D. Challet and M. Marsili. Phase transition and symmetry breaking in the minority game. Phys. Rev. E, 60:R6271, 1999. Home/Search Document Not in Database Summary Related Articles Check |
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Resource Allocation Games with Changing Resource Capacities - Galstyan, Kolar, Lerman (2002) (Correct)
....out that the dynamics of the game remains mostly unchanged if one replaces the string with the actual histories with a random one [4] provided that all the agents act on the same signal. Analytical studies based on this simplification has revealed many interesting properties of the minority model[5, 16]. 3. MINORITY GAMES WITH CHANGING CAPACITY ON NETWORKS In a previous study [11] we demonstrated that if one introduces time dependent capacities to the MG model defined in the previous section, the system does not adapt well. We also showed that one can achieve adaptation if instead of the ....
D. Challet and M. Marsili. Phase transition and symmetry breaking in the minority game. Phys. Rev. E, 60:R6271, 1999.
Correlated Adaptation of Agents in a Simple Market: A.. - Garrahan, Moro.. (Correct)
....and reaches a minimum at a critical value of the memory m c ; it then starts to grow monotonically with m, asymptotically approaching the random value from below. This non trivial behaviour of the fluctuations was interpreted as an indication of a cooperative phase transition in the system [9, 10] (see, e.g. 11] for a introduction to phase transitions) Simulations also showed [9] that the relevant scaling variable was the reduced dimension of the space of strategies d = 2 m =N , and that the volatility scaled with the number of agents as p N . A second interesting observation was ....
....point differences dp = Gammar s H dt M Delta dW; 8) where W(t) is an N dimensional Wiener process, and the volatility is given by oe 2 = 2hHi P i J ii Gamma P i J ii hs 2 i i. y This expression was first obtained, by a different procedure and with a different interpretation, in [10]. Correlation of agents in a simple market: a statistical physics perspective 10 A detailed interpretatin of H is given in the next section, but briefly eq. 8) is suggestive of it as controlling energy with the motion of p given by its derivative. However we note that for a natural analogue of ....
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D. Challet and M. Marsili 1999 Phase transition and symmetry breaking in the minority game, Phys. Rev. E 60, R6271.
Toy Models of Markets With Heterogeneous Interacting Agents - Marsili (2001) (1 citation) Self-citation (Marsili) (Correct)
....insight which agent based models o er The simplicity of the models allows one to give clear and detailed answers to most of these as well as to other questions. In particular recent research has shown that 1. markets typically become more and more ecient as the number of participants increases [7,8]. Many di erent sources of heterogeneity are possible: beliefs, expectations, asymmetric information, past experience, di erences in agent s environment and capabilities, etc. 2. The assumption of price taking behavior is not at all an innocent one. One may naively expect that, when the number ....
.... , which implies that is much larger than in the previous case. Note that in both cases hAi = 0, but global eciency is very di erent The transition from a state where N to a state with is generic in the minority game, and it has been been discussed by several authors [24,35,7,36]. For = 0, the asymptotic state of the dynamics depends on the initial conditions. Indeed the above argument generalizes by observing that i (t) i (0) does not depend on i. Hence the initial heterogeneity across agents is preserved by the dynamics and the asymptotic state will depend on ....
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Challet D. and Marsili M. (1999) Phase Transition and Symmetry Breaking in the Minority Game. Phys. Rev. E 60, 6271
Resource Allocation in the Grid Using Reinforcement Learning - Aram Galstyan Karl (2004) (4 citations) (Correct)
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D. Challet and M. Marsili. Phase transition and symmetry breaking in the minority game. Phys. Rev. E, 60:R6271, 1999.
Resource Allocation in the Grid Using Reinforcement Learning - Galstyan, Czajkowski.. (2004) (4 citations) (Correct)
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D. Challet and M. Marsili. Phase transition and symmetry breaking in the minority game. Phys. Rev. E, 60:R6271, 1999.
Minority Games and Distributed Coordination in.. - Galstyan, Lerman (2002) (Correct)
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D. Challet, M. Marsili, "Phase Transition and Symmetry Breaking in the Minority Game", Phys. Rev. E , R6271 (1999)
Adaptive Learning and Emergent Coordination in Minority.. - Bottazzi, Devetag, Dosi.. (2001) (Correct)
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Challet, D. and M. Marsili, (1999), Phase Transition and Symmetry Breaking in the Minority Game, Phys. Rev. E, vol. 60
Learning and Emergent Coordination in Speculative.. - Bottazzi, Devetag, Dosi (1999) (Correct)
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Challet, D. and M. Marsili, (1999), \Phase Transition and Symmetry Breaking in the Minority Game", preprint cond-mat/9904071.
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