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Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
Financial Markets Majority Minority Games Genetic Algorithms
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2010/10/18
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial...
Phenomenology of minority games in efficient regime
Minority game adaptive system Markov process de Bruijn graph
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2010/11/1
We present a comprehensive study of utility function of the minority game in its efficient
regime. We develop an effective description of state of the game. For the payoff function
g(x) = sgn(x) we ...