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Multi-agent systems (MAS) need to adaptively cope with dynamic environments, changing agent populations, and diverse tasks. However, most of the multi-agent systems cannot easily handle them, due to the complexity of the state and task…

Artificial Intelligence · Computer Science 2024-05-06 Qian Long , Fangwei Zhong , Mingdong Wu , Yizhou Wang , Song-Chun Zhu

We study opinion dynamics on networks with a nontrivial community structure, assuming individuals can update their binary opinion as the result of the interactions with an external influence with strength $h\in [0,1]$ and with other…

Probability · Mathematics 2023-06-14 Simone Baldassarri , Anna Gallo , Vanessa Jacquier , Alessandro Zocca

Bilateral markets, such as those for government bonds, involve decentralized and opaque transactions between market makers (MMs) and clients, posing significant challenges for traditional modeling approaches. To address these complexities,…

Trading and Market Microstructure · Quantitative Finance 2025-03-05 Alicia Vidler , Toby Walsh

We investigate knowledge exchange among commercial organisations, the rationale behind it and its effects on the market. Knowledge exchange is known to be beneficial for industry, but in order to explain it, authors have used high level…

Multiagent Systems · Computer Science 2007-05-23 Maria Chli , Philippe De Wilde

We introduce a rational inattention model which produces a unique, interior, weighted multinomial logit conditional choice probability for an agent who acquires costly information about the hedonic characteristics (e.g. whether an insurance…

Theoretical Economics · Economics 2026-01-27 Chris Engh

Financial institutions mostly deal with people. Therefore, characterizing different kinds of human behavior can greatly help institutions for improving their relation with customers and with regulatory offices. In many of such interactions,…

Artificial Intelligence · Computer Science 2020-11-06 Daniel Borrajo , Manuela Veloso

Most of the conventional models for opinion dynamics mainly account for a fully local influence, where myopic agents decide their actions after they interact with other agents that are adjacent to them. For example, in the case of social…

Physics and Society · Physics 2013-05-10 Babak Fotouhi , Michael G. Rabbat

In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…

General Finance · Quantitative Finance 2018-06-13 Fausto Cavalli , Ahmad Naimzada , Nicolò Pecora , Marina Pireddu

We address the problem of banking system resilience by applying off-equilibrium statistical physics to a system of particles, representing the economic agents, modelled according to the theoretical foundation of the current banking…

Risk Management · Quantitative Finance 2013-01-04 João P. da Cruz , Pedro G. Lind

We study quantum correlations in an isotropic Ising ring under the effects of a transverse magnetic field. After characterizing the behavior of two-spin quantum correlations, we extend our analysis to global properties of the ring, using a…

Quantum Physics · Physics 2012-01-17 Steve Campbell , Laura Mazzola , Mauro Paternostro

The scaling function of the 2D Ising model in a magnetic field on the square and triangular lattices is obtained numerically via Baxter's variational corner transfer matrix approach. The use of the Aharony-Fisher non-linear scaling…

Statistical Mechanics · Physics 2014-11-20 Vladimir V. Mangazeev , Michael Yu. Dudalev , Vladimir V. Bazhanov , Murray T. Batchelor

Inferring intent from observed behavior has been studied extensively within the frameworks of Bayesian inverse planning and inverse reinforcement learning. These methods infer a goal or reward function that best explains the actions of the…

Machine Learning · Computer Science 2019-01-08 Siddharth Reddy , Anca D. Dragan , Sergey Levine

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

General Finance · Quantitative Finance 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

It is known that individual opinions on different policy issues often align to a dominant ideological dimension (e.g. "left" vs. "right") and become increasingly polarized. We provide an agent-based model that reproduces these two stylized…

Physics and Society · Physics 2020-10-28 Simon Schweighofer , David Garcia , Frank Schweitzer

DeGroot-style opinion formation presumes a continuous interaction among agents of a social network. Hence, it cannot handle agents external to the social network that interact only temporarily with the permanent ones. Many real-world…

Multiagent Systems · Computer Science 2022-06-01 Zhiqiang Zhuang , Kewen Wang , Zhe Wang , Junhu Wang , Yinong Yang

Autonomous intelligent agent research is a domain situated at the forefront of artificial intelligence. Interest-based negotiation (IBN) is a form of negotiation in which agents exchange information about their underlying goals, with a view…

Artificial Intelligence · Computer Science 2012-09-20 Supriya D'Souza , Abhishek Rao , Amit Sharma , Sanjay Singh

Here we present a new perspective to the breakdown of ferromagnetic order in two-dimensional spin-lattice models employing the rotation of the underlying lattice. Using an Ising spin system on a square lattice as a prototype, we demonstrate…

Statistical Mechanics · Physics 2021-08-17 Claudio J DaSilva , L. S. Ferreira , A. A. Caparica

In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on the majority opinion of the agents, obtained the transition…

Probability · Mathematics 2008-12-02 Ted Theodosopoulos , Ming Yuen

In this paper a new approach to solving the 2D and 3D Ising models in external magnetic field $H\neq0$ is developed. The general formalism for the approach to the problem is presented on the example of the 2D Ising model in the external…

Statistical Mechanics · Physics 2009-10-30 Martin S. Kochman'ski

The one and two-particle form factors of the energy operator in the two-dimensional Ising model in a magnetic field at $T=T_c$ are exactly computed within the form factor bootstrap approach. Together with the matrix elements of the…

High Energy Physics - Theory · Physics 2009-10-30 G. Delfino , P. Simonetti