Stylized facts in minority games with memory: a new challenge

Details Stylized facts in minority games with memory: a new challenge Stylized facts in minority games with memory: a new challenge

2004-01-30

arxiv.org/abs/cond-mat/0401628v1

Physics

Condensed Matter

Statistical Mechanics

8 pages, 6 figures, contribution to the proceedings of Frontier Science 2003, Pavia (Italy)

Scientific paper

10.1016/j.physa.2004.02.036

A finite memory is introduced in the score dynamics of Minority Games. As
expected, this removes the dependence of the stationary state on the initial
conditions. However, it also causes an unexpected increase of fluctuations in
grand-canonical models for very large times. Current analytical methods are
inadequate to solve this simple and natural extension.

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