Physics – Condensed Matter
Scientific paper
2000-05-02
J. Phys. A: Math. Gen. 33, L409-414 (2000)
Physics
Condensed Matter
Revtex file + 3 figures
Scientific paper
10.1088/0305-4470/33/43/101
We present a quantitative theory, based on crowd effects, for the market volatility in a Minority Game played by a mixed population. Below a critical concentration of generalized strategy players, we find that the volatility in the crowded regime remains above the random coin-toss value regardless of the "temperature" controlling strategy use. Our theory yields good agreement with numerical simulations.
Hart Matthew
Hui Pak Ming
Jefferies Paul
Johnson Neil F.
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