摘要翻译:
考虑了少数人博弈对多个市场的推广。在每一个时间步骤中,每个agent选择一个策略,并对与该策略相关的市场进行操作。如果支付函数允许效用的强烈波动,那么市场占有就会变得不均匀,首先发生波动的市场就会得到偏好。存在一个代理群体的临界规模,超过这个规模后,更大市场上的代理群体就会集体行动。在这个制度中,总有一个历史的决定,在一个更大的市场上,所有的代理人都对此作出相同的反应。
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英文标题:
《Multi-market minority game: breaking the symmetry of choice》
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作者:
Karol Wawrzyniak, Wojciech Wislicki
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最新提交年份:
2009
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Trading and Market Microstructure 交易与市场微观结构
分类描述:Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构,流动性,交易和拍卖设计,自动化交易,基于代理的建模和做市
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一级分类:Physics 物理学
二级分类:Disordered Systems and Neural Networks 无序系统与神经网络
分类描述:Glasses and spin glasses; properties of random, aperiodic and quasiperiodic systems; transport in disordered media; localization; phenomena mediated by defects and disorder; neural networks
眼镜和旋转眼镜;随机、非周期和准周期系统的性质;无序介质中的传输;本地化;由缺陷和无序介导的现象;神经网络
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一级分类:Physics 物理学
二级分类:High Energy Physics - Lattice 高能物理-晶格
分类描述:Lattice field theory. Phenomenology from lattice field theory. Algorithms for lattice field theory. Hardware for lattice field theory.
晶格场论。从晶格场论到现象学。格场论的算法。晶格场论硬件。
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一级分类:Physics 物理学
二级分类:Adaptation and Self-Organizing Systems 自适应和自组织系统
分类描述:Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应,自组织系统,统计物理,波动系统,随机过程,相互作用粒子系统,机器学习
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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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英文摘要:
Generalization of the minority game to more than one market is considered. At each time step every agent chooses one of its strategies and acts on the market related to this strategy. If the payoff function allows for strong fluctuation of utility then market occupancies become inhomogeneous with preference given to this market where the fluctuation occured first. There exists a critical size of agent population above which agents on bigger market behave collectively. In this regime there always exists a history of decisions for which all agents on a bigger market react identically.
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PDF链接:
https://arxiv.org/pdf/0809.3978