{
  "annotation_id": "b734e6fa-e223-4c70-9c86-fd651a53d3f4",
  "date_created": "2026-03-02T18:01:07.086000Z",
  "date_modified": "2026-03-02T18:01:07.086000Z",
  "file_hash": "d2b212086aad6e963bcba559b4f40be84099c2e4d78a5392a8bdfdf573e99d31",
  "private": false,
  "record": {
    "abstract": "We study analytically and numerically Minority Games in which agents may\ninvest in different assets (or markets), considering both the canonical and the\ngrand-canonical versions. We find that the likelihood of agents trading in a\ngiven asset depends on the relative amount of information available in that\nmarket. More specifically, in the canonical game players play preferentially in\nthe stock with less information. The same holds in the grand canonical game\nwhen agents have positive incentives to trade, whereas when agents payoff are\nsolely related to their speculative ability they display a larger propensity to\ninvest in the information-rich asset. Furthermore, in this model one finds a\nglobally predictable phase with broken ergodicity.",
    "arxiv_id": "physics/0603152",
    "authors": [
      "Ginestra Bianconi",
      "Andrea De Martino",
      "Fernando F. Ferreira",
      "Matteo Marsili"
    ],
    "categories": [
      "physics.soc-ph",
      "cond-mat.dis-nn",
      "q-fin.TR"
    ],
    "title": "Multi-asset minority games",
    "url": "https://arxiv.org/abs/physics/0603152"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "ed48c374-0a74-4d96-b852-670c53f19f0b",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}