کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
979177 933327 2006 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Score-dependent payoffs and Minority Games
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Score-dependent payoffs and Minority Games
چکیده انگلیسی
Payoffs which depend on the scores of the strategies are introduced into the standard Minority Game (MG). The double-periodicity behavior of the standard model is consequently removed, and stylized facts arise, such as long-range volatility correlations and “fat-tails” of the probability distribution of the returns. Furthermore, the score-dependent payoffs could coexist with the inactive strategy in the grand canonical MG, and play an important role in the thermal MG.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 371, Issue 2, 15 November 2006, Pages 649-657
نویسندگان
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