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Statistical physics of adaptive correlation of agents in a market

David Sherrington
2001 AIP Conference Proceedings  

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2000 pre-print arXiv:cond-mat/0010455v1 fatcat:jziewjmqvbbkfog4aviksokix4
Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.
doi:10.1063/1.1358169 fatcat:qys65igxarhwnbx24fgzx3gvym
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David Sherrington. "Statistical physics of adaptive correlation of agents in a market." AIP Conference Proceedings (2001)