is not listed on IDEAS
  58. Ren, F. & Zhang, Y.C., 2008. "Trading model with pair pattern strategies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(22), pages 5523-5534.
  59. David Morton de Lachapelle & Damien Challet, 2009. "Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior," Papers 0912.4723, arXiv.org, revised Jun 2010.
  60. Francis Bismans & Olivier Damette, 2012. "La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l’économétrie," Working Papers of BETA 2012-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  61. Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical regularities of order placement in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3173-3182.
  62. Zapart, Christopher A., 2009. "On entropy, financial markets and minority games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(7), pages 1157-1172.
  63. Zhong, Li-Xin & Xu, Wen-Juan & Ren, Fei & Shi, Yong-Dong, 2013. "Coupled effects of market impact and asymmetric sensitivity in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2139-2149.
  64. Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
  65. Lustosa, Bernardo C. & Cajueiro, Daniel O., 2010. "Constrained information minority game: How was the night at El Farol?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(6), pages 1230-1238.
  66. repec:dgr:kubcen:200594 is not listed on IDEAS
  67. Wang, Yougui & Stanley, H.E., 2009. "Statistical approach to partial equilibrium analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(7), pages 1173-1180.
  68. Paolo Laureti & Peter Ruch & Joseph Wakeling & Yi-Cheng Zhang, 2004. "The Interactive Minority Game: a Web based investigation of human market interactions," Experimental 0402004, EconWPA.
  69. Shu-Heng Chen & Umberto Gostoli, 2011. "Agent-Based Modeling of the El Farol Bar Problem," ASSRU Discussion Papers 1120, ASSRU - Algorithmic Social Science Research Unit.
  70. Li-Xin Zhong & Wen-Juan Xu & Fei Ren & Yong-Dong Shi, 2012. "Coupled effects of market impact and asymmetric sensitivity in financial markets," Papers 1209.3399, arXiv.org, revised Jan 2013.
  71. D. Sornette & J. V. Andersen, 2001. "A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles," Papers cond-mat/0104341, arXiv.org, revised Apr 2002.
  72. Mello, Bernardo A. & Cajueiro, Daniel O., 2008. "Minority games, diversity, cooperativity and the concept of intelligence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 557-566.
  73. F. Ren & Y. -C. Zhang, 2008. "Trading Model with Pair Pattern Strategies," Papers 0801.3560, arXiv.org.
  74. Jona Linde & Joep Sonnemans & Jan Tuinstra, 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," Tinbergen Institute Discussion Papers 13-043/I, Tinbergen Institute.
  75. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics: agent-based models," Post-Print hal-00621059, HAL.
  76. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
  77. Cherkashin, Dmitriy & Farmer, J. Doyne & Lloyd, Seth, 2009. "The reality game," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1091-1105, May.
    • Dmitriy Cherkashin & J. Doyne Farmer & Seth Lloyd, 2009. "The Reality Game," Papers 0902.0100, arXiv.org, revised Feb 2009.
  78. Ding, Fei & Liu, Yun & Shen, Bo & Si, Xia-Meng, 2010. "An evolutionary game theory model of binary opinion formation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1745-1752.
  79. Zozor, S. & Ravier, P. & Buttelli, O., 2005. "On Lempel–Ziv complexity for multidimensional data analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(1), pages 285-302.
  80. Shi-Nan Cao & Jing Deng & Honggang Li, 2010. "Prospect theory and risk appetite: an application to traders’ strategies in the financial market," Journal of Economic Interaction and Coordination, Springer, vol. 5(2), pages 249-259, December.
  81. Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008. "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series 2444, CESifo Group Munich.
  82. Chmura, T. & Pitz, T., 2006. "Successful strategies in repeated minority games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 477-480.
  83. Marsili, Matteo, 2001. "Market mechanism and expectations in minority and majority games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 93-103.
  84. Zhang, Yu-Xia & Liang, Wen-Yao & Liu, Xue-Mei, 2014. "Changes of behavior tendency in the evolutionary minority game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 227-232.
  85. Chen, Fang & Gou, Chengling & Guo, Xiaoqian & Gao, Jieping, 2008. "Prediction of stock markets by the evolutionary mix-game model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3594-3604.
  86. Kirley, Michael, 2006. "Evolutionary minority games with small-world interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 365(2), pages 521-528.
  87. Kets, W., 2007. "The Minority Game : An Economics Perspective," Discussion Paper 2007-53, Tilburg University, Center for Economic Research.
  88. Wawrzyniak, Karol & Wiślicki, Wojciech, 2012. "Mesoscopic approach to minority games in herd regime," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(5), pages 2056-2082.
  89. Ric D Herbert & Richard Webber & Wei Jiang, 2006. "Space-filling Techniques in Visualizing Output from Computer Based Economic Models," Computing in Economics and Finance 2006 67, Society for Computational Economics.
  90. Gao, Yan & Li, Honggang, 2011. "A consolidated model of self-fulfilling expectations and self-destroying expectations in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 77(3), pages 368-381, March.
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