5 citations · 12 across the 13 of their papers we have counts for
4 papers · 1 filter
Using Artificial Market Models to Forecast Financial Time-Series
Nachi Gupta, Raphael Hauser, Neil F. Johnson
We discuss the theoretical machinery involved in predicting financial market movements using an artificial market model which has been trained on real financial data. This approach…
Decision Making, Strategy dynamics, and Crowd Formation in Agent-based models of Competing Populations
K. P. Chan, Pak Ming Hui, Neil F. Johnson
The Minority Game (MG) is a basic multi-agent model representing a simplified and binary form of the bar attendance model of Arthur. The model has an informationally efficient phas…
Transitions in collective response in multi-agent models of competing populations driven by resource level
Sonic H. Y. Chan, T. S. Lo, P. M. Hui +1
We aim to study the effects of controlling the resource level in agent-based models. We study, both numerical and analytically, a Binary-Agent-Resource (B-A-R) model in which a…
Many-Body Theory for Multi-Agent Complex Systems
Neil F. Johnson, David M. D. Smith, Pak Ming Hui
Multi-agent complex systems comprising populations of decision-making particles, have wide application across the biological, informational and social sciences. We uncover a formal…