English
Related papers

Related papers: Adaptive networks of trading agents

200 papers

This paper presents an evolution model of weighted networks in which the structural growth and weight dynamics are driven by human behavior, i.e. passenger route choice behavior. Transportation networks grow due to people's increasing…

Physics and Society · Physics 2007-09-27 Yihong Hu , Daoli Zhu , Nianqu Zhu

This paper develops strategic foundations for an important statistical model of random networks with heterogeneous expected degrees. Based on this, we show how social networking services that subtly alter the costs and indirect benefits of…

Applications · Statistics 2010-04-09 Benjamin Golub , Yair Livne

We present a simple agent-based model to study the development of a bubble and the consequential crash and investigate how their proximate triggering factor might relate to their fundamental mechanism, and vice versa. Our agents invest…

Trading and Market Microstructure · Quantitative Finance 2010-11-12 Georges Harras , Didier Sornette

In human societies, people's willingness to compete and strive for better social status as well as being envious of those perceived in some way superior lead to social structures that are intrinsically hierarchical. Here we propose an…

Multiagent Systems · Computer Science 2021-04-28 Jan E. Snellman , Gerardo Iñiguez , Tzipe Govezensky , Rafael A. Barrio , Kimmo K. Kaski

A multi-agent model for individuals endowed with strategies and subject to diffusive effects is proposed. The microscopic state of each agent is described by a spatial position and a probability measure, interpreted as a mixed strategy,…

Analysis of PDEs · Mathematics 2026-03-24 Alessandro Baldi , Marco Morandotti

We discuss a crowd-based theory for describing the collective behavior in Complex Systems comprising multi-agent populations competing for a limited resource. These systems -- whose binary versions we refer to as B-A-R (Binary Agent…

Statistical Mechanics · Physics 2007-05-23 Neil F. Johnson , Sehyo C. Choe , Sean Gourley , Timothy Jarrett , Pak Ming Hui

Many phenomena in real world social networks are interpreted as spread of influence between activated and non-activated network elements. These phenomena are formulated by combinatorial graphs, where vertices represent the elements and…

Discrete Mathematics · Computer Science 2024-03-01 Siavash Askari , Manouchehr Zaker

Designing mechanisms that leverage cooperation between agents has been a long-lasting goal in Multiagent Systems. The task is especially challenging when agents are selfish, lack common goals and face social dilemmas, i.e., situations in…

Multiagent Systems · Computer Science 2018-02-07 Flávio L. Pinheiro , Fernando P. Santos

Several growth models have been proposed in the literature for scale-free complex networks, with a range of fitness-based attachment models gaining prominence recently. However, the processes by which such fitness-based attachment behaviour…

Social and Information Networks · Computer Science 2017-02-15 Michael Bell , Supun Perera , Mahendrarajah Piraveenan , Michiel Bliemer , Tanya Latty , Chris Reid

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

It is well understood that the structure of a social network is critical to whether or not agents can aggregate information correctly. In this paper, we study social networks that support information aggregation when rational agents act…

Theoretical Economics · Economics 2020-11-11 Itai Arieli , Fedor Sandomirskiy , Rann Smorodinsky

The agent-based Yard-Sale model of wealth inequality is generalized to incorporate exponential economic growth and its distribution. The distribution of economic growth is nonuniform and is determined by the wealth of each agent and a…

Statistical Mechanics · Physics 2021-08-26 Kang K. L. Liu , N. Lubbers , W. Klein , J. Tobochnik , B. M. Boghosian , Harvey Gould

We propose a simple market model where agents trade different types of products with each other by using money, relying only on local information. Value fluctuations of single products, combined with the condition of maximum profit in…

Condensed Matter · Physics 2015-06-24 Raul Donangelo , Alex Hansen , Kim Sneppen , Sergio R. Souza

Networks are powerful tools for modeling interactions in complex systems. While traditional networks use scalar edge weights, many real-world systems involve multidimensional interactions. For example, in social networks, individuals often…

Social and Information Networks · Computer Science 2024-10-08 Yu Tian , Sadamori Kojaku , Hiroki Sayama , Renaud Lambiotte

Humans and other animals often follow the decisions made by others because these are indicative of the quality of possible choices, resulting in `social response rules': observed relationships between the probability that an agent will make…

Physics and Society · Physics 2025-10-28 Richard P. Mann

We introduce and study a model of an interacting population of agents who collaborate in groups which compete for limited resources. Groups are formed by random matching agents and their worth is determined by the sum of the efforts…

Physics and Society · Physics 2009-11-13 Emanuele Pugliese , Claudio Castellano , Matteo Marsili , Luciano Pietronero

We study systems of interacting reinforced stochastic processes, where agents' decisions evolve under reinforcement, network-mediated interactions, and environmental influences. In competitive environments with irreducible networks, we…

Probability · Mathematics 2025-09-18 Michele Aleandri , Paolo Dai Pra , Ida Germana Minelli

We use generating functional analysis to study minority-game type market models with generalized strategy valuation updates that control the psychology of agents' actions. The agents' choice between trend following and contrarian trading,…

Physics and Society · Physics 2015-05-13 P. Papadopoulos , ACC. Coolen

In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…

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

We use a multi-agent system to model how agents (representing firms) may collaborate and adapt in a business 'landscape' where some, more influential, firms are given the power to shape the landscape of other firms. The landscapes we study…

Multiagent Systems · Computer Science 2022-06-29 Chin Woei Lim , Richard Allmendinger , Joshua Knowles , Ayesha Alhosani , Mercedes Bleda