Continuous time dynamics of the thermal minority game
We study the continuous time dynamics of the thermal minority game. We find that the dynamical equations of the model reduce to a set of stochastic differential equations for an interacting disordered system with nontrivial random diffusion. This is the simplest microscopic description which account...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2000
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