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© 2005 COPYRIGHT SPIE--The International Society for Optical Engineering Copyright 2005 Society of Photo-Optical Instrumentation Engineers. This paper was published in Complex Systems, edited by Axel Bender, Proc. of SPIE Vol. 6039, 60390C and is made available as an electronic reprint with permission of SPIE. One print or electronic copy may be made for personal use only. Systematic or multiple reproduction, distribution to multiple locations via electronic or other means, duplication of any material in this paper for a fee or for commercial purposes, or modification of the content of the paper are prohibited.It is a well observed fact that markets follow both positive and/or negative trends, crashes and bubble effects. In general a strong positive trend is followed by a crash--a famous example of these effects was seen in the recent crash on the NASDAQ (April 2000) and prior to the crash in the Hong Kong market, which was associated with the Asian crisis in the early 1994. In this paper we use real market data coupled into a minority game with different payoff functions to study the dynamics and the location of financial bubbles.Frédéric D.R. Bonnet, Andrew Allison, and Derek Abbot

Bubbles in a minority game setting with real financial data