Volatility and agent adaptability in a self-organizing market

Johnson NF.; Jonson R.; Cheung P.; Kwong YR.; Hui PM.; Jarvis S.

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Volatility and agent adaptability in a self-organizing market

机译：自组织市场中的波动性和代理适应性

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We present results for the so-called "bar-attendance" model of market behavior: p adaptive agents, each possessing n prediction rules chosen randomly from a pool, attempt to attend a bar whose cut-off is s. The global attendance time series has a mean near, but not equal to, s. The variance, or "volalility", can show a minimum with increasing adaptability of the individual agents. (C) 1998 Elsevier Science B.V. All rights reserved. [References: 10]

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《Physica, A. Statistical mechanics and its applications》 |1998年第2期|共7页
作者
Johnson NF.; Jonson R.; Cheung P.; Kwong YR.; Hui PM.; Jarvis S.;
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正文语种 eng
中图分类物理学;
关键词
Adaptive systems; Agents; Self-organization;

机译：自适应系统;代理商;自组织;

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专利

1. Volatility and agent adaptability in a self-organizing market [J] . Johnson NF., Jonson R., Cheung P., Physica, A. Statistical mechanics and its applications . 1998,第1a2期

机译：自组织市场中的波动性和代理适应性
2. Oxygenated Volatile Organic Compounds (Anti-freezing Agents) in Decorative Water-based Paints Marketed in Nigeria [J] . Ajoke F. Idayat Apanpa-Qasim, Adebola A. Adeyi Journal of Health & Pollution . 2018,第18期

机译：尼日利亚销售的装饰水性涂料中的含氧挥发性有机化合物（抗冷冻剂）
3. The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion [J] . Harjoat S. Bhamra, Raman Uppal The review of financial studies . 2009,第6期

机译：当代理人规避风险时，引入非冗余衍生品对股票市场收益波动性的影响
4. Learning Agents in Financial Markets: Consensus Dynamics on Volatility [C] . Tushar Vaidya, Carlos Murguia, Georgios Piliouras International Conference on Autonomous Agents and Multiagent Systems . 2018

机译：金融市场中的学习代理：波动性的共识动态
5. Volatility in the futures markets for financial and physical commodity assets: The impact of high frequency data on the distributional properties and forecasting of volatility, direction-of-change probability forecasting and asymmetric volatility effects. [D] . Georgiev, Georgi Y. 2007

机译：金融和实物商品资产的期货市场中的波动性：高频数据对分布特性和波动性预测，变化方向概率预测和非对称波动性影响的影响。
6. Oxygenated Volatile Organic Compounds (Anti-freezing Agents) in Decorative Water-based Paints Marketed in Nigeria [O] . Ajoke F. Idayat Apanpa-Qasim, Adebola A. Adeyi 2018

机译：尼日利亚销售的水性装饰涂料中的氧化性挥发性有机化合物（防冻剂）
7. Volatility and agent adaptability in a self-organizing market [O] . N. F. Johnson, S. Jarvis, R. Jonson, 1998

机译：自组织市场中的波动性和代理适应性
8. Self-Organizing and Autonomous Learning Agents and Systems [R] . Shen, W. 2004

机译：自组织和自主学习代理和系统

Volatility and agent adaptability in a self-organizing market

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