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**Harvard**

Perez-Diaz , A. (2015) *The Minority Game: evolution of strategy scores*. Göteborg : Chalmers University of Technology

** BibTeX **

@mastersthesis{

Perez-Diaz 2015,

author={Perez-Diaz , Alvaro},

title={The Minority Game: evolution of strategy scores},

abstract={Abstract
The Minority Game is an agent based model that simulates competition for a scarce
resource, situations in which two options are available to the agents at every time
step and the winner option is the minority one. It was originally developed as a
model for financial markets, although it has been applied in different fields, like
genetics and transportation problems (choose less frequented road, lane, etc). This
model has been studied in detail in the last fifteen years, with more than a thousand
papers published on the topic, covering a wide range of analytical techniques,
improvements and modifications, and in the recent years, large integration with different
market mechanisms that reproduce the stylized facts of real markets.
We will first explain the model in detail and state its most important features, such
as the existence of a phase transition that divides the game in two possible different
regimes. We are interested in the so-called dilute regime, and we will describe
in detail its particularities, which inspired our own work: it presents two different
kinds of agents with very different behaviours, all depending on the random initial
conditions. We will focus on the analysis of the strategy scores, which are the key
factor determining which category an agent lies in. We use a probability theory to
devise an analytical model for the so-called coin-toss limit inside this regime, and
a phenomenological model that explains the behaviour of the strategy scores in the
whole regime.
In the last chapter, we will introduce a similar game in which we constrain this
mentioned strategy scores, yielding simplified dynamics with similar outcomes: the
dynamics are trapped in typically small cycles in the state space, different cycles
being present and depending on the initial conditions of the game.},

publisher={Institutionen för teknisk fysik, Chalmers tekniska högskola},

place={Göteborg},

year={2015},

note={30},

}

** RefWorks **

RT Generic

SR Electronic

ID 220180

A1 Perez-Diaz , Alvaro

T1 The Minority Game: evolution of strategy scores

YR 2015

AB Abstract
The Minority Game is an agent based model that simulates competition for a scarce
resource, situations in which two options are available to the agents at every time
step and the winner option is the minority one. It was originally developed as a
model for financial markets, although it has been applied in different fields, like
genetics and transportation problems (choose less frequented road, lane, etc). This
model has been studied in detail in the last fifteen years, with more than a thousand
papers published on the topic, covering a wide range of analytical techniques,
improvements and modifications, and in the recent years, large integration with different
market mechanisms that reproduce the stylized facts of real markets.
We will first explain the model in detail and state its most important features, such
as the existence of a phase transition that divides the game in two possible different
regimes. We are interested in the so-called dilute regime, and we will describe
in detail its particularities, which inspired our own work: it presents two different
kinds of agents with very different behaviours, all depending on the random initial
conditions. We will focus on the analysis of the strategy scores, which are the key
factor determining which category an agent lies in. We use a probability theory to
devise an analytical model for the so-called coin-toss limit inside this regime, and
a phenomenological model that explains the behaviour of the strategy scores in the
whole regime.
In the last chapter, we will introduce a similar game in which we constrain this
mentioned strategy scores, yielding simplified dynamics with similar outcomes: the
dynamics are trapped in typically small cycles in the state space, different cycles
being present and depending on the initial conditions of the game.

PB Institutionen för teknisk fysik, Chalmers tekniska högskola,

LA eng

LK http://publications.lib.chalmers.se/records/fulltext/220180/220180.pdf

OL 30