4 citations · 4 across the 1 of their papers we have counts for
3 papers
physics.soc-ph2006★ 4 cited
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…
physics.soc-ph2005
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…
cond-mat.stat-mech2003
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…