Minority games with heterogeneous timescales

Giancarlo Mosetti, Damien Challet and Yi-Cheng Zhang

Physica A: Statistical Mechanics and its Applications, 2006, vol. 365, issue 2, 529-542

Abstract: Minority games where groups of agents remember, react or incorporate information with different timescales are investigated. We support our findings by analytical arguments whenever possible.

Keywords: Financial markets; Competition; Minority game; Timescales; Exact results (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:365:y:2006:i:2:p:529-542

DOI: 10.1016/j.physa.2005.09.069

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