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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/59785
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dc.contributor.authorBonnet, F.-
dc.contributor.authorAbbott, D.-
dc.date.issued2010-
dc.identifier.citationFluctuation and Noise Letters (FNL), 2010; 9(1):107-128-
dc.identifier.issn0219-4775-
dc.identifier.issn1793-6780-
dc.identifier.urihttp://hdl.handle.net/2440/59785-
dc.description.abstractIt is commonly known in economics that markets follow both positive and/or negative trends, crashes and bubble effects. In general a strong positive trend is followed by a crash. Famous examples of these effects were seen in the recent crash on the NASDAQ (April 2000) and prior to the crash on the Hong Kong market, which was associated with the Asian crisis in the early 1994. In this paper we use real market data input into a minority game with a variable payoff function and a nonlinear super exponential model for bubbles, to explore financial bubbles. By changing the payoff function in the minority game we study how one can get the price function to follow the dynamics of a real market.-
dc.description.statementofresponsibilityFrederic D. R. Bonnet and Derek Abbott-
dc.language.isoen-
dc.publisherWorld Scientific Publishing Co. Pty. Ltd.-
dc.rightsCopyright © 2010 World Scientific Publishing Co. All rights reserved.-
dc.source.urihttp://dx.doi.org/10.1142/s0219477510000101-
dc.subjectMinoirity game-
dc.subject$-Game-
dc.subjectagent models-
dc.subjectbubbles-
dc.subjectstock market dynamics-
dc.titleCan a minority game follow real market dynamics?-
dc.typeJournal article-
dc.identifier.doi10.1142/S0219477510000101-
pubs.publication-statusPublished-
dc.identifier.orcidAbbott, D. [0000-0002-0945-2674]-
Appears in Collections:Aurora harvest 5
Electrical and Electronic Engineering publications

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