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摘要翻译：
我们解决了当外部对整个市场出价的贡献不可忽略时，大型球形少数博弈(MG)的动力学问题。后者代表市场监管者的行动，或其他影响市场的重大自然或政治事件。与非球形的MGs不同，球形的MGs使人们可以导出显式形式的封闭的动力学序参量方程，并完全解析地计算出市场对此类事件的响应。我们着重于对平稳市场干预和振荡市场干预的反应的比较，并揭示了在过渡线和波动性方面的深刻和部分意想不到的差异。
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英文标题：
《Market response to external events and interventions in spherical
minority games》
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作者：
P. Papadopoulos and A. C. C. Coolen
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最新提交年份：
2008
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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：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：
We solve the dynamics of large spherical Minority Games (MG) in the presence of non-negligible time dependent external contributions to the overall market bid. The latter represent the actions of market regulators, or other major natural or political events that impact on the market. In contrast to non-spherical MGs, the spherical formulation allows one to derive closed dynamical order parameter equations in explicit form and work out the market's response to such events fully analytically. We focus on a comparison between the response to stationary versus oscillating market interventions, and reveal profound and partially unexpected differences in terms of transition lines and the volatility.
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PDF链接：
https://arxiv.org/pdf/0805.0746
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