Ergodic stationary states of Minority Games with S strategies per agent can be characterized in terms of the asymptotic probabilities 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 an alternative to the one recently employed by Shayeghi and Coolen for canonical batch Minority Games with arbitrary number of strategies. © IOP Publishing Ltd.
On the strategy frequency problem in batch Minority Games / De Martino, A.; Perez Castillo, I.; Sherrington, D.. - In: JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT. - ISSN 1742-5468. - 2007:1(2007), p. P01006. [10.1088/1742-5468/2007/01/P01006]
On the strategy frequency problem in batch Minority Games
De Martino A.;
2007
Abstract
Ergodic stationary states of Minority Games with S strategies per agent can be characterized in terms of the asymptotic probabilities 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 an alternative to the one recently employed by Shayeghi and Coolen for canonical batch Minority Games with arbitrary number of strategies. © IOP Publishing Ltd.File | Dimensione | Formato | |
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https://hdl.handle.net/11583/2976751