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Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Computational Finance · Quantitative Finance 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

There is substantial interest in the effect of human mobility patterns on opportunistic communications. Inspired by recent work revisiting some of the early evidence for a L\'evy flight foraging strategy in animals, we analyse datasets on…

Data Analysis, Statistics and Probability · Physics 2010-10-01 Mervyn P. Freeman , Nicholas W. Watkins , Eiko Yoneki , Jon Crowcroft

Synchronization problems of continuous and discrete singularly perturbed systems are studied in this paper with singular perturbations and time scales (SPaTS) technique. The dynamics of leader and followers are decomposed into pure-slow and…

Systems and Control · Computer Science 2018-06-25 Neng Wan , Desineni S. Naidu

Designing effective incentive mechanisms in mobile crowdsensing (MCS) networks is crucial for engaging distributed mobile users (workers) to contribute heterogeneous data for various applications (tasks). In this paper, we propose a novel…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-01 Houyi Qi , Minghui Liwang , Xianbin Wang , Liqun Fu , Yiguang Hong , Li Li , Zhipeng Cheng

We run experimental asset markets to investigate the emergence of excess trading and the occurrence of synchronised trading activity leading to crashes in the artificial markets. The market environment favours early investment in the risky…

General Finance · Quantitative Finance 2015-12-14 Joao da Gama Batista , Domenico Massaro , Jean-Philippe Bouchaud , Damien Challet , Cars Hommes

Adaptive synchronization protocols for heterogeneous multi-agent network are investigated. The interaction between each of the agents is carried out through a directed graph. We highlight the lack of communication between agents and the…

Systems and Control · Electrical Eng. & Systems 2020-10-07 Miguel F. Arevalo-Castiblanco , Duvan A. Tellez-Castro , Jorge Sofrony , Eduardo Mojica-Nava

This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 trading strategies. By merging sentiment data with momentum…

Computational Finance · Quantitative Finance 2025-07-15 Haojie Liu , Zihan Lin , Randall R. Rojas

In this paper, we study asynchronous consensus problems of continuous-time multi-agent systems with discontinuous information transmission. The proposed consensus control strategy is implemented only based on the state information at some…

Dynamical Systems · Mathematics 2007-05-23 Feng Xiao , Long Wang

Systemic financial risk refers to the simultaneous failure or destabilization of multiple financial institutions, often triggered by contagion mechanisms or common exposures to shocks. In this paper, we present a dynamical model of bank…

Dynamical Systems · Mathematics 2026-03-31 Marco Ioffredi , Stefano Marmi , Matteo Tanzi

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…

Physics and Society · Physics 2015-11-13 Felix Patzelt

Peer-to-peer (P2P) trading is seen as a viable solution to handle the growing number of distributed energy resources in distribution networks. However, when dealing with large-scale consumers, there are several challenges that must be…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Cheng Feng , Kedi Zheng , Lanqing Shan , Hani Alers , Qixin Chen , Lampros Stergioulas , Hongye Guo

We present a key-exchange protocol that comprises two parties with chaotic dynamics that are mutually coupled and undergo a synchronization process, at the end of which they can use their identical dynamical state as an encryption key. The…

Other Condensed Matter · Physics 2009-11-10 Einat Klein , Rachel Mislovaty , Ido Kanter , Wolfgang Kinzel

Reflecting boundary conditions cause two one-dimensional random walks to synchronize if a common direction is chosen in each step. The mean synchronization time and its standard deviation are calculated analytically. Both quantities are…

Disordered Systems and Neural Networks · Physics 2007-05-23 Andreas Ruttor , Georg Reents , Wolfgang Kinzel

AI systems that model and interact with users can update their models over time to reflect new information and changes in the environment. Although these updates may improve the overall performance of the AI system, they may actually hurt…

Machine Learning · Computer Science 2020-08-20 Jonathan Martinez , Kobi Gal , Ece Kamar , Levi H. S. Lelis

Real-time reflection plays a vital role in synchronous communication. It enables users to adjust their communication strategies dynamically, thereby improving the effectiveness of their communication. Generative AI holds significant…

Human-Computer Interaction · Computer Science 2025-04-29 Yi Wen , Meng Xia

Social media are transforming global communication and coordination. The data derived from social media can reveal patterns of human behavior at all levels and scales of society. Using geolocated Twitter data, we have quantified collective…

Physics and Society · Physics 2017-02-13 Alfredo J. Morales , Vaibhav Vavilala , Rosa M. Benito , Yaneer Bar-Yam

Group synchrony in the animal kingdom is usually associated with mating. Being in sync is likely advantageous, as it may help in luring the opposite sex. Yet there are also disadvantages -- such as the homogenization of the group -- which…

Populations and Evolution · Quantitative Biology 2025-08-28 Guy Amichay , Ruoming Gong , Daniel M. Abrams

Concurrent synchronization is a regime where diverse groups of fully synchronized dynamic systems stably coexist. We study global exponential synchronization and concurrent synchronization in the context of Lagrangian systems control. In a…

Optimization and Control · Mathematics 2009-05-18 Soon-Jo Chung , Jean-Jacques E. Slotine

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

In this article, we study algorithms for dynamic networks with asynchronous start, i.e., each node may start running the algorithm in a different round. Inactive nodes transmit only heartbeats, which contain no information but can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-27 Bernadette Charron-Bost , Shlomo Moran
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