41 citations · 65 across the 4 of their papers we have counts for
4 papers
Structure-preserving desynchronization of minority games
Giancarlo Mosetti, Damien Challet, Sorin Solomon
Perfect synchronicity in -player games is a useful theoretical dream, but communication delays are inevitable and may result in asynchronous interactions. Some systems such as f…
Anomalous fluctuations in Minority Games and related multi-agent models of financial markets
Tobias Galla, Giancarlo Mosetti, Yi-Cheng Zhang
We review the recent approaches to modelling financial markets based on multi-agent systems. After a brief summary of the basic stylised facts observed in real-market time-series w…
Minority Games with heterogeneous timescales
Giancarlo Mosetti, Damien Challet, Yi-Cheng Zhang
Minority games where groups of agents remember, react or incorporate information with different timescales are investigated. We study how their respective gains depend on their tim…
Statistical mechanics of the mixed majority-minority game with random external information
A. De Martino, I. Giardina, G. Mosetti
We study the asymptotic macroscopic properties of the mixed majority-minority game, modeling a population in which two types of heterogeneous adaptive agents, namely ``fundamentali…