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  • Search: person:"Heimel, J. A. F."
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Econophysics 1 Minority game 1 Statistical physics 1
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Free 4 Undetermined 1
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Book / Working Paper 4 Article 1
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Undetermined 4 English 1
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Heimel, J. A. F. 3 Coolen, A. C. C. 2 Sherrington, D. 2 Coolen, A C C 1 Coolen, A.C.C. 1 Heimel, J A F 1 Heimel, J.A.F. 1 Martino, A. De 1
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arXiv.org 4
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Papers / arXiv.org 4 Physica A: Statistical Mechanics and its Applications 1
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RePEc 5
Showing 1 - 5 of 5
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Dynamics of the Batch Minority Game with Inhomogeneous Decision Noise
Coolen, A. C. C.; Heimel, J. A. F.; Sherrington, D. - arXiv.org - 2001
We study the dynamics of a version of the batch minority game, with random external information and with different types of inhomogeneous decision noise (additive and multiplicative), using generating functional techniques \`{a} la De Dominicis. The control parameters in this model are the ratio...
Persistent link: https://www.econbiz.de/10005098689
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Broken ergodicity and memory in the minority game
Heimel, J. A. F.; Martino, A. De - arXiv.org - 2001
We study the dynamics of the `batch' minority game with market-impact correction using generating functional techniques to carry out the quenched disorder average. We find that the assumption of weak long-term memory, which one usually makes in order to calculate ergodic stationary states,...
Persistent link: https://www.econbiz.de/10005098852
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Dynamical Solution of the On-Line Minority Game
Coolen, A C C; Heimel, J A F - arXiv.org - 2001
We solve the dynamics of the on-line minority game, with general types of decision noise, using generating functional techniques a la De Dominicis and the temporal regularization procedure of Bedeaux et al. The result is a macroscopic dynamical theory in the form of closed equations for...
Persistent link: https://www.econbiz.de/10005083517
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Generating Functional Analysis of the Dynamics of the Batch Minority Game with Random External Information
Heimel, J. A. F.; Coolen, A. C. C. - arXiv.org - 2000
We study the dynamics of the batch minority game, with random external information, using generating functional techniques a la De Dominicis. The relevant control parameter in this model is the ratio $\alpha=p/N$ of the number $p$ of possible values for the external information over the number...
Persistent link: https://www.econbiz.de/10005099311
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Stochastic decision-making in the minority game
Sherrington, D.; Coolen, A.C.C.; Heimel, J.A.F. - In: Physica A: Statistical Mechanics and its Applications 314 (2002) 1, pp. 83-91
A discussion is presented of the effects of stochasticity in the decision-making of agents in the minority game. Both simulational and analytic results are reported and discussed for both additive and multiplicative noise. As a function of the ratio d of information dimension to number of agents...
Persistent link: https://www.econbiz.de/10010590545
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