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A growing part of the behavioral finance literature has addressed some of the stylized facts of financial time series as macroscopic patterns emerging from herding interactions among groups of agents with heterogeneous trading strategies…

Physics and Society · Physics 2015-09-28 Adrián Carro , Raúl Toral , Maxi San Miguel

In this work we study the majority-vote model with the presence of two distinc noises. The first one is the usual noise $q$, that represents the probability that a given agent follows the minority opinion of his/her social contacts. On the…

Physics and Society · Physics 2016-03-18 Allan R. Vieira , Nuno Crokidakis

We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling…

Statistical Finance · Quantitative Finance 2019-01-01 V. Gontis , A. Kononovicius

The transduction process that occurs in the inner ear of the auditory system is a complex mechanism which requires a non-linear dynamical description. In addition to this, the stochastic phenomena that naturally arise in the inner ear…

Physics Education · Physics 2022-01-17 Francesco Veronesi , Edoardo Milotti

We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…

Adaptation and Self-Organizing Systems · Physics 2020-08-26 Igor Franović , Serhiy Yanchuk , Sebastian Eydam , Iva Bačić , Matthias Wolfrum

We study the collective dynamics of a lattice model of stochastically interacting agents with a weighted field of vision. We assume that agents preferentially interact with neighbours, depending on their relative location, through velocity…

Statistical Mechanics · Physics 2024-06-11 Shakti N. Menon , Trilochan Bagarti , Abhijit Chakraborty

The use of factor stochastic volatility models requires choosing the number of latent factors used to describe the dynamics of the financial returns process; however, empirical evidence suggests that the number and makeup of pertinent…

Applications · Statistics 2019-03-06 Taylor R. Brown

In this work, we consider a multi-population system where the dynamics of each agent evolve according to a system of stochastic differential equations in a general functional setup, determined by the global state of the system. Each agent…

Probability · Mathematics 2025-07-24 Giuseppe D'Onofrio , Anderson Melchor Hernandez

In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…

Probability · Mathematics 2017-01-05 Tanguy Cabana , Jonathan Touboul

In the last decade, soundscapes have become one of the most active topics in Acoustics, providing a holistic approach to the acoustic environment, which involves human perception and context. Soundscapes-elicited emotions are central and…

Sound · Computer Science 2022-07-27 R. San Millán-Castillo , L. Martino , E. Morgado , F. Llorente

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…

Medical Physics · Physics 2009-11-07 Tom A. Kuusela , Tony Shepherd , Jarmo Hietarinta

Generative AI systems are increasingly deployed as interactive agents in online environments, such as a social network called Moltbook. In Moltbook, large-scale agentic AIs can post, comment, and engage in activities generated at scale by…

Human-Computer Interaction · Computer Science 2026-05-21 Syed Mhamudul Hasan , Abdur R. Shahid

We model spontaneous cortical activity with a network of coupled spiking units, in which multiple spatio-temporal patterns are stored as dynamical attractors. We introduce an order parameter, which measures the overlap (similarity) between…

Neurons and Cognition · Quantitative Biology 2015-06-17 Silvia Scarpetta , Antonio de Candia

Human relationships are complex processes that often involve following certain rules that regulate interactions and/or expected outcomes. These rules may be imposed by an authority or established by society. In multi-agent systems,…

Multiagent Systems · Computer Science 2022-09-22 Daniel Perez , Estefania Argente , Elena Del Val , Soledad Valero

We propose a stochastic dynamical model of noisy neural networks with complex architectures and discuss activation of neural networks by a stimulus, pacemakers and spontaneous activity. This model has a complex phase diagram with…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. V. Goltsev , F. V. de Abreu , S. N. Dorogovtsev , J. F. F. Mendes

Emotional responses to auditory stimuli are a common part of everyday life. However, for some individuals, these responses can be distressing enough to interfere with daily functioning. Despite their prevalence, the mechanisms underlying…

Neurons and Cognition · Quantitative Biology 2025-04-03 Maiko Minatoya , Tatsuya Daikoku , Yasuo Kuniyoshi

We demonstrate the emergence of self-organized structures in the course of the relaxation of an initially excited, dissipative and finite chain of interacting particles in a periodic potential towards its many particle equilibrium…

Adaptation and Self-Organizing Systems · Physics 2016-08-19 Benno Liebchen , Peter Schmelcher

We study the dynamics of the q-state random bond Potts ferromagnet on the square lattice at its critical point by Monte Carlo simulations with single spin-flip dynamics. We concentrate on q=3 and q=24 and find, in both cases, conventional,…

Disordered Systems and Neural Networks · Physics 2009-11-07 C. Deroulers , A. P. Young

We have analyzed the interplay between noise and periodic modulations in a mean field model of a neural excitable medium. To this purpose, we have considered two types of modulations; namely, variations of the resistance and oscillations of…

Statistical Mechanics · Physics 2016-08-15 J. M. G. Vilar , R. V. Solé , J. M. Rubí

A general class of stochastic gene expression models with self regulation is considered. One or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The gene or genes are self regulating…

Molecular Networks · Quantitative Biology 2014-12-30 Jay Newby