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Statistical physics of adaptive correlation of agents in a market

2000/10/27 by David Sherrington, Juan P. Garrahan, Esteban Moro · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Correlation #Opinion Dynamics and Social Influence #Statistical analysis #Statistical model #Thermal #cond-mat.dis-nn #cond-mat.stat-mech #q-fin.ST #stochastic dynamics and bifurcation

paper · pdf · doi:10.1063/1.1358169

published in AIP conference proceedings 553, 95-100 (American Institute of Physics) · Invited talk presented at the Conference: Disordered and Complex Systems, King's College London, July 2000

arxiv created 2000/10/27 · openalex publication_date 2001/01/01 · arxiv updated 2009/11/30 · openalex created_date 2016/06/24 · openalex updated_date 2026/08/05

Abstract

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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