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The mathematical theory of minority games : statistical mechanics of interacting agents

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Complex Systems and Time Series Analysis Stochastic processes and financial applications Opinion Dynamics and Social Influence

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Publisher description: Aimed at researchers and students in physics, mathematics and economics, as well as financial practitioners, this text describes the mathematical theory of Minority Games from a statistical mechanics viewpoint. It provides a detailed and explicit introduction to the advanced mathematical analysis of these models, describes the potential and restrictions of physical methods in solving agent based market models, and outlines how different mathematical approaches are related.

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