On the Evolution of Memory Size in the Minority Game (extended abstract)

Abstract

This work presents a study on the effects of different memory sizes in the Minority Game (MG) market model [Zhang, 1998]. We analyse the effects on an agent’s performance when this agent is endowed with a different memory size with respect to other agents in the game. Our aim is to identify in which situations a large or small memory might be advantageous… (More)

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