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Nontransitive choices have long been an area of curiosity within economics. However, determining whether nontransitive choices represent an individual's preference is a difficult task since choice data is inherently stochastic. This paper…

Theoretical Economics · Economics 2023-05-01 Mogens Fosgerau , John Rehbeck

In this study, the authors develop a structural model that combines a macro diffusion model with a micro choice model to control for the effect of social influence on the mobile app choices of customers over app stores. Social influence…

Machine Learning · Statistics 2017-02-23 Meisam Hejazi Nia , Brian T. Ratchford , Norris Bruce

The problem of fair division of indivisible goods is a fundamental problem of social choice. Recently, the problem was extended to the case when goods form a graph and the goal is to allocate goods to agents so that each agent's bundle…

Social and Information Networks · Computer Science 2019-05-13 Zbigniew Lonc , Miroslaw Truszczynski

Possible distributions are discussed for intertrade durations and first-passage processes in financial markets. The view-point of renewal theory is assumed. In order to represent market data with relatively long durations, two types of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Naoya Sazuka , Jun-ichi Inoue , Enrico Scalas

We study the spatial patterns formed by a system of interacting particles where the mobility of any individual is determined by the population crowding at two different spatial scales. In this way we model the behavior of some biological…

Statistical Mechanics · Physics 2015-07-08 Ricardo Martínez-García , Clara Murgui , Emilio Hernández-García , Cristóbal López

The cell cycle duration is a variable cellular phenotype that underlies long-term population growth and age structures. By analyzing the stationary solutions of a branching process with heritable cell division times, we demonstrate…

Populations and Evolution · Quantitative Biology 2021-01-04 Takashi Nozoe , Edo Kussell

Recommender systems are known to exhibit fairness issues, particularly on the product side, where products and their associated suppliers receive unequal exposure in recommended results. While this problem has been widely studied in…

Information Retrieval · Computer Science 2025-07-22 Huy-Son Nguyen , Yuanna Liu , Masoud Mansoury , Mohammad Alian Nejadi , Alan Hanjalic , Maarten de Rijke

We investigate present some new statistical properties of order books. We analyse data from the Nasdaq and investigate (a) the statistics of incoming limit order prices, (b) the shape of the average order book, and (c) the typical life time…

Condensed Matter · Physics 2009-11-07 Marc Potters , Jean-Philippe Bouchaud

Models of stochastic choice typically use conditional choice probabilities given menus as the primitive for analysis, but in the field these are often hard to observe. Moreover, studying preferences over menus is not possible with this…

Theoretical Economics · Economics 2022-08-19 Yaron Azrieli , John Rehbeck

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

Lifetime distributions of social entities, such as enterprises, products, and media contents, are one of the fundamental statistics characterizing the social dynamics. To investigate the lifetime distribution of mutually interacting…

Physics and Society · Physics 2015-08-20 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

A consumer Behaviour model is considered in the context of a network of interacting individuals in an energy market. We propose and analyse a simple dynamical model of an ensemble of coupled active elements mimicking consumers' Behaviour,…

Adaptation and Self-Organizing Systems · Physics 2014-01-29 Nick. J. McCullen , Mikhail. V. Ivanchenko , Vladimir. D. Shalfeev , William. F. Gale

The problem of nonparametric estimation of the conditional density of a response, given a vector of explanatory variables, is classical and of prominent importance in many prediction problems since the conditional density provides a more…

Methodology · Statistics 2015-04-21 Catia Scricciolo

As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to account for small sample sizes, which are prevalent in…

Methodology · Statistics 2019-09-17 Fabian Mies , Stefan Bedbur

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

Econometrics · Economics 2024-02-21 Amandeep Singh , Ye Liu , Hema Yoganarasimhan

We review recent results obtained from simple individual-based models of biological competition in which birth and death rates of an organism depend on the presence of other competing organisms close to it. In addition the individuals…

Populations and Evolution · Quantitative Biology 2015-03-03 Emilio Hernandez-Garcia , Els Heinsalu , Cristobal Lopez

Most theoretical analysis for lifetime distribution explains origins of specific distribution based on independent failure. We develop a unified framework encompassing different lifetime distribution for failure-coupled network systems. We…

Physics and Society · Physics 2024-07-12 Yimeng Liu , Shaobo Sui , Dan Lu , Rui Peng , Mingyang Bai , Daqing Li

Collectives form non-equilibrium social structures characterised by a volatile dynamics. Individuals join or leave. Social relations change quickly. Therefore, differently from engineered or ecological systems, a resilient reference state…

Physics and Society · Physics 2022-10-19 Frank Schweitzer , Christian Zingg , Giona Casiraghi

In life-cycle economics the Samuelson paradigm (Samuelson, 1969) states that the optimal investment is in constant proportions out of lifetime wealth composed of current savings and the present value of future income. It is well known that…

Portfolio Management · Quantitative Finance 2020-06-23 Aleš Černý , Igor Melicherčík

Learning a distribution conditional on a set of discrete-valued features is a commonly encountered task. This becomes more challenging with a high-dimensional feature set when there is the possibility of interaction between the features. In…

Machine Learning · Statistics 2013-05-01 David C. Kessler , Jack Taylor , David B. Dunson