LEADER 01963cam 2200241 a 450

001 152875

003 OCoLC

005 20081225022222.0

008 091002s2005 enka b 001 0 eng

010 $a2005297477

020 $a0198520808 (hbk.)

020 $a9780198520801 (hbk.)

035 $a00168940

050 00$aHG4551$b.C774 2005

082 04$a332.6'42$222

090 $a332.642/C776/////UM036855

100 1 $aCoolen, A. C. C.$q(Anthony C. C.),$d1960-$3286457

245 14$aThe mathematical theory of minority games :$bstatistical mechanics of interacting agents /$cA.C.C. Coolen.

260 $aOxford ;$aNew York :$bOxford University Press,$c2005.

300 $axiv, 324 p. :$bill. ;$c25 cm.

504 $aIncludes bibliographical references (p. [317]-319) and index.

505 0 $aPreparing the stage for statistical mechanics -- Pseudo-equilibrium replica analysis -- Dynamics of the batch MG with fake memory -- Dynamics of the on-line MG with fake memory -- The overall bid distribution -- MG versions with new types of phase transitions -- Dynamics of MGs with true market history -- Variations and generalizations -- Appendices: Simple mathematical conventions and tools ; Integrals ; Moments of random matrices ; Expansion of bid sign recurrence probabilities ; Combinatorics in history frequency moments ; Details of numerical simulation experiments.

520 $aPublisher description: 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.

650 0$aStock exchanges$xMathematical models.$3178859

856 42$3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0627/2005297477-d.html

856 41$3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy0627/2005297477-t.html

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