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We present some ideas on how to extend a kinetic type model for crowd dynamics to account for an infectious disease spreading. We focus on a medium size crowd occupying a confined environment where the disease is easily spread. The kinetic…

Numerical Analysis · Mathematics 2021-04-05 Daewa Kim , Annalisa Quaini

An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of…

Adaptation and Self-Organizing Systems · Physics 2014-07-29 Yves Pomeau , Ricardo Lopez-Ruiz

We provide simple models for the utility function (or psychology) of an actor trading a multitude of goods for money. In this framework, money has no intrinsic consumption value, but is required as a medium of exchange. A collection of such…

Physics and Society · Physics 2026-05-25 Robert S. Farr

We present a detailed study of the statistical properties of an Agent Based Model and of its generalization to the multiplicative dynamics. The aim of the model is to consider the minimal elements for the understanding of the origin of the…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 V. Alfi , M. Cristelli , L. Pietronero , A. Zaccaria

We study a monetary version of the Keen model by merging two alternative extensions, namely the addition of a dynamic price level and the introduction of speculation. We recall and study old and new equilibria, together with their local…

General Finance · Quantitative Finance 2014-12-24 Matheus Grasselli , Adrien Nguyen Huu

In this work we extend a recent kinetic traffic model to the case of more than one class of vehicles, each of which is characterized by few different microscopic features. We consider a Boltzmann-like framework with only binary…

Numerical Analysis · Mathematics 2017-02-22 Gabriella Puppo , Matteo Semplice , Andrea Tosin , Giuseppe Visconti

A model of open economics composed of producers and speculators is investigated by numerical simulations. The capital flows from the environment to the producers and from them to the speculators. The price fluctuations are suppressed by the…

Statistical Mechanics · Physics 2009-10-31 Frantisek Slanina , Yi-Cheng Zhang

In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of…

Statistical Mechanics · Physics 2009-02-25 Adrian Dragulescu , Victor M. Yakovenko

This paper presents a new approach to behavioral-social dynamics of pedestrian crowds by suitable development of methods of the kinetic theory. It is shown how heterogeneous individual behaviors can modify the collective dynamics, as well…

Physics and Society · Physics 2014-11-05 Nicola Bellomo , Livio Gibelli

We present our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

Multiagent Systems · Computer Science 2007-05-23 Jose M. Vidal , Edmund H. Durfee

Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock…

General Finance · Quantitative Finance 2017-02-10 M. L. Bertotti , A. K. Chattopadhyay , G. Modanese

The behavior of dynamical system interacting with non-equilibrium medium is investigated. Formally exact kinetic equations are derived for the statistical operator of the dynamical system and the macroscopic parameters of the medium. In the…

Statistical Mechanics · Physics 2016-12-30 Mikheil Zviadadze , Alexander kvirikadze

We consider a compartmental model to study the evolution of the number of regular customers and referral customers in some corporation. Transitions between compartments are modeled by parameters depending on the social network and the…

Dynamical Systems · Mathematics 2015-03-11 César M. Silva , Silvério Rosa , Helena Alves , Pedro G. Carvalho

How to promote the innovative activities is an important problem for modern society. In this paper, combining with the evolutionary games and information spreading, we propose a lattice model to investigate dynamics of human innovative…

Physics and Society · Physics 2013-03-05 Ying-Ting Lin , Xiao-Pu Han , Bing-Hong Wang

Advances in artificial intelligence often stem from the development of new environments that abstract real-world situations into a form where research can be done conveniently. This paper contributes such an environment based on ideas…

Artificial Intelligence · Computer Science 2022-05-16 Michael Bradley Johanson , Edward Hughes , Finbarr Timbers , Joel Z. Leibo

We present a simple model for describing the dynamics of the interaction between a homogeneous population or society, and the natural resources and reserves that the society needs for its survival. The model is formulated in terms of…

Physics and Society · Physics 2020-04-22 Basil Grammaticos , Ralph Willox , Junkichi Satsuma

The purpose of this paper is to study the properties of kinetic models for traffic flow described by a Boltzmann-type approach and based on a continuous space of microscopic velocities. In our models, the particular structure of the…

Numerical Analysis · Mathematics 2016-12-30 Gabriella Puppo , Matteo Semplice , Andrea Tosin , Giuseppe Visconti

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and…

General Finance · Quantitative Finance 2009-07-20 Gunter M. Schütz , Fernando Pigeard de Almeida Prado , Rosemary J. Harris , Vladimir Belitsky

We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome. We quantify this risk using the concept of risk measures from finance, and introduce a class of…

Computer Science and Game Theory · Computer Science 2014-10-13 Rafael M. Frongillo , Mark D. Reid

In this paper we present an interacting-agent model of stock markets. We describe a stock market through an Ising-like model in order to formulate the tendency of traders getting to be influenced by the other traders' investment attitudes…

Physics and Society · Physics 2013-09-11 Taisei Kaizoji
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