1. Agent-based models of competing population.
- Author
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Yip, Kin Fung., Chinese University of Hong Kong Graduate School. Division of Physics., Yip, Kin Fung., and Chinese University of Hong Kong Graduate School. Division of Physics.
- Abstract
Yip Kin Fung., Thesis (M.Phil.)--Chinese University of Hong Kong, 2003., Includes bibliographical references (leaves 101-104)., s in English and Chinese., Chapter 1 --- Introduction --- p.1, Chapter 2 --- The Distribution of Fluctuations in Financial Data --- p.5, Chapter 2.1 --- Empirical Statistics --- p.5, Chapter 2.2 --- Data analyzed --- p.8, Chapter 2.3 --- Levy Distribution --- p.10, Chapter 2.4 --- Returns Distribution and Scaling Properties --- p.12, Chapter 2.5 --- Volatility Clustering --- p.19, Chapter 2.6 --- Conclusion --- p.21, Chapter 3 --- Models of Herd behaviour in Financial Markets --- p.22, Chapter 3.1 --- Cont and Bouchaud's model --- p.22, Chapter 3.2 --- The Model of Egiuluz and Zimmerman --- p.24, Chapter 3.3 --- EZ Model with Size-Dependent Dissociation Rates --- p.28, Chapter 3.4 --- Democratic and Dictatorship Self-Organized Model --- p.31, Chapter 3.5 --- Effect of Size-Dependent Fragmentation and Coagulation Prob- abilities --- p.33, Chapter 3.6 --- Extensions of EZ model --- p.35, Chapter 3.7 --- Conclusion --- p.39, Chapter 4 --- Review on the Minority Game(MG) --- p.42, Chapter 4.1 --- The Model and Results --- p.42, Chapter 4.2 --- Crowd-anticrowd Theory and Phase Transition --- p.46, Chapter 4.3 --- Market Efficiency --- p.48, Chapter 5 --- MG with biased strategy pool --- p.52, Chapter 5.1 --- The Model --- p.53, Chapter 5.2 --- Numerical Results and Discussion --- p.53, Chapter 5.3 --- Theory: MG with Biased Strategy Pool --- p.61, Chapter 5.4 --- Conclusion --- p.69, Chapter 6 --- MG with Randomly Participating Agents --- p.71, Chapter 6.1 --- The Model with One RPA --- p.71, Chapter 6.2 --- Results for q = 0.5 --- p.72, Chapter 6.3 --- Inefficiency and Success Rate --- p.76, Chapter 6.4 --- Results for q ≠ 0.5 --- p.82, Chapter 6.5 --- Many RPAs --- p.85, Chapter 6.6 --- Conclusion --- p.86, Chapter 7 --- A Model on Coupled Minority Games --- p.88, Chapter 7.1 --- The Model --- p.89, Chapter 7.2 --- Results and Discussion。 --- p.90, Chapter 7.3 --- Conclusion --- p.95, Chapter 8 --- Conclusion --- p.97, Bibliography --- p.101, Chapter A --- Solving Cluster Size distribution in EZ model --- p.105, http://library.cuhk.edu.hk/record=b5891443, Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)
- Published
- 2003