Statistical Mechanics of Dilute Batch Minority Games with Random External Information

Details Statistical Mechanics of Dilute Batch Minority Games with Random External Information Statistical Mechanics of Dilute Batch Minority Games with Random External Information

2004-06-07

arxiv.org/abs/cond-mat/0406158v3

J. Stat. Mech. (2005) P01002

Physics

Condensed Matter

Disordered Systems and Neural Networks

22 pages, 6 figures, text modified, references updated and added, figure added, typos corrected

Scientific paper

10.1088/1742-5468/2005/01/P01002

We study the dynamics and statics of a dilute batch minority game with random external information. We focus on the case in which the number of connections per agent is infinite in the thermodynamic limit. The dynamical scenario of ergodicity breaking in this model is different from the phase transition in the standard minority game and is characterised by the onset of long-term memory at finite integrated response. We demonstrate that finite memory appears at the AT-line obtained from the corresponding replica calculation, and compare the behaviour of the dilute model with the minority game with market impact correction, which is known to exhibit similar features.

Affiliated with

Also associated with

No associations

Rating

Statistical Mechanics of Dilute Batch Minority Games with Random External Information does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Statistical Mechanics of Dilute Batch Minority Games with Random External Information, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Statistical Mechanics of Dilute Batch Minority Games with Random External Information will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-594405