Miniatura

Fitxers

TFG-Hernando-Delgado-Marta.pdf (698.98 KB)

Tipus de document

Treball de fi de grau

Data de publicació

2025-06

Llicència de publicació

cc-by-nc-nd (c) Hernando, 2025
Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/223004

Minority Games: A Physics-Based Analysis of Financial Market Behavior

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Resum

This thesis investigates the Minority Game as a simplified yet powerful agent-based model to study the collective behavior of financial markets through the lens of statistical physics. The model captures how individual decisions, based on limited historical information, can lead to emergent market dynamics such as herding, volatility, and phase transitions. By extending the original Minority Game, we analyze the effects of introducing randomness, imitation and individualbased learning on system efficiency and stability. Furthermore, entropy analysis provides insights into coordination efficiency and the degree of disorder within the system. The results highlight the Minority Game’s relevance as a simple framework but important for understanding the relation between individual behavior and macroscopic market phenomena

Descripció

Treballs Finals de Grau de Física, Facultat de Física, Universitat de Barcelona, Curs: 2025, Tutor: Miquel Montero Torralbo

Matèries

Mercat financer, Transformacions de fase (Física estadística), Treballs de fi de grau

Matèries (anglès)

Financial market, Phase transformations (Statistical physics), Bachelor's theses

Citació

Col·leccions

Treballs Finals de Grau (TFG) - Física

Citació

HERNANDO DELGADO, Marta. Minority Games: A Physics-Based Analysis of Financial Market Behavior. [consulta: 30 de gener de 2026]. [Disponible a: https://hdl.handle.net/2445/223004]

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