Minority games with finite score memory (Articolo in rivista)

Type
Label
  • Minority games with finite score memory (Articolo in rivista) (literal)
Anno
  • 2006-01-01T00:00:00+01:00 (literal)
Alternative label
  • Challet, D; De Martino, A; Marsili, M; Castillo, IP (2006)
    Minority games with finite score memory
    in Journal of statistical mechanics
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Challet, D; De Martino, A; Marsili, M; Castillo, IP (literal)
Rivista
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Univ Oxford, Inst Math, Nomura Ctr Quatitat Finance, Oxford OX1 3LB, England; Univ Roma La Sapienza, CNR, ISC, INFM,SMC, I-00185 Rome, Italy; Univ Roma La Sapienza, Dipartimento Fis, ISC, INFM,SMC, I-00185 Rome, Italy; Abdus Salam Int Ctr Theoret Phys, I-34100 Trieste, Italy; Katholieke Univ Leuven, Inst Theoret Fys, B-3001 Louvain, Belgium; Univ Oxford, Rudolf Peierls Ctr Theoret Phys, Oxford OX1 3NP, England (literal)
Titolo
  • Minority games with finite score memory (literal)
Abstract
  • We analyse grand canonical minority games with infinite and finite score memory and different updating timescales ( from 'on-line' games to 'batch' games) with various complementary methods, both analytical ( when possible) and numerical. We focus on the emergence of 'stylized facts' and on the production of exploitable information, as well as on the dynamic behaviour of the models. We find that no agent with finite score memory can be frozen in the steady state. As a consequence, traditional analytical tools do not allow for a complete characterization of the steady state and one must resort to Monte Carlo techniques for more insight. (literal)
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