Minority Games: Interacting agents in financial markets

Author:   Damien Challet (, Mathematical Institute, University of Oxford) ,  Matteo Marsili (, ICTP, Trieste, Italy) ,  Yi-Cheng Zhang (, Départment de Physique, Université de Fribourg, Switzerland)
Publisher:   Oxford University Press
ISBN:  

9780198566403


Pages:   360
Publication Date:   04 November 2004
Format:   Hardback
Availability:   To order   Availability explained
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Minority Games: Interacting agents in financial markets


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Author:   Damien Challet (, Mathematical Institute, University of Oxford) ,  Matteo Marsili (, ICTP, Trieste, Italy) ,  Yi-Cheng Zhang (, Départment de Physique, Université de Fribourg, Switzerland)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 17.40cm , Height: 2.40cm , Length: 24.70cm
Weight:   0.735kg
ISBN:  

9780198566403


ISBN 10:   0198566409
Pages:   360
Publication Date:   04 November 2004
Audience:   College/higher education ,  Tertiary & Higher Education
Format:   Hardback
Publisher's Status:   Active
Availability:   To order   Availability explained
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

1: Introduction 2: Early works 3: Understanding the Minority Games dynamics 4: Minority Games as market models 5: Quest for better cooperation A: Selected publications B: Source code

Reviews

The book will be useful beyond economics, the philosophy of economics, and the philosophy of physics since it deals in an elementary way with issues of modelling. Therefore, I recommend it as much to philosophers of sciences (looking for some novel case studies and examples) as to philosophers of physics. Studies in History and Philosophy of Modern Physics 38


Much of the book is devoted to examining the generalizations and extensions of the basic MG idea...essential reading for those who wish to gain a deep understanding of this idea Dean Rickles Studies in History and Philosophy of Modern Physics The book will be useful beyond economics, the philosophy of economics, and the philosophy of physics since it deals in an elementary way with issues of modelling. Therefore, I recommend it as much to philosophers of sciences (looking for some novel case studies and examples) as to philosophers of physics. Studies in History and Philosophy of Modern Physics 38


Much of the book is devoted to examining the generalizations and extensions of the basic MG idea...essential reading for those who wish to gain a deep understanding of this idea Dean Rickles Studies in History and Philosophy of Modern Physics The book will be useful beyond economics, the philosophy of economics, and the philosophy of physics since it deals in an elementary way with issues of modelling. Therefore, I recommend it as much to philosophers of sciences (looking for some novel case studies and examples) as to philosophers of physics. Studies in History and Philosophy of Modern Physics 38


Author Information

Damien Challet graduated as a physicist at the Swiss Institute of Technology, Lausanne, and obtained his Ph.D at Fribourg University under the supervision of Prof Yi-Cheng Zhang. He then spent three years as a postdoctoral fellow in Theoretical Physics at Oxford and is now Nomura Junior Research Fellow in Financial Mathematics, Oxford, jointly with Wadham College. He was given the Young European Scientist Award in Socio- and Econophysics in 2002. Matteo Marsili graduated in physics at La Sapienza in Rome. Then he moved to Trieste, obtaining his Ph.D. at SISSA in 1994. Having been a researcher at the Istituto Nazionale per la Fisica della Materia in Trieste, he is now Research Scientist at the Abus Salam International Centre for Theoretical Physics. Yi-Cheng Zhang obtained his Ph.D on particle physics in 1984 under Giorgio Parisi in Rome and then completed a two-year postdoctoral stint at Brookhaven National Lab USA (1984-1986). He was a senior researcher at Istituto Nazionale Fisica Nucleare (1986-1991). Since 1992, he has been Professor of Theoretical Physics at Fribourg University in Switzerland.

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