Statements in which the resource exists as a subject.
PredicateObject
rdf:type
lifeskim:mentions
pubmed:issue
2 Pt 2
pubmed:dateCreated
2004-9-27
pubmed:abstractText
We introduce a simple extension of the minority game in which the market rewards contrarian (respectively, trend-following) strategies when it is far from (respectively, close to) efficiency. The model displays a smooth crossover from a regime where contrarians dominate to one where trend-followers dominate. In the intermediate phase, the stationary state is characterized by non-Gaussian features as well as by the formation of sustained trends and bubbles.
pubmed:language
eng
pubmed:journal
pubmed:status
PubMed-not-MEDLINE
pubmed:month
Aug
pubmed:issn
1539-3755
pubmed:author
pubmed:issnType
Print
pubmed:volume
70
pubmed:owner
NLM
pubmed:authorsComplete
Y
pubmed:pagination
025104
pubmed:year
2004
pubmed:articleTitle
Generalized minority games with adaptive trend-followers and contrarians.
pubmed:affiliation
INFM-SMC and Dipartimento di Fisica, Università di Roma La Sapienza, Piazzale A. Moro 2, 00185 Roma, Italy.
pubmed:publicationType
Journal Article