中国物理B ›› 2006, Vol. 15 ›› Issue (6): 1239-1247.doi: 10.1088/1009-1963/15/6/018

• GENERAL • 上一篇    下一篇

Dynamic behaviours of mix-game model and its application

苟成玲   

  1. Department of Physics, Beijing University of Aeronautics and Astronautics, Beijing 100083, China； Department of Physics, University of Oxford, Clarendon Laboratory, Parks Road, Oxford, OX1 3PU, UK
  • 收稿日期:2005-11-17 修回日期:2006-03-28 出版日期:2006-06-20 发布日期:2006-06-20

Dynamic behaviours of mix-game model and its application

Gou Cheng-Ling (苟成玲)   

  1. Department of Physics, Beijing University of Aeronautics and Astronautics, Beijing 100083, China； Department of Physics, University of Oxford, Clarendon Laboratory, Parks Road, Oxford, OX1 3PU, UK
  • Received:2005-11-17 Revised:2006-03-28 Online:2006-06-20 Published:2006-06-20

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摘要： In this paper a minority game (MG) is modified by adding into it some agents who play a majority game. Such a game is referred to as a mix-game. The highlight of this model is that the two groups of agents in the mix-game have different bounded abilities to deal with historical information and to count their own performance. Through simulations, it is found that the local volatilities change a lot by adding some agents who play the majority game into the MG, and the change of local volatilities greatly depends on different combinations of historical memories of the two groups. Furthermore, the analyses of the underlying mechanisms for this finding are made. The applications of mix-game mode are also given as an example.

Abstract: In this paper a minority game (MG) is modified by adding into it some agents who play a majority game. Such a game is referred to as a mix-game. The highlight of this model is that the two groups of agents in the mix-game have different bounded abilities to deal with historical information and to count their own performance. Through simulations, it is found that the local volatilities change a lot by adding some agents who play the majority game into the MG, and the change of local volatilities greatly depends on different combinations of historical memories of the two groups. Furthermore, the analyses of the underlying mechanisms for this finding are made. The applications of mix-game mode are also given as an example.

Key words: minority game, majority game, mix-game

中图分类号:  (Lattice theory and statistics)

  • 05.50.+q
05.45.-a (Nonlinear dynamics and chaos)