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Dynamical Minority Games in Futures Exchange Markets

Seong-Min Yoon·Kyungsik Kim
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Abstract

We introduce the minority game theory for two kinds of the Korean treasury bond (KTB) in Korean futures exchange markets. Since we discuss numerically the standard deviation and the global efficiency for an arbitrary strategy, our case is found to be approximate to the majority game. Our result presented will be compared with numerical findings for the well-known minority and majority game models.

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Seong-Min Yoon, Kyungsik Kim. 2005-03-01. Dynamical Minority Games in Futures Exchange Markets. https://arxiv.org/abs/physics/0503016

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