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This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally, these models introduce different…

Trading and Market Microstructure · Quantitative Finance 2009-04-03 C. Pellicer-Lostao , R. Lopez-Ruiz

This paper is concerned with general spatially explicit versions of three stochastic models for the dynamics of money that have been introduced and studied numerically by statistical physicists: the uniform reshuffling model, the immediate…

Probability · Mathematics 2018-04-18 Nicolas Lanchier , Stephanie Reed

In any ecosystem, the conditions of the environment and the characteristics of the species that inhabit it are entangled, co-evolving in space and time. We introduce a model that couples active agents with a dynamic environment, interpreted…

Populations and Evolution · Quantitative Biology 2025-12-10 G. Briozzo , G. J. Sibona , F. Peruani

We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly, the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space". On the other hand, we…

Physics and Society · Physics 2011-01-04 Arnab Chatterjee , Parongama Sen

We consider a heterogeneous agent-based economic model where economic agents have strictly bounded rationality and where income allocation strategies evolve through selective imitation. Income is calculated by a Cobb-Douglas type production…

Trading and Market Microstructure · Quantitative Finance 2010-09-15 Volker Nannen

Land use choices and activity prevalence in a selected territory are determined by individual preferences constrained by the characteristic of the analysed zone: population density, soil properties, urbanization level and other similar…

Physics and Society · Physics 2009-12-16 S. Ternes , F. Gargiulo , S. Huet , G. Deffuant

In this paper, we analyze the behavior of a multi-agent system driven by the interactions of agents within a competitive environment. To achieve this, we describe the transition probabilities that underlie the system's stochastic nature. We…

Multiagent Systems · Computer Science 2024-12-23 Mohammad Daneshvar , Mandana Delavari

A model of interacting motile chaotic elements is proposed. The chaotic elements are distributed in space and interact with each other through interactions depending on their positions and their internal states. As the value of a governing…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 Tatsuo Shibata , Kunihiko Kaneko

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

Multiagent Systems · Computer Science 2020-07-03 Orowa Sikder

Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from…

Statistical Finance · Quantitative Finance 2017-03-21 T. T. Chen , B. Zheng , Y. Li , X. F. Jiang

A spatially one dimensional coupled map lattice possessing the same symmetries as the Miller Huse model is introduced. Our model is studied analytically by means of a formal perturbation expansion which uses weak coupling and the vicinity…

Chaotic Dynamics · Physics 2015-06-26 F. Schmuser , W. Just , H. Kantz

This paper presents an analytical treatment of economic systems with an arbitrary number of agents that keeps track of the systems' interactions and agents' complexity. This formalism does not seek to aggregate agents. It rather replaces…

General Economics · Economics 2018-10-18 Aïleen Lotz , Pierre Gosselin , Marc Wambst

We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We…

Physics and Society · Physics 2019-11-22 Zdzislaw Burda , Pawel Wojcieszak , Konrad Zuchniak

We study a model ecosystem by means of dynamical techniques from disordered systems theory. The model describes a set of species subject to competitive interactions through a background of resources, which they feed upon. Additionally…

Populations and Evolution · Quantitative Biology 2009-11-13 Yoshimi Yoshino , Tobias Galla , Kei Tokita

Different agents need to make a prediction. They observe identical data, but have different models: they predict using different explanatory variables. We study which agent believes they have the best predictive ability -- as measured by…

Theoretical Economics · Economics 2023-02-01 Jose Luis Montiel Olea , Pietro Ortoleva , Mallesh M Pai , Andrea Prat

We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Els Heinsalu , Guido Germano

Empirical data on the dynamics of human face-to-face interactions across a variety of social venues have recently revealed a number of context-independent structural and temporal properties of human contact networks. This universality…

Physics and Society · Physics 2016-07-13 Michele Starnini , Andrea Baronchelli , Romualdo Pastor-Satorras

In the study of the evolution of cooperation, resource limitations are usually assumed just to provide a finite population size. Recently, however, agent-based models have pointed out that resource limitation may modify the original…

Biological Physics · Physics 2012-10-26 Rubén J. Requejo , Juan Camacho

Modeling social interactions is a challenging task that requires flexible frameworks. For instance, dissimulation and externalities are relevant features influencing such systems -- elements that are often neglected in popular models. This…

Optimization and Control · Mathematics 2022-12-21 Yuri Saporito , Max O. Souza , Yuri Thamsten

We describe a simple model for speculative trading based on adaptive behavior of economic agents.The adaptive behavior is expressed through a feedback mechanism for changing agents' stock-to-bond ratios, depending on the past performance of…

Trading and Market Microstructure · Quantitative Finance 2018-09-26 Misha Perepelitsa