English, Article edition: MULTIMARKET MINORITY GAME TADEUSZ PÅATKOWSKI; MICHAÅ RAMSZA

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Bookmark: http://trove.nla.gov.au/version/133949
Physical Description
  • article
Language
  • English

Edition details

Title
  • MULTIMARKET MINORITY GAME
Author
  • TADEUSZ PÅATKOWSKI
  • MICHAÅ RAMSZA
Physical Description
  • article
Notes
  • We consider a system of heterogeneous agents playing the Minority Game on two markets. At each time step, each agent plays on one of the markets only. The agents can change the market according to some switching scheme. Various switching schemes are investigated: those that depend on the performance of the agents on each of the markets, and those that determine the actual market as a function of the number of games lost on the markets. We discuss the influence of the chosen switching scheme on the overall performance of the system of agents. In particular, we study both aggregate attendance (price returns) and volatilities for various schemes of the market choice.
  • Minority game, heterogeneous agents, local markets, switching schemes
  • RePEc:wsi:acsxxx:v:08:y:2005:i:01:p:65-74
Language
  • English
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