70 citations · 348 across the 9 of their papers we have counts for
9 papers
Theory of enhanced performance emerging in a sparsely-connected competitive population
T. S. Lo, K. P Chan, P. M. Hui +1
We provide an analytic theory to explain Anghel et al.'s recent numerical finding whereby a maximum in the global performance emerges for a sparsely-connected competitive populatio…
Theory of Networked Minority Games based on Strategy Pattern Dynamics
T. S. Lo, H. Y. Chan, P. M. Hui +1
We formulate a theory of agent-based models in which agents compete to be in a winning group. The agents may be part of a network or not, and the winning group may be a minority gr…
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…
Crowd-Anticrowd Theory of Multi-Agent Market Games
M. Hart, P. Jefferies, P. M. Hui +1
We present a dynamical theory of a multi-agent market game, the so-called Minority Game (MG), based on crowds and anticrowds. The time-averaged version of the dynamical equations p…
Evolutionary minority game with heterogeneous strategy distribution
T. S. Lo, S. W. Lim, P. M. Hui +1
We present detailed numerical results for a modified form of the so-called Minority Game, which provides a simplified model of a competitive market. Each agent has a limited set of…