Related papers: Multi-agent based analysis of financial data
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
We study consumption behaviour in systems with heterogeneous interacting agents. Two different models are introduced, respectively with long and short range interactions among agents. At any time step an agent decides whether or not to…
Most distributed sensing methods assume that the expected value of sensed information is same for all agents ignoring differences in sensor capabilities due to, for example, environmental factors and sensors quality and condition. In this…
We review the recent approaches to modelling financial markets based on multi-agent systems. After a brief summary of the basic stylised facts observed in real-market time-series we discuss some simple agent-based systems which are…
This paper considers the distributed consensus problem of multi-agent systems with general continuous-time linear dynamics. Two distributed adaptive dynamic consensus protocols are proposed, based on the relative output information of…
This paper is concerned with general spatially explicit versions of three stochastic models for the dynamics of money that have been introduced and studied numerically by statistical physicists: the uniform reshuffling model, the immediate…
Temporal data distribution shift is prevalent in the financial text. How can a financial sentiment analysis system be trained in a volatile market environment that can accurately infer sentiment and be robust to temporal data distribution…
In this paper, we propose a statistical aggregation method for agent-based models with heterogeneous agents that interact both locally on a complex adaptive network and globally on a market. The method combines three approaches from…
We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and…
A multi-agent model for individuals endowed with strategies and subject to diffusive effects is proposed. The microscopic state of each agent is described by a spatial position and a probability measure, interpreted as a mixed strategy,…
This paper presents the design and analysis of the finite/fixed-time scaled consensus for multiagent systems. A study on a generic attracting law, the certain classes of nonlinear systems that admit attractors with finite/fixed-time…
Multi-agent systems are prevalent in a wide range of domains including power systems, vehicular networks, and robotics. Two important problems to solve in these types of systems are how the intentions of non-coordinating agents can be…
This article presents the consensus of a saturated second order multi-agent system with non-switching dynamics that can be represented by a directed graph. The system is affected by data processing (input delay) and communication…
The article is devoted to the issues of using discrete simulation models for modeling some basic technological processes. In the scientific work, models in the form of multi-agent systems have been investigated, which allow us to consider a…
We consider a social system of interacting heterogeneous agents with learning abilities, a model close to Random Field Ising Models, where the random field corresponds to the idiosyncratic willingness to pay. Given a fixed price, agents…
Information is often stored in a distributed and proprietary form, and agents who own information are often self-interested and require incentives to reveal their information. Suitable mechanisms are required to elicit and aggregate such…
The question how social norms can emerge from microscopic interactions between individuals is a key problem in social sciences to explain collective behavior. In this paper we propose an agent-based model to show that randomly distributed…
We study a stochastic model for the coevolution of a process of opinion formation in a population of agents and the network which underlies their interaction. Interaction links can break when agents fail to reach an opinion agreement. The…
We discuss recent work in the study of a simple model for the collective behaviour of diverse speculative agents in an idealized stockmarket, considered from the perspective of the statistical physics of many-body systems. The only…
The mean-field dynamics of a collection of stochastic agents with local versus nonlocal interactions is studied via analytically soluble models. The nonlocal interactions result from a barycentric modulation of the observation range of the…