Statistical physics of adaptive correlation of agents in a market

Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.

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Year of publication:	2000-10
Authors:	Sherrington, David ; Garrahan, Juan P. ; Moro, Esteban
Institutions:	arXiv.org

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Extent:	application/pdf
Series:	Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005099078