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Modeling market mechanism with minority game

Citations

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Cited by:

  1. Helbing, Dirk & Kern, Daniel, 2000. "Non-equilibrium price theories," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(1), pages 259-268.
  2. Giorgio Fagiolo & Marco Valente, 2005. "Minority Games, Local Interactions, and Endogenous Networks," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 41-57, February.
  3. Challet, Damien, 2008. "Inter-pattern speculation: Beyond minority, majority and $-games," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 85-100, January.
  4. 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.
  5. 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.
  6. Groot, Robert D., 2005. "Lévy distribution and long correlation times in supermarket sales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 501-514.
  7. repec:wsi:acsxxx:v:04:y:2001:i:01:n:s0219525901000024 is not listed on IDEAS
  8. Tilles, Paulo F.C. & Ferreira, Fernando F. & Francisco, Gerson & Pereira, Carlos de B. & Sarti, Flavia M., 2011. "A Markovian model market—Akerlof’s lemons and the asymmetry of information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(13), pages 2562-2570.
  9. Sato, Aki-Hiro, 2007. "Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 258-270.
  10. Paolo Laureti & Peter Ruch & Joseph Wakeling & Yi-Cheng Zhang, 2004. "The Interactive Minority Game: a Web based investigation of human market interactions," Experimental 0402004, University Library of Munich, Germany.
  11. Laureti, Paolo & Ruch, Peter & Wakeling, Joseph & Zhang, Yi-Cheng, 2004. "The Interactive Minority Game: a Web-based investigation of human market interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 331(3), pages 651-659.
  12. Tiago Colliri & Fernando F. Ferreira, 2012. "Stock prices assessment: proposal of a new index based on volume weighted historical prices through the use of computer modeling," Papers 1206.5224, arXiv.org, revised Sep 2012.
  13. Xin, C. & Yang, G. & Huang, J.P., 2017. "Ising game: Nonequilibrium steady states of resource-allocation systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 666-673.
  14. Płatkowski, Tadeusz & Ramsza, Michał, 2003. "Playing minority game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 726-734.
  15. Linde, Jona & Sonnemans, Joep & Tuinstra, Jan, 2014. "Strategies and evolution in the minority game: A multi-round strategy experiment," Games and Economic Behavior, Elsevier, vol. 86(C), pages 77-95.
  16. 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.
  17. Matteo Marsili & Damien Challet, 2001. "Trading Behavior And Excess Volatility In Toy Markets," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 3-17.
  18. Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yong-Jie Zhang & Wei Chen & Wei-Xing Zhou, 2017. "An empirical behavioural order-driven model with price limit rules," Papers 1704.04354, arXiv.org.
  19. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
  20. Marsili, Matteo & Challet, Damien & Zecchina, Riccardo, 2000. "Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 280(3), pages 522-553.
  21. 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.
  22. Andreas Krause, 2009. "Evaluating the performance of adapting trading strategies with different memory lengths," Papers 0901.0447, arXiv.org.
  23. Ming-Yuan Yang & Sai-Ping Li & Li-Xin Zhong & Fei Ren, 2018. "Modelling stock correlations with expected returns from investors," Papers 1803.02019, arXiv.org, revised Mar 2018.
  24. 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.
  25. Maslov, Sergei & Mills, Mark, 2001. "Price fluctuations from the order book perspective—empirical facts and a simple model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 234-246.
  26. R. D. Groot, 2004. "Levy distribution and long correlation times in supermarket sales," Papers cond-mat/0412163, arXiv.org.
  27. Drabik Ewa, 2011. "Classical and Quantum Physics in Selected Economic Models," Foundations of Management, Sciendo, vol. 3(1), pages 7-20, January.
  28. Drabik Ewa, 2012. "On Certain Analogies Between the Laws of Quantum Mechanics and Rules of an English Auction," Folia Oeconomica Stetinensia, Sciendo, vol. 10(2), pages 19-34, January.
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