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Intelligent minority game with genetic crossover strategies

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  • M. Sysi-Aho
  • A. Chakraborti
  • K. Kaski

Abstract

We have developed a novel game theoretical model of N interacting agents playing a minority game such that they change their strategies intelligently or adaptively depending on their temporal performances. The strategy changes are done by generating new strategies through one-point genetic crossover mechanism. The performances of agents are found to change dramatically (from losing to winning or otherwise) and the game moves rapidly to an efficient state, in which fluctuations in the number of agents performing a particular action, characterized by the variance $\sigma^2$ , reaches a low value. Copyright Springer-Verlag Berlin/Heidelberg 2003

Suggested Citation

  • M. Sysi-Aho & A. Chakraborti & K. Kaski, 2003. "Intelligent minority game with genetic crossover strategies," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 34(3), pages 373-377, August.
    • Handle: RePEc:spr:eurphb:v:34:y:2003:i:3:p:373-377
    DOI: 10.1140/epjb/e2003-00234-0
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    References listed on IDEAS

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    1. Jean-Philippe Bouchaud, 1998. "Elements for a theory of financial risks," Science & Finance (CFM) working paper archive 500042, Science & Finance, Capital Fund Management.
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    Cited by:

    1. Bryce Morsky & Fuwei Zhuang & Zuojun Zhou, 2023. "Social and individual learning in the Minority Game," Papers 2307.11846, arXiv.org, revised Mar 2024.
    2. Kiran Sharma & Anamika & Anindya S. Chakrabarti & Anirban Chakraborti & Sujoy Chakravarty, 2017. "The Saga of KPR: Theoretical and Experimental developments," Papers 1712.06358, arXiv.org.

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