41 citations · 65 across the 4 of their papers we have counts for
3 papers · 1 filter
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…