The Minority Game: a statistical physics perspective
Sherrington, David
Disordered Systems and Neural Networks
Statistical Mechanics
Physics and Society
Trading and Market Microstructure
Original · EN
A brief review is given of the minority game, an idealized model stimulated by a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to analytic results for the model rather than discussions of its relevance in real-world situations.
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