代理商玩混合游戏
Agents Play Mix-game
摘要：
混合博弈是少数博弈的一种推广，在混合博弈中有两组代理人，第一组代理人参与多数博弈，而第二组代理人参与少数博弈。本文研究了混合博弈模型中代理人的平均收益和波动率随代理人混合程度的变化。研究发现，随着第1组中代理人比例的增加，代理人的平均收益与局部波动率均值的相关性随着代理人记忆长度的不同组合而不同。研究结果表明，当使用混合博弈模型模拟金融市场时，第一组主体的记忆长度小于第二组主体的记忆长度。
英文摘要：
In mix-game which is an extension of minority game, there are two groups of agents; group1 plays the majority game, but the group2 plays the minority game. This paper studies the change of the average winnings of agents and volatilities vs. the change of mixture of agents in mix-game model. It finds that the correlations between the average winnings of agents and the mean of local volatilities are different with different combinations of agent memory length when the proportion of agents in group 1 increases. This study result suggests that memory length of agents in group1 be smaller than that of agent in group2 when mix-game model is used to simulate the financial markets.
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。
