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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…