127 citations · 483 across the 17 of their papers we have counts for
17 papers
Crowd-Anticrowd Theory of Multi-Agent Minority Games
Michael L. Hart, Neil F. Johnson
We present a formal treatment of the Crowd-Anticrowd theory of Minority Games played by a population of competing agents. This theory is built around a description of the crowding…
Managing catastrophic changes in a collective
David Lamper, Paul Jefferies, Michael Hart +1
We address the important practical issue of understanding, predicting and eventually controlling catastrophic endogenous changes in a collective. Such large internal changes arise…
An Investigation of Crash Avoidance in a Complex System
Michael L. Hart, David Lamper, Neil F. Johnson
Complex systems can exhibit unexpected large changes, e.g. a crash in a financial market. We examine the large endogenous changes arising within a non-trivial generalization of the…
Crash Avoidance in a Complex System
Michael L. Hart, David Lamper, Neil F. Johnson
Complex systems can exhibit unexpected large changes, e.g. a crash in a financial market. We examine the large endogenous changes arising within a non-trivial generalization of the…
Application of multi-agent games to the prediction of financial time-series
N. F. Johnson, D. Lamper, P. Jefferies +2
We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black…
Deterministic Dynamics in the Minority Game
P. Jefferies, M. L. Hart, N. F. Johnson
The Minority Game (MG) behaves as a stochastically perturbed deterministic system due to the coin-toss invoked to resolve tied strategies. Averaging over this stochasticity yields…