dorsal/arxiv
View SchemaOn the strategy frequency problem in batch Minority Games
| Authors | A. De Martino, I. Perez Castillo, D. Sherrington |
|---|---|
| Categories | |
| ArXiv ID | physics/0611188 |
| URL | https://arxiv.org/abs/physics/0611188 |
| DOI | 10.1088/1742-5468/2007/01/P01006 |
Abstract
Ergodic stationary states of Minority Games with S strategies per agent can be characterised in terms of the asymptotic probabilities $\phi_a$ with which an agent uses $a$ of his strategies. We propose here a simple and general method to calculate these quantities in batch canonical and grand-canonical models. Known analytic theories are easily recovered as limiting cases and, as a further application, the strategy frequency problem for the batch grand-canonical Minority Game with S=2 is solved. The generalization of these ideas to multi-asset models is also presented. Though similarly based on response function techniques, our approach is alternative to the one recently employed by Shayeghi and Coolen for canonical batch Minority Games with arbitrary number of strategies.
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"abstract": "Ergodic stationary states of Minority Games with S strategies per agent can\nbe characterised in terms of the asymptotic probabilities $\\phi_a$ with which\nan agent uses $a$ of his strategies. We propose here a simple and general\nmethod to calculate these quantities in batch canonical and grand-canonical\nmodels. Known analytic theories are easily recovered as limiting cases and, as\na further application, the strategy frequency problem for the batch\ngrand-canonical Minority Game with S=2 is solved. The generalization of these\nideas to multi-asset models is also presented. Though similarly based on\nresponse function techniques, our approach is alternative to the one recently\nemployed by Shayeghi and Coolen for canonical batch Minority Games with\narbitrary number of strategies.",
"arxiv_id": "physics/0611188",
"authors": [
"A. De Martino",
"I. Perez Castillo",
"D. Sherrington"
],
"categories": [
"physics.soc-ph",
"cond-mat.dis-nn"
],
"doi": "10.1088/1742-5468/2007/01/P01006",
"title": "On the strategy frequency problem in batch Minority Games",
"url": "https://arxiv.org/abs/physics/0611188"
},
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