リーダー挨拶 拠点形成計画 研究プログラム 教育プログラム 催し/報道発表 募集 メンバー専用 連絡先・アクセス リンク Home >  催し/報道発表 ： セミナー・シンポジウム 催し/報道発表 セミナー・シンポジウム 国際会議 報道発表 21世紀COEセミナー「Statistical mechanics of agent-based systems: learning dynamics and complex co-operative behaviour in Minority Games」 日時 平成１８年（２００６年）１１月２１日（火）１５：００〜 場所 大阪大学サイバーメディアセンター・豊中教育研究棟７階 大会議室 講師 Tobias Galla 氏（The Abdus Salam International Centre for Theoretical Physics, Trieste, Italy） 題目 Statistical mechanics of agent-based systems: learning dynamics and complex co-operative behaviour in Minority Games 概要 Over the past years the analysis of socio-economically inspired agent-based models with the methods of statistical physics has turned out to be extremely fruitful and interesting: the Minority Game (MG) and related models can be solved exactly with the techniques of disordered systems and neural networks theory, and on the other hand they exhibit non-trivial off-equilibrium dynamics, novel types of complexity, and co-operative behaviour. In this talk I will first introduce the MG, and will then describe how the macroscopic behaviour and phase diagrams of agent-based models can be obtained with methods such as dynamical generating functionals and replica theory. Characteristic observables including the volatility and predictability of the resulting time-series can here be computed exactly. We will compare the phenomenology of the MG with that of models of spin-glass physics, and will discuss similarities as well as differences. In the last part of the talk I will address the question, whether simple stylised models such as the Minority Game can reproduce the statistical features of the time-series generated by real financial markets.