Dynamics of the Time Horizon Minority Game

Details Dynamics of the Time Horizon Minority Game Dynamics of the Time Horizon Minority Game

2001-02-21

arxiv.org/abs/cond-mat/0102384v1

Physics

Condensed Matter

Disordered Systems and Neural Networks

Latex file, 11 pages, 6 figures

Scientific paper

10.1016/S0378-4371(02)00804-X

We present exact analytic results for a new version of the Minority Game (MG) in which strategy performance is recorded over a finite time horizon. The dynamics of this Time Horizon Minority Game (THMG) exhibit many distinct features from the MG and depend strongly on whether the participants are fed real, or random, history strings. The THMG equations are equivalent to a Markov Chain, and yield exact analytic results for the volatility given a specific realization for the quenched strategy disorder.

Affiliated with

Also associated with

No associations

Rating

Dynamics of the Time Horizon Minority Game 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 Dynamics of the Time Horizon Minority Game, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Dynamics of the Time Horizon Minority Game will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-520062