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As first asserted by Y. Imry and S-K Ma, the famed discontinuity of the magnetization as function of the magnetic field in the two dimensional Ising model is eliminated, for all temperatures, through the addition of quenched random magnetic…

Mathematical Physics · Physics 2022-01-25 Michael Aizenman , Ron Peled

Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

We study a Bayesian persuasion problem with externalities. In this model, a principal sends signals to inform multiple agents about the state of the world. Simultaneously, due to the existence of externalities in the agents' utilities, the…

Artificial Intelligence · Computer Science 2024-12-18 Jonathan Shaki , Jiarui Gan , Sarit Kraus

Agent-based models are a natural choice for modeling complex social systems. In such models simple stochastic interaction rules for a large population of individuals can lead to emergent dynamics on the macroscopic scale, for instance a…

Physics and Society · Physics 2023-08-02 Luzie Helfmann , Jobst Heitzig , Péter Koltai , Jürgen Kurths , Christof Schütte

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

General Finance · Quantitative Finance 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

Economic unions are international agreements oriented to increase economic efficiency and establishing political and cultural ties between the member countries. Becoming a member of an existing union usually requires the approval of both…

Physics and Society · Physics 2022-06-08 Carlos Gracia-Lázaro , Fabio Dercole , Yamir Moreno

Infants are experts at playing, with an amazing ability to generate novel structured behaviors in unstructured environments that lack clear extrinsic reward signals. We seek to replicate some of these abilities with a neural network that…

Machine Learning · Computer Science 2018-02-22 Nick Haber , Damian Mrowca , Li Fei-Fei , Daniel L. K. Yamins

Modeling social interactions based on individual behavior has always been an area of interest, but prior literature generally presumes rational behavior. Thus, such models may miss out on capturing the effects of biases humans are…

Artificial Intelligence · Computer Science 2019-03-11 Nanda Kishore Sreenivas , Shrisha Rao

The 3D Ising-like system in the external field is described using the non-perturbative collective variables method. The universal as well as nonuniversal system characteristics are obtained within the framework of this approach. The…

High Energy Physics - Theory · Physics 2007-05-23 M. P. Kozlovskii , O. O. Prytula

In a large social network whose members harbor binary sentiments towards an issue, we investigate the asymptotic accuracy of sentiment detection. We model the user sentiments by an Ising Markov random field model and allow the user…

Social and Information Networks · Computer Science 2017-10-10 Tian Tong , Rohit Negi

One aspect of intelligence is the ability to restructure your own environment so that the world you live in becomes more beneficial to you. In this paper we investigate how the information-theoretic measure of agent empowerment can provide…

Artificial Intelligence · Computer Science 2014-06-09 Christoph Salge , Cornelius Glackin , Daniel Polani

In this study the magnetization phenomenon has been investigated as a behavior of interacting elementary moments ensemble, with the help of Ising model [1] in the frame of non-extensive statistical mechanics. To investigate the physical…

Statistical Mechanics · Physics 2007-05-23 M. Karabekirogullari , F. Buyukkilic , D. Demirhan

We consider large scale cost allocation problems and consensus seeking problems for multiple agents, in which agents are suggested to collaborate in a distributed algorithm to find a solution. If agents are strategic to minimize their own…

Optimization and Control · Mathematics 2013-04-11 Takashi Tanaka , Farhad Farokhi , Cédric Langbort

The phenomenon of brain drain, that is the emigration of highly skilled people, has many undesirable effects, particularly for developing countries. In this study, an agent-based model is developed to understand the dynamics of such…

Physics and Society · Physics 2021-03-30 Furkan Gürsoy , Bertan Badur

In public opinion studies, the relationships between opinions on different topics are likely to shift based on the characteristics of the respondents. Thus, understanding the complexities of public opinion requires methods that can account…

As we deploy autonomous agents in safety-critical domains, it becomes important to develop an understanding of their internal mechanisms and representations. We outline an approach to imitation learning for reverse-engineering black box…

Artificial Intelligence · Computer Science 2020-06-23 Tom Bewley , Jonathan Lawry , Arthur Richards

This work suggests modifications to a previously introduced class of heterogeneous agent models that allow for the inclusion of different types of agent motivations and behaviours in a unified way. The agents operate within a highly…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 H. Lamba , T. Seaman

The spin-1/2 Ising model on a square lattice, with fluctuating bond interactions between nearest neighbors and in the presence of a random magnetic field, is investigated within the framework of the effective field theory based on the use…

Statistical Mechanics · Physics 2013-04-10 Ioannis A. Hadjiagapiou

Behavioral Finance has become a challenge to the scientific community. Based on the assumption that behavioral aspects of investors may explain some features of the Stock Market, we propose an agent based model to study quantitatively this…

General Finance · Quantitative Finance 2017-11-23 F. M. Stefan , A. P. F. Atman

The Ising model was originally developed to model magnetisation of solids in statistical physics. As a network of binary variables with the probability of becoming 'active' depending only on direct neighbours, the Ising model appears…

Statistics Theory · Mathematics 2018-07-31 Lourens Waldorp , Maarten Marsman , Gunter Maris
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