The Minority Game: an introductory guide

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1 Response

  1. Anonymous says:

    The direct meohtd by Gillespie is simple and nice and short. Most SSA papers outline this meohtd. I would recommend the following:Gillespie DT (1976). “A General Method for Numerically Simulating the Stochastic TimeEvolution of Coupled Chemical Reactions.” Journal of Computational Physics, 22, 403–434.and Gillespie DT (2007). “Stochastic Simulation of Chemical Kinetics.” Annual Review of PhysicalChemistry, 58, 35–55.You could also study someone else’s code, e.g. my R package (GillespieSSA) or the StochKit library (in C). If you are using MatLab it is also worth noting that there is a tool box available that implements the SSA (don’t remember what it is called though).Hope this helps.

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