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arXiv physics/0503016physics.soc-phq-fin.TR
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期货交易市场中的动态少数者博弈

Dynamical Minority Games in Futures Exchange Markets

Seong-Min Yoon, Kyungsik Kim

摘要:

本文介绍了在韩国期货市场上两种韩国国债(KTB)的少数者博弈理论。由于我们在数值上讨论了任意策略的标准差和全局效率,我们的情况被发现是近似于多数博弈。我们提出的结果将与著名的少数和多数博弈模型的数值结果进行比较。

英文摘要:

We introduce the minority game theory for two kinds of the Korean treasury bond (KTB) in Korean futures exchange markets. Since we discuss numerically the standard deviation and the global efficiency for an arbitrary strategy, our case is found to be approximate to the majority game. Our result presented will be compared with numerical findings for the well-known minority and majority game models.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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