Please use this identifier to cite or link to this item: https://doi.org/10.1103/PhysRevE.69.025102
Title: Adiabatic theory for the population distribution in the evolutionary minority game
Authors: Chen, K. 
Wang, B.-H.
Yuan, B.
Issue Date: Feb-2004
Citation: Chen, K., Wang, B.-H., Yuan, B. (2004-02). Adiabatic theory for the population distribution in the evolutionary minority game. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 69 (2 2) : 025102-1. ScholarBank@NUS Repository. https://doi.org/10.1103/PhysRevE.69.025102
Abstract: The evolutionary minority game (EMG) using a statistical mechanics approach is discussed. A theory for the steady-state population distribution of the agents is derived. It is based on an adiabatic approximation in which short-time fluctuations in the population distribution are integrated out to obtain an equation which governs the steady-state distribution. The mechanism for the transition from segregation to clustering is also discovered. The transition is determined by two generic factors: the short time market inefficiency and the market impact due to fluctuations in the numbers of agents using opposite strategies.
Source Title: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
URI: http://scholarbank.nus.edu.sg/handle/10635/104727
ISSN: 1063651X
DOI: 10.1103/PhysRevE.69.025102
Appears in Collections:Staff Publications

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