[R-SIG-Finance] Automatic Stock Market - Minority Game

[Peter Carl]

On Friday 14 November 2008 12:39:44 pm Michael Sankowski wrote:
> Has anyone here done any work on the Automatic Stock Market or the 
Minority
> game?  I've started building a Minority game and have been surprised at how
> fast it is going.
>
> I would be interested in talking about building the minority game - it is
> agent modeling of stock market prices.  To this end, I've built most of the
> game already.
I haven't done any work on the Minority Game, per se, and I'd be interested in 
learning more about it.  Do you have any favorite references?

I note that NetLogo, which is an agent-simulation software program maintained 
at Northwestern, provides an implementation of the Minority Game. See:
 http://ccl.northwestern.edu/netlogo/
 http://ccl.northwestern.edu/netlogo/models/MinorityGame

pcc
-- 
Peter Carl
145 Scottswood Rd
Riverside, IL 60546
312 307 6346