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This paper investigates causal influences between agents linked by a social graph and interacting over time. In particular, the work examines the dynamics of social learning models and distributed decision-making protocols, and derives…

Social and Information Networks · Computer Science 2026-05-19 Mert Kayaalp , Ali H. Sayed

A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…

Physics and Society · Physics 2008-12-02 Abhijit Kar Gupta

An agent-based computational economical toy model for the emergence of money from the initial barter trading, inspired by Menger's postulate that money can spontaneously emerge in a commodity exchange economy, is extensively studied. The…

Statistical Finance · Quantitative Finance 2015-12-09 Paweł Oświęcimka , Stanisław Drożdż , Robert Gębarowski , Andrzej Z. Górski , Jarosław Kwapień

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We study a minimalist kinetic model for economies. A system of agents with local trading rules display emergent demand behaviour. We examine the resulting wealth distribution to look for non-thermal behaviour. We compare and contrast this…

General Finance · Quantitative Finance 2008-12-02 Wan Ahmad Tajuddin Wan Abdullah , Sidiq Mohamad Khidzir

Unlike the classical kinetic theory of rarefied gases, where microscopic interactions among gas molecules are described as binary collisions, the modelling of socio-economic phenomena in a multi-agent system naturally requires to consider,…

Physics and Society · Physics 2020-09-15 Giuseppe Toscani , Andrea Tosin , Mattia Zanella

This paper investigates agreement protocols over cooperative and cooperative--antagonistic multi-agent networks with coupled continuous-time nonlinear dynamics. To guarantee convergence for such systems, it is common in the literature to…

Multiagent Systems · Computer Science 2015-08-06 Ziyang Meng , Guodong Shi , Karl Henrik Johansson

In this survey we report some recent results in the mathematical modeling of epidemic phenomena through the use of kinetic equations. We initially consider models of interaction between agents in which social characteristics play a key role…

Populations and Evolution · Quantitative Biology 2023-09-11 Giacomo Albi , Giulia Bertaglia , Walter Boscheri , Giacomo Dimarco , Lorenzo Pareschi , Giuseppe Toscani , Mattia Zanella

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

Trading and Market Microstructure · Quantitative Finance 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez

The standard map, paradigmatic conservative system in the $(x,p)$ phase space, has been recently shown to exhibit interesting statistical behaviors directly related to the value of the standard map parameter $K$. A detailed numerical…

Statistical Mechanics · Physics 2017-06-28 Guiomar Ruiz , Ugur Tirnakli , Ernesto P. Borges , Constantino Tsallis

The steady-state and nonequilibrium properties of the model of environmental-economic interactions are studied. The interacting heterogeneous agents are simulated on the platform of the emission dynamics of cellular automaton. The model…

Physics and Society · Physics 2009-11-13 Z. Kuscsik , D. Horvath , M. Gmitra

This paper presents a simple agent-based model of an economic system, populated by agents playing different games according to their different view about social cohesion and tax payment. After a first set of simulations, correctly…

General Finance · Quantitative Finance 2018-09-24 L. S. Di Mauro , A. Pluchino , A. E. Biondo

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

Diverse collective dynamics emerge in dynamical systems interacting on top of complex network architectures. Along this line of research, temporal network has come out to be one of the most promising network platforms to investigate.…

Chaotic Dynamics · Physics 2020-08-18 Sayantan Nag Chowdhury , Soumen Majhi , Dibakar Ghosh

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

General Finance · Quantitative Finance 2018-03-14 Carlo Brugna , Giuseppe Toscani

Agent Based Modeling (ABM) has become a widespread approach to model complex interactions. In this chapter after briefly summarizing some features of ABM the different approaches in modeling spatial interactions are discussed. It is…

Physics and Society · Physics 2014-05-06 Marcel Ausloos , Herbert Dawid , Ugo Merlone

Two-dimensional mappings obtained by coupling two piecewise increasing expanding maps are considered. Their dynamics is described when the coupling parameter increases in the expanding domain. By introducing a coding and by analysing an…

Chaotic Dynamics · Physics 2007-05-23 Bastien Fernandez , Pierre Guiraud

We consider a control problem involving several agents coupled through multiple unit-demand resources. Such resources are indivisible, and each agent's consumption is modeled as a Bernoulli random variable. Controlling the number of such…

Systems and Control · Computer Science 2019-04-30 Syed Eqbal Alam , Robert Shorten , Fabian Wirth , Jia Yuan Yu

In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When…

Methodology · Statistics 2019-11-27 Nathan Canen , Jacob Schwartz , Kyungchul Song

We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…

Trading and Market Microstructure · Quantitative Finance 2023-11-23 Matthew Dicks , Andrew Paskaramoorthy , Tim Gebbie