Statistical physics of adaptive correlation of agents in a market
classification
❄️ cond-mat.stat-mech
cond-mat.dis-nnq-fin.ST
keywords
adaptiveagentsconcentratingcorrelationderivingdifferentialequationfundamental
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Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.
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