Minority Games Interacting Agents in Financial Markets |
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| Author:
| Challet, Damien
Marsili, Matteo
Zhang, Yi-Cheng |
| Series title: | Oxford Finance Ser. |
| ISBN: | 978-0-19-856640-3 |
| Publication Date: | Jan 2005 |
| Publisher: | Oxford University Press, Incorporated
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| Book Format: | Hardback |
| List Price: | USD $170.00 |
Book Description:
|
The Minority Game, invented in the late 1990s, makes it possible to understand stock market fluctuations in terms of information ecology between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow.
The Minority Game, invented in the late 1990s, makes it possible to understand stock market fluctuations in terms of information ecology between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow.