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Stylized facts in minority games with memory: a new challenge

Damien Challet·Matteo Marsili·Andrea De Martino
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Abstract

A finite memory is introduced in the score dynamics of Minority Games. As expected, this removes the dependence of the stationary state on the initial conditions. However, it also causes an unexpected increase of fluctuations in grand-canonical models for very large times. Current analytical methods are inadequate to solve this simple and natural extension.

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Damien Challet, Matteo Marsili, Andrea De Martino. 2004-01-30. Stylized facts in minority games with memory: a new challenge. https://doi.org/10.1016/j.physa.2004.02.036

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