The Mathematical Theory of Minority Games

• Self-contained and detailed account of mathematical methods in Minority Games
• Well-structured and rigorous mathematical approach
• Clearly explains relations between different mathematical methods
• Contains extensive numerical simulation data

Readership: Mathematicians, physicists, economists, financial practitioners, and those interested in the dynamics of financial markets and agent-based models.

A.C.C. Coolen, King's College, London

1: Introduction
2: Preparing the stage for statistical mechanics
3: Pseudo-equilibrium replica analysis
4: Dynamics of the batch MG with fake memory
5: Dynamics of the on-line MG with fake memory
6: The overall bid distribution
7: MG versions with new types of phase transitions
8: Dynamics of MGs with true market history
9: Variations and generalizations
10: Notes
Appendices
Simple mathematical conventions and tools
Integrals
Moments of random matrices
Expansion of bid sign recurrence probabilities
Combinatorics in history frequency moments
Details of numerical simulation experiments
References
Index