The evolution of strategy scores in the Grand Canonical Minority Game
[Examensarbete på avancerad nivå]
Understanding nancial markets has always been a subject of interest for economists as well as physicists and mathematicians. In recent years there has been a lot of interest in agent-based models as a tool to understand market dynamics. Grand Canonical Minority Game (GCMG), a development of the Minority Game proposed in 1997, is an agent-based model where the agents, based on assigned strategies, choose one of two sides with the aim of choosing the minority side with the additional option to not participate (as opposed to the basic Minority Game). Such models have shown promise in regards to produc
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