Quantifying complexity in the minority g
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Milan RajkoviΔ; Zoran MihailoviΔ
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Article
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2003
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Elsevier Science
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English
β 182 KB
A Lempel-Ziv complexity measure is introduced into the theory of a minority game in order to capture some features that volatility, one of the central quantities in this model of interacting agents, is not able to. Extracted solely from the binary string of outcomes of the game complexity o ers new