Qunatifying Complexity in the Minority Game

Details Qunatifying Complexity in the Minority Game Qunatifying Complexity in the Minority Game

2003-06-24

arxiv.org/abs/cond-mat/0306612v1

Physica A, vol 325, issues 1-2, (2003) 40-47

Physics

Condensed Matter

Disordered Systems and Neural Networks

8 pages, 4 figures

Scientific paper

10.1016/S0378-4371(03)00181-X

A Lempel-Ziv complexity measure is introduced into the theory of a Minority Game (MG) in order to capture some features that volatility, one of the central quantities in this model of interacting agents, is not able to. Extracted solely from the binary string of outcomes of the game complexity offers new and valuable information on collective behavior of players. Also, we show that an expression for volatility may be included in the analytical expression for complexity.

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