Literature DB >> 11088971

Theory of the evolutionary minority game

.   

Abstract

We present a theory describing a recently introduced model of an evolving, adaptive system in which agents compete to be in the minority. The agents themselves are able to evolve their strategies over time in an attempt to improve their performance. The theory explicitly demonstrates the self-interaction, or market impact, that agents in such systems experience.

Year:  2000        PMID: 11088971     DOI: 10.1103/physreve.62.4393

Source DB:  PubMed          Journal:  Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics        ISSN: 1063-651X


  2 in total

1.  Emergent dynamics of extremes in a population driven by common information sources and new social media algorithms.

Authors:  N F Johnson; P Manrique; M Zheng; Z Cao; J Botero; S Huang; N Aden; C Song; J Leady; N Velasquez; E M Restrepo
Journal:  Sci Rep       Date:  2019-08-15       Impact factor: 4.379

2.  Market impact shapes competitive advantage of investment strategies in financial markets.

Authors:  Wen-Juan Xu; Li-Xin Zhong
Journal:  PLoS One       Date:  2022-02-03       Impact factor: 3.240

  2 in total

北京卡尤迪生物科技股份有限公司 © 2022-2023.