ISBN-10:
0198520808
ISBN-13:
9780198520801
Pub. Date:
03/17/2005
Publisher:
Oxford University Press
The Mathematical Theory of Minority Games: Statistical Mechanics of Interacting Agents

The Mathematical Theory of Minority Games: Statistical Mechanics of Interacting Agents

by A.C.C. Coolen, A. C. C. Coolen

Hardcover

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Product Details

ISBN-13: 9780198520801
Publisher: Oxford University Press
Publication date: 03/17/2005
Series: Oxford Finance Series
Pages: 338
Product dimensions: 9.40(w) x 6.70(h) x 1.00(d)

About the Author

King's College, London

Table of Contents

1. Introduction
2. Preparing the stage for statistical mechanics
3. Pseudo-equilibrium replica analysis
4. Dynamics of the batch MG with fake memory
5. Dynamics of the on-line MG with fake memory
6. The overall bid distribution
7. MG versions with new types of phase transitions
8. Dynamics of MGs with true market history
9. Variations and generalizations
10. Notes
Appendices
Simple mathematical conventions and tools
Integrals
Moments of random matrices
Expansion of bid sign recurrence probabilities
Combinatorics in history frequency moments
Details of numerical simulation experiments
References
Index

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