154 citations · 1.2k across the 65 of their papers we have counts for
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cond-mat2000★ 127 cited
From market games to real-world markets
P. Jefferies, M. L. Hart, P. M. Hui +1
This paper uses the development of multi-agent market models to present a unified approach to the joint questions of how financial market movements may be simulated, predicted, and…
cond-mat2000★ 1 cited
Stochastic strategies in the Minority Game
M. Hart, P. Jefferies, N. F. Johnson +1
We show analytically how the fluctuations (i.e. standard deviation) in the Minority Game (MG) can decrease below the random coin-toss limit if the agents use more general, stochast…
cond-mat2000★ 9 cited
Crowd-anticrowd model of the Minority Game
M. Hart, P. Jefferies, N. F. Johnson +1
We provide a theoretical description of the Minority Game in terms of crowd effects. The size of the fluctuations arising in the game is controlled by the interplay between crowds…