Minority Games
Damien (, Mathematical Institute, University of Oxford) Challet, Matteo (, ICTP, Trieste, Italy) Marsili, Yi-Cheng (, Department de Physique, Universite de Fribourg, Switzerland) Zhang
Oxford University Press, 2004
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The Minority Game, invented in the late 1990s, makes it possible to understand stock market fluctuations in terms of information ecology between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow.
- ISBN-13
- 9780198566403
- ISBN-10
- 0198566409
- Publisher
- Oxford University Press
- Year
- 2004
- Publication date
- 2004-11-04
- Pages
- 360
- Dimensions
- 249x174x27
- Weight
- 748