HAMMING DISTANCE AND HISTORY DISTRIBUTION IN THE MINORITY GAME

R. D'Hulst () and G. J. Rodgers ()
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R. D'Hulst: Department of Mathematical Sciences, Brunel University, Uxbridge, Middlesex, UB8 3PH, UK
G. J. Rodgers: Department of Mathematical Sciences, Brunel University, Uxbridge, Middlesex, UB8 3PH, UK

International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 461-461

Abstract: We investigate the Minority Game, a toy model for agents buying and selling a commodity. The dynamics of the model are decomposed into two processes, firstly, an agent's choice of active strategy, secondly, the interaction between agents while they play. The latter is suitably described by the Hamming distance between strategies. Here, we argue that the first process is described by the history distribution.

Keywords: Market; minority game; probability; adaptation (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1142/S0219024900000383

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