6 research outputs found
On the strategy frequency problem in batch Minority Games
Ergodic stationary states of Minority Games with S strategies per agent can
be characterised in terms of the asymptotic probabilities with which
an agent uses of his strategies. We propose here a simple and general
method to calculate these quantities in batch canonical and grand-canonical
models. Known analytic theories are easily recovered as limiting cases and, as
a further application, the strategy frequency problem for the batch
grand-canonical Minority Game with S=2 is solved. The generalization of these
ideas to multi-asset models is also presented. Though similarly based on
response function techniques, our approach is alternative to the one recently
employed by Shayeghi and Coolen for canonical batch Minority Games with
arbitrary number of strategies.Comment: 17 page