We study the game theory from tick data of the won-dollar and yen-dollar exchange rates in financial markets. The standard deviation, the global efficiency, and the autocorrelation for arbitrary strategies are shown to give rise to properties of new dynamics, and these statistical quantities are very similar with the case of the majority game. Our results presented will be compared with numerical findings for other game models.
Delayed Majority Game with Heterogeneous Learning Speeds for Financial Markets
