dorsal/arxiv
View SchemaDynamical Minority Games in Futures Exchange Markets
| Authors | Seong-Min Yoon, Kyungsik Kim |
|---|---|
| Categories | |
| ArXiv ID | physics/0503016 |
| URL | https://arxiv.org/abs/physics/0503016 |
Abstract
We introduce the minority game theory for two kinds of the Korean treasury bond (KTB) in Korean futures exchange markets. Since we discuss numerically the standard deviation and the global efficiency for an arbitrary strategy, our case is found to be approximate to the majority game. Our result presented will be compared with numerical findings for the well-known minority and majority game models.
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"abstract": "We introduce the minority game theory for two kinds of the Korean treasury\nbond (KTB) in Korean futures exchange markets. Since we discuss numerically the\nstandard deviation and the global efficiency for an arbitrary strategy, our\ncase is found to be approximate to the majority game. Our result presented will\nbe compared with numerical findings for the well-known minority and majority\ngame models.",
"arxiv_id": "physics/0503016",
"authors": [
"Seong-Min Yoon",
"Kyungsik Kim"
],
"categories": [
"physics.soc-ph",
"q-fin.TR"
],
"title": "Dynamical Minority Games in Futures Exchange Markets",
"url": "https://arxiv.org/abs/physics/0503016"
},
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