Minority Games: Interacting agents in financial markets
Minority Games: Interacting agents in financial markets
复制标题
DOI：
--
复制
发表时间：
2014-01
期刊：
影响因子：
--
通讯作者：
D. Challet;M. Marsili;Yi-Cheng Zhang
中科院分区：
文献类型：
--
作者：
D. Challet;M. Marsili;Yi-Cheng Zhang
少数者博弈是物理学家试图通过交易者之间的互动来解释市场行为的尝试。通过最少的成分和严格的假设，该模型再现了不同类型交易者之间的市场生态。其重点是投机交易和信息流动。这本书首先描述了1997年少数民族游戏概念背后的哲学，特别是关于El Farol酒吧问题的讨论。然后回顾了后来发展的主要步骤，包括理论及其在市场现象中的应用。《少数派游戏》生动、程式化，但也真实地描绘了金融市场的运作方式。
The Minority Game is a physicist's attempt to explain market behaviour by the interaction 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. The book first describes the philosophy lying behind the conception of the Minority Game in 1997, and includes in particular a discussion about the El Farol bar problem. It then reviews the main steps in later developments, including both the theory and its applications to market phenomena. 'Minority Games' gives a colourful and stylized, but also realistic picture of how financial markets operate.