{"title":"Minority games with asynchronous trading","authors":"M. D. D. Gelder, U. Kaymak, K. Boer, E. Asperen","doi":"10.1109/CIMA.2005.1662363","DOIUrl":null,"url":null,"abstract":"The minority game has been proposed as a simplified model for studying dynamics in financial markets. However, minority games assume synchronous trading, while most financial markets are asynchronous. In this paper, we investigate asynchronous models for the minority games within a framework for asynchronous continuous trading in financial markets. We propose four possible extensions to the synchronous game and study their effects on the market dynamics","PeriodicalId":306045,"journal":{"name":"2005 ICSC Congress on Computational Intelligence Methods and Applications","volume":"39 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2005-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2005 ICSC Congress on Computational Intelligence Methods and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CIMA.2005.1662363","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
The minority game has been proposed as a simplified model for studying dynamics in financial markets. However, minority games assume synchronous trading, while most financial markets are asynchronous. In this paper, we investigate asynchronous models for the minority games within a framework for asynchronous continuous trading in financial markets. We propose four possible extensions to the synchronous game and study their effects on the market dynamics
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