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We analyse a coupled dataset collecting the mobile phone communications and bank transactions history of a large number of individuals living in a Latin American country. After mapping the social structure and introducing indicators of…

Social and Information Networks · Computer Science 2018-01-29 Yannick Leo , Márton Karsai , Carlos Sarraute , Eric Fleury

We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production based on adaptive expectations for sales demand and a desired…

General Finance · Quantitative Finance 2016-10-05 Matheus Grasselli , Adrien Nguyen-Huu

Zipf-like distributions characterize a wide set of phenomena in physics, biology, economics and social sciences. In human activities, Zipf-laws describe for example the frequency of words appearance in a text or the purchases types in…

This paper studies identification and estimation of a dynamic discrete choice model of demand for differentiated product using consumer-level panel data with few purchase events per consumer (i.e., short panel). Consumers are…

Econometrics · Economics 2022-08-19 Victor Aguirregabiria

Prior work has provided strong evidence that, within organizational settings, teams that bring a diversity of information and perspectives to a task are more effective than teams that do not. If this form of informational diversity confers…

Computer Science and Game Theory · Computer Science 2023-01-31 Hoda Heidari , Solon Barocas , Jon Kleinberg , Karen Levy

The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some…

Statistical Finance · Quantitative Finance 2009-11-13 Gabriella Vaglica , Fabrizio Lillo , Esteban Moro , Rosario N. Mantegna

In recent years, many new and interesting models of successful online business have been developed. Many of these are based on the competition between users, such as online auctions, where the product price is not fixed and tends to rise.…

Economics · Quantitative Finance 2016-03-01 Pierluigi Gallo , Francesco Randazzo , Ignazio Gallo

This paper studies the estimation of ranked-list discrete choice models with single and multiple purchases. In this setting, each consumer type is characterized by a ranking over a subset of products and a desired number of purchases, and…

Data Structures and Algorithms · Computer Science 2026-05-11 Luciano Costa , Gerardo Berbeglia , Claudio Contardo , Jean-François Cordeau

We introduce a mathematical model on the dynamics of demand and supply incorporating collectability and saturation factors. Our analysis shows that when the fluctuation of the determinants of demand and supply is strong enough, there is…

Mathematical Finance · Quantitative Finance 2017-03-08 Y. Charles Li , Hong Yang

To uncover underlying mechanism of collective human dynamics, we survey more than 1.8 billion blog entries and observe the statistical properties of word appearances. We focus on words that show dynamic growth and decay with a tendency to…

Physics and Society · Physics 2015-03-19 Yukie Sano , Kenta Yamada , Hayafumi Watanabe , Hideki Takayasu , Misako Takayasu

We consider a model of socially interacting individuals that make a binary choice in a context of positive additive endogenous externalities. It encompasses as particular cases several models from the sociology and economics literature. We…

Physics and Society · Physics 2007-05-23 Mirta B. Gordon , Jean-Pierre Nadal , Denis Phan , Viktoriya Semeshenko

We present an empirical study of the intertwined behaviour of members in a financial market. Exploiting a database where the broker that initiates an order book event can be identified, we decompose the correlation and response functions…

Trading and Market Microstructure · Quantitative Finance 2012-05-02 Bence Toth , Zoltan Eisler , Fabrizio Lillo , Julien Kockelkoren , Jean-Philippe Bouchaud , J. Doyne Farmer

Opinion dynamics of a group of individuals is the change in the members' opinions through mutual interaction with each other. The related literature contains works in which the dynamics is modeled as a continuous system, of which behavioral…

Dynamical Systems · Mathematics 2018-01-01 F. Ataş , A. Demirci , C. Özemir

Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…

Physics and Society · Physics 2012-06-05 Hang-Hyun Jo , Raj Kumar Pan , Kimmo Kaski

Homophily and social influence are the fundamental mechanisms that drive the evolution of attitudes, beliefs and behaviour within social groups. Homophily relates the similarity between pairs of individuals' attitudinal states to their…

Physics and Society · Physics 2015-06-12 Jonathan Ward , Peter Grindrod

We demonstrate the effectiveness of the logistic function to model the evolution of two economic systems. The first is the GDP and trade growth of the USA, and the second is the revenue and human resource growth of IBM. Our modelling is…

Physics and Society · Physics 2023-09-06 Arnab K. Ray

In recent years, the frequent occurrence of disruptions has had a negative impact on global supply chains. To stay competitive, enterprises strive to remain agile through the implementation of efficient and effective decision-making…

Multiagent Systems · Computer Science 2025-07-28 Mingjie Bi , Dawn M. Tilbury , Siqian Shen , Kira Barton

Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed decision dependence arises when the deployed decision affects…

Optimization and Control · Mathematics 2025-03-11 Zhiyu He , Saverio Bolognani , Florian Dörfler , Michael Muehlebach

We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Edward W. Piotrowski , Jan Sladkowski

Despite recent developments in management theory, maintaining a manufacturing schedule remains difficult because of production delays and fluctuations in demand and supply of materials. The response of manufacturing systems to such…

Physics and Society · Physics 2015-06-23 Takahiro Ezaki , Daichi Yanagisawa , Katsuhiro Nishinari