English
Related papers

Related papers: Synchronicity, Instant Messaging and Performance a…

200 papers

Choreographic Programming is a paradigm for the development of concurrent software, where deadlocks are prevented syntactically. However, choreography languages are typically synchronous, whereas many real-world systems have asynchronous…

Programming Languages · Computer Science 2017-12-01 Luís Cruz-Filipe , Fabrizio Montesi

Trading frictions are stochastic. They are, moreover, in many instances fast-mean reverting. Here, we study how to optimally trade in a market with stochastic price impact and study approximations to the resulting optimal control problem…

Mathematical Finance · Quantitative Finance 2023-08-25 Jean-Pierre Fouque , Sebastian Jaimungal , Yuri F. Saporito

We explore the competitive effects of reaction time of automated trading strategies in simulated financial markets containing a single exchange with public limit order book and continuous double auction matching. A large body of research…

Trading and Market Microstructure · Quantitative Finance 2020-12-01 Henry Hanifan , John Cartlidge

In large groups, every collaborative act requires balancing two pressures: the need to achieve behavioural synchrony and the need to keep free riding to a minimum. This paper introduces a model of collaboration that requires both…

Social and Information Networks · Computer Science 2023-09-06 Tamas David-Barrett

An outstanding problem in the study of networks of heterogeneous dynamical units concerns the development of rigorous methods to probe the stability of synchronous states when the differences between the units are not small. Here, we…

Adaptation and Self-Organizing Systems · Physics 2017-12-18 Yuanzhao Zhang , Adilson E. Motter

As multi-agent networks grow in size and scale, they become increasingly difficult to synchronize, though agents must work together even when generating and sharing different information at different times. Targeting such cases, this paper…

Optimization and Control · Mathematics 2018-09-18 Stefan Hochhaus , Matthew Hale

We exploit a continuous time random walk description of stock prices to obtain a fast and accurate evaluation of their volatility from intraday data. We show that financial markets are usefully described as open physical systems. Indeed we…

Other Condensed Matter · Physics 2008-12-02 Rosario Bartiromo

We propose a model for equity trading in a population of agents where each agent acts to achieve his or her target stock-to-bond ratio, and, as a feedback mechanism, follows a market adaptive strategy. In this model only a fraction of…

Trading and Market Microstructure · Quantitative Finance 2018-11-14 Misha Perepelitsa , Ilya Timofeyev

An important natural phenomenon surfaces that satisfactory synchronization of self-driven particles can be achieved via sharply reduced communication cost, especially for high density particle groups with low external noise. Statistical…

Data Analysis, Statistics and Probability · Physics 2007-07-24 Hai-Tao Zhang , Michael ZhiQiang Chen , Tao Zhou

We present a new and powerful class of automata which are explicitly concurrent and allow a very simple definition of composition. The novelty of these automata is their time-synchronous message-asynchronous communication mechanism. Time…

Formal Languages and Automata Theory · Computer Science 2014-11-25 Radu Grosu , Bernhard Rumpe

Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns of price time series. According standard economical theories these strategies should not be used…

Statistical Finance · Quantitative Finance 2011-10-25 Federico Garzarelli , Matthieu Cristelli , Andrea Zaccaria , Luciano Pietronero

Collective behaviours taking place in financial markets reveal strongly correlated states especially during a crisis period. A natural hypothesis is that trend reversals are also driven by mutual influences between the different stock…

Statistical Finance · Quantitative Finance 2015-06-17 Thomas Bury

In financial applications, latency advantages -- the ability to make decisions later than others, even without the ability to see what others have done -- can provide individual participants with an edge by allowing them to gather…

Theoretical Economics · Economics 2026-05-07 Ciamac C. Moallemi , Mallesh M. Pai , Dan Robinson

In this paper we study the price dynamics in a simple model of financial markets with heterogeneous agents. We concentrate on how increases in the total number of active traders influences fluctuations of asset prices. We find that a…

Chaotic Dynamics · Physics 2015-06-26 Taisei Kaizoji

Animal groups frequently move in a highly organized manner, as represented by flocks of birds and schools of fish. Despite being an everyday occurrence, we do not yet fully understand how this works. What type of social interactions between…

Quantitative Methods · Quantitative Biology 2021-11-23 Daniel Strömbom , Tasnia Hassan , W. Hunter Greis , Alice Antia

Cost of time passing plays an important role when investigate the collective behaviour in real world. Each rational individual can get a more reasonable strategy by comprehensively considering the time cost. Motivated by the fact, we here…

Physics and Society · Physics 2020-09-28 Hancheng Wang

The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…

Mathematical Finance · Quantitative Finance 2025-01-14 Paolo Barucca , Flaviano Morone

The paper addresses the synchronization of multi-agent systems with continuous-time dynamics interacting through a very general class of monotonic continuous signal functions that covers estimation biases, approximation of discrete…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Anthony Couthures , Vineeth S. Varma , Samson Lasaulce , Irinel-Constantin Morarescu

The study of flocking in biological systems has identified conditions for self-organized collective behavior, inspiring the development of decentralized strategies to coordinate the dynamics of swarms of drones and other autonomous…

Disordered Systems and Neural Networks · Physics 2025-11-05 Arthur N. Montanari , Ana Elisa D. Barioni , Chao Duan , Adilson E. Motter

Complex non-linear interactions between banks and assets we model by two time-dependent Erd\H{o}s Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use…

Risk Management · Quantitative Finance 2015-06-19 B. Podobnik , D. Horvatic , M. Bertella , L. Feng , X. Huang , B. Li
‹ Prev 1 4 5 6 7 8 10 Next ›