127 citations · 447 across the 13 of their papers we have counts for
13 papers
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…
Designing agent-based market models
Paul Jefferies, Neil F. Johnson
In light of the growing interest in agent-based market models, we bring together several earlier works in which we considered the topic of self-consistent market modelling. Buildin…
Anatomy of extreme events in a complex adaptive system
Paul Jefferies, David Lamper, Neil F. Johnson
We provide an analytic, microscopic analysis of extreme events in an adaptive population comprising competing agents (e.g. species, cells, traders, data-packets). Such large change…
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…
Dynamics of the Time Horizon Minority Game
Michael L. Hart, Paul Jefferies, Neil F. Johnson
We present exact analytic results for a new version of the Minority Game (MG) in which strategy performance is recorded over a finite time horizon. The dynamics of this Time Horizo…