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Multi-asset minority games

Author

Listed:
  • G. Bianconi
  • A. De Martino
  • F. F. Ferreira
  • M. Marsili

Abstract

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Suggested Citation

  • G. Bianconi & A. De Martino & F. F. Ferreira & M. Marsili, 2008. "Multi-asset minority games," Quantitative Finance, Taylor & Francis Journals, vol. 8(3), pages 225-231.
    • Handle: RePEc:taf:quantf:v:8:y:2008:i:3:p:225-231
    DOI: 10.1080/14697680701253039
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    Cited by:

    1. Li-Xin Zhong & Wen-Juan Xu & Ping Huang & Chen-Yang Zhong & Tian Qiu, 2013. "Self-organization and phase transition in financial markets with multiple choices," Papers 1312.0690, arXiv.org, revised Jun 2014.
    2. Ming-Yuan Yang & Sai-Ping Li & Li-Xin Zhong & Fei Ren, 2018. "Modelling stock correlations with expected returns from investors," Papers 1803.02019, arXiv.org, revised Mar 2018.
    3. Park, Daehyeon & Ryu, Doojin & Webb, Robert I., 2024. "Fear of missing out and market stability: A networked minority game approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 634(C).

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