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记忆在少数者博弈的对称阶段具有相关性。

Memory is relevant in the symmetric phase of the minority game.

作者信息

Ho K H, Man W C, Chow F K, Chau H F

机构信息

Department of Physics, University of Hong Kong, Pokfulam Road, Hong Kong.

出版信息

Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Jun;71(6 Pt 2):066120. doi: 10.1103/PhysRevE.71.066120. Epub 2005 Jun 21.

DOI:10.1103/PhysRevE.71.066120
PMID:16089833
Abstract

Minority game is a simple-mined econophysical model capturing the cooperative behavior among selfish players. Previous investigations, which were based on numerical simulations up to about 100 players for a certain parameter alpha in the range 0.1 < approximately alpha < approximately 1, suggested that memory is irrelevant to the cooperative behavior of the minority game in the so-called symmetric phase. Here using a large scale numerical simulation up to about 3000 players in the parameter range 0.01 < approximately alpha < approximately 1, we show that the mean variance of the attendance in the minority game actually depends on the memory in the symmetric phase. We explain such dependence in the framework of crowd-anticrowd theory. Our findings conclude that one should not overlook the feedback mechanism buried under the correlation in the history time series in the study of minority game.

摘要

少数者博弈是一个简单的经济物理模型,它捕捉了自私参与者之间的合作行为。之前的研究基于对大约100个参与者在0.1<α<1范围内的某个参数α进行的数值模拟,结果表明,在所谓的对称相中,记忆与少数者博弈的合作行为无关。在此,我们在0.01<α<1的参数范围内对多达约3000个参与者进行了大规模数值模拟,结果表明,少数者博弈中参与人数的平均方差实际上在对称相中依赖于记忆。我们在人群-反人群理论的框架内解释了这种依赖性。我们的研究结果表明,在少数者博弈的研究中,不应忽视隐藏在历史时间序列相关性背后的反馈机制。

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