Real payoffs and virtual trading in agent based market models
Real payoffs and virtual trading in agent based market models
复制标题
基于代理的市场模型中的真实收益和虚拟交易
DOI：
10.1016/j.physa.2004.07.004
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发表时间：
2003
影响因子：
3.3
通讯作者：
M. Marsili
中科院分区：
文献类型：
--
作者：
F. Ferreira;M. Marsili
$-Game是少数者游戏的一个扩展。在本文中，我们比较这个模型与众所周知的少数人博弈和多数人博弈模型。由于市场收益的跨期性质，我们引入了一个两步交易与单一和混合组的相互作用的交易者。当种群由两组不同的$-交易者组成时，他们表现出反模仿行为。然而，当他们与少数或多数玩家互动时，$-种群会模仿这些玩家的通常行为。最后，我们讨论了这些模型如何有助于澄清市场机制。
The $-Game was recently introduced as an extension of the Minority Game. In this paper we compare this model with the well know Minority Game and the Majority Game models. Due to the inter-temporal nature of the market payoff, we introduce a two step transaction with single and mixed group of interacting traders. When the population is composed of two different group of $-traders, they show an anti-imitative behavior. However, when they interact with minority or majority players the $-population imitates the usual behavior of these players. Finally we discuss how these models contribute to clarify the market mechanism.