Related papers: Synchronicity, Instant Messaging and Performance a…
Recent advancements in large language models (LLMs) and agentic systems have shown exceptional decision-making capabilities, revealing significant potential for autonomic finance. Current financial trading agents predominantly simulate…
The potential of machine learning to automate and control nonlinear, complex systems is well established. These same techniques have always presented potential for use in the investment arena, specifically for the managing of equity…
Spikes and rhythms organize control and communication in the animal world, in contrast to the bits and clocks of digital technology. As continuous-time signals that can be counted, spikes have a mixed nature. This paper reviews ongoing…
A discrete time stochastic feedback control system with a noisy communication channel between the sensor and the controller is considered. The sensor has limited memory. At each time, the sensor transmits encoded symbol over the channel and…
The price fluctuations in the financial markets are the result of the individual operations by many individual investors. However for many decades the finacial theory did not use directly this "microscopic representation". The difficulties…
Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…
This paper concerns sequential hypothesis testing in competitive multi-agent systems where agents exchange potentially manipulated information. Specifically, a two-agent scenario is studied where each agent aims to correctly infer the true…
Two remote agents with synchronized clocks may use them to act in concert and communicate. This necessitates some means of creating and maintaining synchrony. One method, not requiring any direct interaction between the agents, is to expose…
We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…
Automated trading systems on developed and emerging capital markets are studied in this paper. The standard for developed market is automated trading system with 40-days simple moving average. We tested it for the index SIX Industrial for…
In this paper, making use of recent statistical physics techniques and models, we address the specific role of randomness in financial markets, both at the micro and the macro level. In particular, we review some recent results obtained…
Synchronized behavior among individuals is a ubiquitous feature of populations. Understanding mechanisms of (de)synchronization demands meaningful, interpretable, computable quantifications of synchrony, relevant to measurements that can be…
We consider the External Clock Synchronization problem in dynamic sensor networks. Initially, sensors obtain inaccurate estimations of an external time reference and subsequently collaborate in order to synchronize their internal clocks…
Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject to evolutionary pressure as entire classes of strategies…
We study Proportional Response Dynamics (PRD) in linear Fisher markets where participants act asynchronously. We model this scenario as a sequential process in which in every step, an adversary selects a subset of the players that will…
The role of synchronous firing in sensory coding and cognition remains controversial. While studies, focusing on its mechanistic consequences in attentional tasks, suggest that synchronization dynamically boosts sensory processing, others…
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…
The multi-agent system has been a hot topic in the past few decades owing to its lower cost, higher robustness, and higher flexibility. As a particular multi-agent system, the multiple rigid body system received a growing interest for its…
A new simple model of financial market is proposed, based on the sequential and inter-temporal nature of trader-trader interaction, and on a new simple trading strategy space. In this pattern-based speculation model, the traders open and…
Modern concurrent programming benefits from a large variety of synchronization techniques. These include conventional pessimistic locking, as well as optimistic techniques based on conditional synchronization primitives or transactional…