DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, K | ko |
dc.contributor.author | Yoon, SM | ko |
dc.contributor.author | Kim, Soo Yong | ko |
dc.contributor.author | Takayasu, H | ko |
dc.date.accessioned | 2013-03-06T17:27:29Z | - |
dc.date.available | 2013-03-06T17:27:29Z | - |
dc.date.created | 2012-02-06 | - |
dc.date.created | 2012-02-06 | - |
dc.date.issued | 2007-03 | - |
dc.identifier.citation | FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY, v.15, pp.97 - 100 | - |
dc.identifier.issn | 0218-348X | - |
dc.identifier.uri | http://hdl.handle.net/10203/87779 | - |
dc.description.abstract | We study the game theory from tick data of the won-dollar and yen-dollar exchange rates in financial markets. The standard deviation, the global efficiency, and the autocorrelation for arbitrary strategies are shown to give rise to properties of new dynamics, and these statistical quantities are very similar with the case of the majority game. Our results presented will be compared with numerical findings for other game models. | - |
dc.language | English | - |
dc.publisher | WORLD SCIENTIFIC PUBL CO PTE LTD | - |
dc.title | Minority and majority games in financial markets | - |
dc.type | Article | - |
dc.identifier.wosid | 000250843700009 | - |
dc.identifier.scopusid | 2-s2.0-34147130754 | - |
dc.type.rims | ART | - |
dc.citation.volume | 15 | - |
dc.citation.beginningpage | 97 | - |
dc.citation.endingpage | 100 | - |
dc.citation.publicationname | FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY | - |
dc.identifier.doi | 10.1142/S0218348X07003393 | - |
dc.contributor.localauthor | Kim, Soo Yong | - |
dc.contributor.nonIdAuthor | Kim, K | - |
dc.contributor.nonIdAuthor | Yoon, SM | - |
dc.contributor.nonIdAuthor | Takayasu, H | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | minority and majority games | - |
dc.subject.keywordAuthor | standard deviation | - |
dc.subject.keywordAuthor | won-dollar and yen-dollar exchange rates | - |
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