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Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

We consider a trading marketplace that is populated by traders with diverse trading strategies and objectives. The marketplace allows the suppliers to list their goods and facilitates matching between buyers and sellers. In return, such a…

Computer Science and Game Theory · Computer Science 2022-10-03 Kshama Dwarakanath , Svitlana S Vyetrenko , Tucker Balch

The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits,…

Systems and Control · Electrical Eng. & Systems 2025-06-26 Yun Xu , Yunxiao Bai , Yunyong Zhang , Peng Wang , Xuelin Wang , Jiqun Guo , Kaijun Xie , Rusheng Zhao

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

We present an AI-based ecosystem simulator that uses three-dimensional models of the terrain and animal models controlled by deep reinforcement learning. The simulations take place in a game engine environment, which enables continuous…

Multiagent Systems · Computer Science 2023-03-22 Claes Strannegård , Niklas Engsner , Rasmus Lindgren , Simon Olsson , John Endler

A polycentric approach to ecosystem service (ES) governance that combines individual incentives for interdependent ES providers with collective action is a promising lever to overcome the decline in ES and generate win-win solutions in…

General Economics · Economics 2021-04-27 Jerome Faure , Lauriane Mouysset , Sabrina Gaba

Motivated by the emergence of local groundwater exchanges, we construct and analyze stochastic models of dynamic groundwater markets. Our primary focus is endogenizing the price formation and groundwater pumping strategies in a closed…

Trading and Market Microstructure · Quantitative Finance 2026-05-27 Igor Cialenco , Michael Ludkovski

The agent-based model of stock price dynamics on a directed evolving complex network is suggested and studied by direct simulation. The stationary regime is maintained as a result of the balance between the extremal dynamics, adaptivity of…

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

We demonstrate an application of risk-sensitive reinforcement learning to optimizing execution in limit order book markets. We represent taking order execution decisions based on limit order book knowledge by a Markov Decision Process; and…

Trading and Market Microstructure · Quantitative Finance 2021-01-07 Svitlana Vyetrenko , Shaojie Xu

Market-based mechanisms such as auctions are being studied as an appropriate means for resource allocation in distributed and mulitagent decision problems. When agents value resources in combination rather than in isolation, they must often…

Artificial Intelligence · Computer Science 2013-01-30 Craig Boutilier , Moises Goldszmidt , Bikash Sabata

We develop a model of the behaviour of a dynamically optimizing economic agent who makes consumption-saving and spatial relocation decisions. We formulate an existence result for the model, derive the necessary conditions for optimality and…

Optimization and Control · Mathematics 2007-05-23 Iordan Iordanov , Andrey Vassilev

This paper introduces the concept of a global financial market for environmental indices, addressing sustainability concerns and aiming to attract institutional investors. Risk mitigation measures are implemented to manage inherent risks…

Computational Finance · Quantitative Finance 2023-08-31 Thisari K. Mahanama , Abootaleb Shirvani , Svetlozar Rachev , Frank J. Fabozzi

With the rapidly growing demand for the cloud services, a need for efficient methods to trade computing resources increases. Commonly used fixed-price model is not always the best approach for trading cloud resources, because of its…

Computer Science and Game Theory · Computer Science 2014-02-03 Sergei Chichin , Quoc Bao Vo , Ryszard Kowalczyk

Smart city [1] planning is crucial as it should balance among resources and the needs of the city .It allows to achieve good eco-friendly industries, there by supporting both the nature and the stake holders. Setting up an industry is a…

Computers and Society · Computer Science 2014-06-20 Thomas Joseph

Competitive interactions represent one of the driving forces behind evolution and natural selection in biological and sociological systems. For example, animals in an ecosystem may vie for food or mates; in a market economy, firms may…

Physics and Society · Physics 2013-07-03 Jacobo Aguirre , David Papo , Javier M. Buldú

This paper presents a mercantile framework for the decentralised sharing of navigation expertise amongst a fleet of robots which perform regular missions into a common but variable environment. We build on our earlier work and allow…

Robotics · Computer Science 2018-01-18 Matthew Gadd , Paul Newman

Considering the sequential clearing of energy and reserves in Europe, enabling inter-area reserve exchange requires optimally allocating inter-area transmission capacities between these two markets. To achieve this, we provide a…

Optimization and Control · Mathematics 2021-07-14 Orcun Karaca , Stefanos Delikaraoglou , Maryam Kamgarpour

Modern ecology has re-emphasized the need for a quantitative understanding of the original 'survival of the fittest theme' based on analyzis of the intricate trade-offs between competing evolutionary strategies that characterize the…

Populations and Evolution · Quantitative Biology 2015-06-16 Jacopo Grilli , Samir Suweis , Amos Maritan