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The existence of stylized facts in financial data has been documented in many studies. In the past decade the modeling of financial markets by agent-based computational economic market models has become a frequently used modeling approach.…

General Finance · Quantitative Finance 2019-12-06 Simon Cramer , Torsten Trimborn

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

General Finance · Quantitative Finance 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…

Machine Learning · Computer Science 2025-03-12 Christof Schötz , Alistair White , Maximilian Gelbrecht , Niklas Boers

The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…

Methodology · Statistics 2020-04-10 Evan Baker , Peter Challenor , Matt Eames

This paper presents the current possible applications of Dynamical Systems in Engineering. The applications of chaos, fractals have proven to be an exciting and fruitful endeavor. These applications are highly diverse ranging over such…

Systems and Control · Computer Science 2013-04-22 Yousuf Ibrahim Khan

The eigenfunctions of quantized chaotic systems cannot be described by explicit formulas, even approximate ones. This survey summarizes (selected) analytical approaches used to describe these eigenstates, in the semiclassical limit. The…

Dynamical Systems · Mathematics 2012-01-09 Stéphane Nonnenmacher

Chaotic oscillators have gained significant attention in the research community because of their ability to reproduce and investigate the complex dynamics of real-world phenomena. Recent advances in the design of chaotic oscillator…

Chaotic Dynamics · Physics 2026-03-19 Toni Ivas , Georgios Violakis , Roland Richter , Patrik Hoffmann , Sergey Shevchik

This paper introduces an agent-based artificial financial market in which heterogeneous agents trade one single asset through a realistic trading mechanism for price formation. Agents are initially endowed with a finite amount of cash and a…

Statistical Mechanics · Physics 2009-11-07 Marco Raberto , Silvano Cincotti , Sergio M. Focardi , Michele Marchesi

With the advent of the computational technologies (Graphics Processing Units - GPUs) and Machine Learning, the research domain of crowd simulation for crisis management has flourished. Along with the new techniques and methodologies that…

Multiagent Systems · Computer Science 2020-09-10 George Sidiropoulos , Chairi Kiourt , Lefteris Moussiades

To predict the future evolution of dynamical systems purely from observations of the past data is of great potential application. In this work, a new formulated paradigm of reservoir computing is proposed for achieving model-free…

Neural and Evolutionary Computing · Computer Science 2021-10-27 Zhuo Liu , Leisheng Jin

Autonomous agents are seen as a prominent technology to be applied in industrial scenarios. Classical automation solutions are struggling with challenges related to high dynamism, prompt actuation, heterogeneous entities, including humans,…

Random numbers are a fundamental resource in science and engineering with important applications in simulation and cryptography. The inherent randomness at the core of quantum mechanics makes quantum systems a perfect source of entropy.…

Quantum Physics · Physics 2017-02-28 Miguel Herrero-Collantes , Juan Carlos Garcia-Escartin

Chaotic maps are very important for establishing chaos-based image encryption systems. This paper introduces a coupling chaotic system based on a certain unit transform, which can combine any two 1D chaotic maps to generate a new one with…

Cryptography and Security · Computer Science 2019-09-19 Guozhen Hu , Baobin Li

Simulating quantum mechanics is known to be a difficult computational problem, especially when dealing with large systems. However, this difficulty may be overcome by using some controllable quantum system to study another less controllable…

Quantum Physics · Physics 2014-03-14 I. M. Georgescu , S. Ashhab , Franco Nori

In this paper, we present a machine learning-based data generator framework tailored to aid researchers who utilize simulations to examine various physical systems or processes. High computational costs and the resulting limited data often…

Machine Learning · Computer Science 2023-05-17 Sabber Ahamed , Md Mesbah Uddin

We present our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

Multiagent Systems · Computer Science 2007-05-23 Jose M. Vidal , Edmund H. Durfee

Chaos reveals a fundamental paradox in the scientific understanding of Complex Systems. Although chaotic models may be mathematically deterministic, they are practically non-determinable due to the finite precision, which is inherent in all…

Quantum chaotic maps can efficiently generate pseudo-random states carrying almost maximal multipartite entanglement, as characterized by the probability distribution of bipartite entanglement between all possible bipartitions of the…

Quantum Physics · Physics 2008-02-12 Davide Rossini , Giuliano Benenti

The electricity market has a vital role to play in the decarbonisation of the energy system. However, the electricity market is made up of many different variables and data inputs. These variables and data inputs behave in sometimes…

Multiagent Systems · Computer Science 2022-06-07 Alexander J. M. Kell , Stephen McGough , Matthew Forshaw

Synchronous generators and inverter-based resources are complex systems with dynamics that cut across multiple intertwined physical domains and control loops. Modeling individual generators and inverters is, in itself, a very involved…

Systems and Control · Electrical Eng. & Systems 2022-07-26 D. Venkatramanan , Manish K. Singh , Olaolu Ajala , Alejandro Dominguez-Garcia , Sairaj Dhople