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On the strategy frequency problem in batch Minority Games

Articolo
Data di Pubblicazione:
2007
Abstract:
Ergodic stationary states of Minority Games with S strategies per agent can be characterized in terms of the asymptotic probabilities fa with which an agent uses a of his strategies. We propose here a simple and general method to calculate these quantities in batch canonical and grand-canonical models. Known analytic theories are easily recovered as limiting cases and, as a further application, the strategy frequency problem for the batch grand-canonical Minority Game with S = 2 is solved. The generalization of these ideas to multi-asset models is also presented. Though similarly based on response function techniques, our approach is an alternative to the one recently employed by Shayeghi and Coolen for canonical batch Minority Games with arbitrary number of strategies.
Tipologia CRIS:
01.01 Articolo in rivista
Keywords:
SYSTEMS
Elenco autori:
DE MARTINO, Andrea
Autori di Ateneo:
DE MARTINO ANDREA
Link alla scheda completa:
https://iris.cnr.it/handle/20.500.14243/126497
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