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Closed System Based On The Evolution Of Minority Game Evolution Model

Posted on:2010-09-15Degree:MasterType:Thesis
Country:ChinaCandidate:Q TangFull Text:PDF
GTID:2120360278965800Subject:Physical Electronics
Abstract/Summary:PDF Full Text Request
Based on basic minority game model, advanced a regulation that consider the relationship between two strategies on a certain range in the evolution of minority game model. The model has only one category agent: speculators. Speculators as the main body of the entire game, they have multiple strategies, many of the rational individual competition of limited resources, in accordance with the performance of resources re-allocated to the good performance of brokers, to achieve optimal allocation. Each reference to his agent, the best strategy for the relationship between the two transactions, according to the history of strategies to choose their own success rate for each round of the trading volume. The overall capital of speculators changed each time based on the outcome of this round. Through numerical analysis of the model, we discuss the most investor-friendly investment ratio threshold, the number of memory steps and strategies.
Keywords/Search Tags:Minority Game, two top-best strategy, investment ratio threshold, memory, strategy-bag
PDF Full Text Request
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