Statistical physics of adaptive correlation of agents in a market

David Sherrington, Juan P. Garrahan and Esteban Moro

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Abstract: Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.

Date: 2000-10
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:cond-mat/0010455

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