Related papers: Analysing tax evasion dynamics via the Ising model

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with…

We investigate Ising model description of dynamics of stock price. The model is defined in near 2 dimensions, one dimension is time and another represents ensemble of stocks, and strength of response of investors to price change corresponds…

Multiple imputation is a straightforward method for handling missing data in a principled fashion. This paper presents an overview of multiple imputation, including important theoretical results and their practical implications for…

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We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…

Measuring and modeling human behavior is a very complex task. In this paper we present our initial thoughts on modeling and automatic recognition of some human activities in an office. We argue that to successfully model human activities,…

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Compensation programming is typically used in the programming of web service compositions whose correct implementation is crucial due to their handling of security-critical activities such as financial transactions. While traditional…

Within the context of agent-based Monte-Carlo simulations, we study the well-known majority-vote model (MVM) with noise applied to tax evasion on simple square lattices, Voronoi-Delaunay random lattices, Barabasi-Albert networks, and…

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In this paper investigations by the same authors on environmental issues concerning the control of the pollution produced by human activities have been extended to include costs related to environmental interventions. The proposed model…

This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…

The Ising model has become a popular psychometric model for analyzing item response data. The statistical inference of the Ising model is typically carried out via a pseudo-likelihood, as the standard likelihood approach suffers from a high…

We provide conditions for stable equilibrium in Cournot duopoly models with tax evasion and time delay. We prove that our conditions actually imply asymptotically stable equilibrium and delay independence. Conditions include the same…

Model-based reinforcement learning could enable sample-efficient learning by quickly acquiring rich knowledge about the world and using it to improve behaviour without additional data. Learned dynamics models can be directly used for…

Consider an imitation learning problem that the imitator and the expert have different dynamics models. Most of the current imitation learning methods fail because they focus on imitating actions. We propose a novel state alignment-based…