Mathematical Theory of Minority Games - Statistical Mechanics of Interacting Agents

Klappentext Aimed at researchers and students in physics, mathematics and economics, as well as financial practitioners,this text describes the mathematical theory of Minority Games from a statistical mechanics viewpoint. It provides a detailed and explicit introduction to the advanced mathematical analysis of these models, describes the potential and restrictions of physical methods in solving agent based market models, and outlines how different mathematical approaches are related. Zusammenfassung Suitable for researchers and students in physics, mathematics and economics, as well as financial practitioners, this text describes the mathematical theory of Minority Games from a statistical mechanics viewpoint. It also provides a detailed introduction to the advanced mathematical analysis of these models.

Product details

• Authors: &apos, A. C. C. Coolen, A. C. C. (King&apos Coolen, A. C. C. (King's College London Coolen, A. C. C. (King''s College London Coolen, A.C.C. Coolen, Uk) s College London
• Publisher: Oxford University Press
• Languages: English
• Product format: Hardback
• Released: 06.01.2005
• EAN: 9780198520801
• ISBN: 978-0-19-852080-1
• No. of pages: 338
• Series: Oxford Finance Series; Oxford Finance; Oxford Finance Series; Oxford Finance
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > General, dictionaries; Business & Economics / General, Economics, finance, business & management, MATHEMATICS / Probability & Statistics / General, SCIENCE / Physics / General, Physics, Probability & statistics, Probability and statistics, Economics, finance, business and management