Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/69486
標題: Emergence of a periodic profile of the time series of population in the minority game
作者: Hsieh, C.L.
Tseng, H.C.
Chen, H.J.
關鍵字: minority game
phase transition
periodic behavior
time series
evolution
market
memory
期刊/報告no:: International Journal of Modern Physics B, Volume 18, Issue 22, Page(s) 3015-3025.
摘要: Based on the results of existing studies of the minority game, we further explored the periodic properties of the time series of population and discovered its exhibition of a separate three-bump distribution, in which an unusual periodic pattern is existent. By defining "the variance of scores" of all the strategies, we found a method to identify the distinctive features between periodic and non-periodic distributions. We also found there exists a critical point at which periodic behavior disappears when N goes from large to small.
URI: http://hdl.handle.net/11455/69486
ISSN: 0217-9792
文章連結: http://dx.doi.org/10.1142/s0217979204026305
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