S. Alfarano, T. Lux, and F. Wagner, Estimation of a simple agent-based model of financial markets: An application to australian stock and foreign exchange data, Physica A: Statistical Mechanics and its Applications, vol.370, issue.1, pp.38-42, 2006.

M. Andrecut and . Ali, Q learning in the minority game, Physical Review E, vol.64, issue.6, p.67103, 2001.

N. Barberis, M. Huang, and T. Santos, Prospect theory and asset prices, The Quarterly Journal of Economics, vol.116, issue.1, pp.1-53, 2001.

S. Battiston, D. Farmer, A. Flache, D. Garlaschelli, G. Andrew et al., Complexity theory and financial regulation, Science, vol.351, issue.6275, pp.818-819, 2016.

F. Bettin, The role of asymmetric gain and loss perception in minority games, 2014.

S. Bornholdt, Expectation bubbles in a spin model of markets: Intermittency from frustration across scales, International Journal of Modern Physics C, vol.12, issue.05, pp.667-674, 2001.

J. Bouchaud, Economics needs a scientific revolution, Nature, vol.455, issue.7217, pp.1181-1181, 2008.

J. Bouchaud, The (unfortunate) complexity of the economy, Physics World, vol.22, issue.04, p.28, 2009.

L. Breiman, Random forests. Machine learning, vol.45, pp.5-32, 2001.

A. Cavagna, A. Cimarelli, I. Giardina, G. Parisi, R. Santagati et al., Scalefree correlations in starling flocks, Proceedings of the National Academy of Sciences, vol.107, issue.26, pp.11865-11870, 2010.

E. Celis, M. Peter, N. Krafft, and . Kobe, Sequential voting promotes collective discovery in social recommendation systems, 2016.

D. Challet, A robust, efficient, and moment-free estimator of Sharpe ratios. Working paper, 2015.

D. Challet, M. Marsili, and Y. Zhang, Minority Games, 2005.

R. Cont and J. Bouchaud, Herd behaviour and aggregate fluctuation in financial markets, Macroecon. Dyn, vol.4, p.170, 2000.

M. Thomas and . Cover, Universal portfolios, Mathematical finance, vol.1, issue.1, pp.1-29, 1991.

D. Morton-de-lachapelle and D. Challet, Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior, New J. Phys, vol.12, p.75039, 2010.

C. D. Dominicis, Dynamics as a substitute for replicas in systems with quenched random impurities, Phys. Rev. B, vol.18, p.3783, 1978.

F. Eugene, K. Fama, and . French, Common risk factors in the returns on stocks and bonds, Journal of financial economics, vol.33, issue.1, pp.3-56, 1993.

J. D. Farmer, Market force, ecology and evolution, 1999.

T. Galla and Y. Zhang, Minority games, evolving capitals and replicator dynamics, Journal of Statistical Mechanics, p.11012, 2009.

M. Gallegati, S. Keen, T. Lux, and P. Ormerod, Worrying trends in econophysics, Physica A: Statistical Mechanics and its Applications, vol.370, issue.1, pp.1-6, 2006.

F. Galton, Vox populi, Nature, vol.75, pp.450-51, 1907.

S. Gualdi, G. Cimini, K. Primicerio, R. D. Clemente, and D. Challet, Statistically similar portfolios and systemic risk, 2016.

W. Härdle and A. Kirman, Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market, Journal of Econometrics, vol.67, issue.1, pp.227-257, 1995.

G. Iori, Avalanche dynamics and trading friction effects on stock market returns, International Journal of Modern Physics C, vol.10, issue.06, pp.1149-1162, 1999.

J. Trichet, Speech by President of the ECB, Opening address at the ECB Central Banking Conference Frankfurt, 2010.

D. Kahneman and A. Tversky, Prospect theory: an analysis of decision under risk, Econometrica, vol.47, p.263, 1979.

A. Kirman, Epidemics of opinion and speculative bubbles in financial markets. Money and financial markets, pp.354-368, 1991.

A. Kirman, The economic crisis is a crisis for economic theory, CESifo Economic Studies, vol.56, issue.4, pp.498-535, 2010.

D. Lando and M. Stenbo-nielsen, Correlation in corporate defaults: Contagion or conditional independence, Journal of Financial Intermediation, vol.19, issue.3, pp.355-372, 2010.

J. M. Lasry and P. L. Lions, Mean field games, Japanese Journal of Mathematics, vol.2, issue.1, pp.229-260, 2007.
URL : https://hal.archives-ouvertes.fr/hal-00667356

A. Lo, The adaptive markets hypothesis: Market efficiency from an evolutionary perspective. J. Portfolio Management, 30th Anniversary Issue, pp.15-29, 2004.

T. Lohrenz, K. Mccabe, C. F. Camerer, and P. Montague, Neural signature of fictive learning signals in a sequential investment task, Proceedings of the National Academy of Sciences of the United States of America, vol.104, pp.9493-9498, 2007.

J. Lorenz, H. Rauhut, F. Schweitzer, and D. Helbing, How social influence can undermine the wisdom of crowd effect. Proceedings of the National Academy of, Sciences, vol.108, issue.22, pp.9020-9025, 2011.

Y. Malevergne, V. Pisarenko, and D. Sornette, Testing the pareto against the lognormal distributions with the uniformly most powerful unbiased test applied to the distribution of cities, Physical Review E, vol.83, issue.3, p.36111, 2011.

M. Mézard, G. Parisi, and M. A. Virasoro, Spin glass theory and beyond, 1987.

Q. Michard and J. Bouchaud, Theory of collective opinion shifts: from smooth trends to abrupt swings, Eur. Phys. J. B, vol.47, pp.151-159, 2005.

B. P-read-montague, J. D. King-casas, and . Cohen, Imaging valuation models in human choice, Annu. Rev. Neurosci, vol.29, pp.417-448, 2006.

V. Privman, Nonequilibrium statistical mechanics in one dimension, 2005.

C. Thomas and . Schelling, Dynamic models of segregation, Journal of mathematical sociology, vol.1, issue.2, pp.143-186, 1971.

D. Sornette, Physics and financial economics (1776-2014): puzzles, ising and agent-based models, Reports on Progress in Physics, vol.77, issue.6, p.62001, 2014.

J. Surowiecki, The Wisdom of Crowds, 2005.

I. Swiecicki, D. Thierry-gobron, and . Ullmo, Schrödinger approach to mean field games, Physical Review Letters, vol.116, issue.12, p.128701, 2016.

M. Tumminello, F. Lillo, J. Piilo, and R. N. Mantegna, Identification of clusters of investors from their real trading activity in a financial market, New Journal of Physics, vol.14, p.13041, 2012.

J. Christopher, P. Watkins, and . Dayan, Q-learning, Machine learning, vol.8, issue.3-4, pp.279-292, 1992.

V. Weber and F. Peres, Hedge fund replication: Putting the pieces together. Available at SSRN 2202270, 2013.

W. Jörgen and . Weibull, Evolutionary Game Theory. MIT, Massachussetts, 1995.

Y. Zhang, Why financial markets will remain marginally inefficient, Empirical Science of Financial Fluctuations, pp.289-293, 2002.