Generating functional analysis of minority games with inner product strategy definitions

Details Generating functional analysis of minority games with inner product strategy definitions Generating functional analysis of minority games with inner product strategy definitions

2007-12-02

arxiv.org/abs/0712.0153v1

Physics

Physics and Society

30 pages, 12 figures (some lower resolution to enable submission, originals available upon request), submitted to Journal of P

Scientific paper

10.1088/1751-8113/41/32/324005

We use generating functional methods to solve the so-called inner product versions of the minority game (MG), with fake and/or real market histories, by generalizing the theory developed recently for look-up table MGs with real histories. The phase diagrams of the lookup table and inner product MG versions are generally found to be identical, with the exception of inner product MGs where histories are sampled linearly, which are found to be structurally critical. However, we encounter interesting differences both in the theory (where the role of the history frequency distribution in lookup table MGs is taken over by the eigenvalue spectrum of a history covariance matrix in inner product MGs) and in the static and dynamic phenomenology of the models. Our theoretical predictions are supported by numerical simulations.

Affiliated with

Also associated with

No associations

Rating

Generating functional analysis of minority games with inner product strategy definitions 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 Generating functional analysis of minority games with inner product strategy definitions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Generating functional analysis of minority games with inner product strategy definitions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-469439