Statistical physics of adaptive correlation of agents in a market
arXiv:cond-mat/0010455 · doi:10.1063/1.1358169
Abstract
Recent results and interpretations are presented for the thermal minority game, concentrating on deriving and justifying the fundamental stochastic differential equation for the microdynamics.
Invited talk presented at the Conference: Disordered and Complex Systems, King's College London, July 2000