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Minority Games

Auteur: Challet, Damien (Mathematical Institute, University of Oxford)
Editeur: Oxford University Press
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.
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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.
ISBN / EAN 9780199686698
Auteur Challet, Damien (Mathematical Institute, University of Oxford)
Editeur Oxford University Press