Stylized facts in minority games with memory: a new challenge

@article{citeulike:768354, abstract = {A finite memory is introduced in the score dynamics of Minority Games. As expected, this removes the dependence of the stationary state on the initial conditions. However, it also causes an unexpected increase of fluctuations in grand-canonical models for very large times. Current analytical methods are inadequate to solve this simple and natural extension.}, author = {Challet, Damien and Marsili, Matteo and De Martino, Andrea }, booktitle = {Proceedings of the conference A Nonlinear World: the Real World, 2nd International Conference on Frontier Science}, citeulike-article-id = {768354}, doi = {http://dx.doi.org/10.1016/j.physa.2004.02.036}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {challet, marsili, minority-game}, month = {July}, number = {1-2}, pages = {143--150}, posted-at = {2006-07-21 17:20:53}, priority = {2}, title = {Stylized facts in minority games with memory: a new challenge}, url = {http://dx.doi.org/10.1016/j.physa.2004.02.036}, volume = {338}, year = {2004} }

TY - JOUR ID - citeulike:768354 L3 - citeulike-article-id:768354 N2 - A finite memory is introduced in the score dynamics of Minority Games. As expected, this removes the dependence of the stationary state on the initial conditions. However, it also causes an unexpected increase of fluctuations in grand-canonical models for very large times. Current analytical methods are inadequate to solve this simple and natural extension. IS - 1-2 JF - Physica A: Statistical Mechanics and its Applications EP - 150 TI - Stylized facts in minority games with memory: a new challenge VL - 338 T2 - Proceedings of the conference A Nonlinear World: the Real World, 2nd International Conference on Frontier Science SP - 143 KW - challet KW - marsili KW - minority-game AU - Challet, Damien AU - Marsili, Matteo AU - De Martino, Andrea PY - 2004/07/01/ UR - http://dx.doi.org/10.1016/j.physa.2004.02.036 ER -