Neil Johnson Papers

M. Hart, P. Jefferies, N.F. Johnson, and P.M. Hui: "Generalized strategies in the minority game", Physical Review E 63, Article No. 017102 (2001).
N.F. Johnson, D. Lamper, P. Jefferies, M. L. Hart, and S. Howison: "Application of multi-agent games to the prediction of financial time-series", Work presented at the NATO Workshop on Econophysics. Prague (Feb 2001). To appear in Physica A
D. Lamper, S. Howison, and N. F. Johnson: "Predictability of large future changes in a competitive evolving population"
P. Jefferies, M.L. Hart, and N.F. Johnson: "Deterministic Dynamics in the Minority Game" (2001)
T.S. Lo, P.M. Hui, and N.F. Johnson: "Theory of the evolutionary minority game", Physical Review E 62, 4393 (2000).
P. Jefferies, M.L. Hart, P.M. Hui, and N.F. Johnson: "From market games to real-world markets", Presented at APFA2 (Liege) July 2000. Proceedings: Eur. Phys. J. B
P. Jefferies, M. Hart, N.F. Johnson, and P.M. Hui: "Mixed population Minority Game with generalized strategies" J. Phys. A: Math. Gen. 33, L409-414 (2000)
T.S. Lo, P.M. Hui, and N.F. Johnson: "Theory of the evolutionary minority game", Phys. Rev. E 62, 4393 (2000)
N.F. Johnson, P.M. Hui, Dafang Zheng, and M. Hart: "Enhanced winnings in a mixed-ability population playing a minority game", Journal of Physics A: Mathematical and General 32, L427 (1999).
N.F. Johnson, Michael Hart, Pak Ming Hui, and Dafang Zheng: "Trader dynamics in a model market", Work presented at the EPS Dublin finance conference (July '99)
N.F. Johnson, P.M. Hui, and T.S. Lo: "Self-organized segregation of traders in a market", Philosophical Transactions of the Royal Society of London A 357, 2013 (1999).
P.M. Hui, T.S. Lo, and N.F. Johnson: "Segregation in a competing and evolving population", Paper presented at Dynamics Days Asia Pacific Conference: July 13-16, 1999
N.F. Johnson, P.M. Hui, Dafang Zheng, and C.W. Tai: "Minority game with arbitrary cutoffs", Physica A 269, 493 (1999).
N.F. Johnson, M. Hart, P.M. Hui: "Crowd effects and volatility in markets with competing agents", Physica A 269, 1 (1999).
M. Hart, P. Jefferies, N.F. Johnson, and P.M. Hui: "Crowd-anticrowd model of the Minority Game"
M. Hart, P. Jefferies, N.F. Johnson, and P.M. Hui: "Generalized strategies in the Minority Game"
M. Hart, P. Jefferies, N. F. Johnson, and P. M. Hui: "Stochastic strategies in the Minority Game", To appear in Phys. Rev. E. Minor changes from original
N.F. Johnson, P.M. Hui, R. Jonson, and T.S. Lo: "Self-organized segregation within an evolving population", Physical Review Letters 82, 3360 (1999).
N.F. Johnson, D.J.T. Leonard, P.M. Hui, and T.S. Lo: "Evolutionary freezing in a competitive population"
N.F. Johnson, S. Jarvis, R. Jonson, P. Cheung, Y.R. Kwong, and P.M. Hui: "Volatility and agent adaptability in a self-organizing market", Physica A 258, 230 (1998).
S.C. Benjamin, N.F. Johnson and P.M. Hui: "Cellular Automaton Models of Traffic Flow Along a Highway Containing a Junction", J. Phys. A: Math & Gen 29, 3119 (1996).