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Bias exists in how we pick leaders, who we perceive as being influential, and who we interact with, not only in society, but in organizational contexts. Drawing from leadership emergence and social influence theories, we investigate…

Multiagent Systems · Computer Science 2023-04-06 Andria L. Smith , Simon Heuschkel , Ksenia Keplinger , Charley M. Wu

Why are online community sizes so extremely unequal? Most answers to this question have pointed to general mathematical processes drawn from physics like cumulative advantage. These explanations provide little insight into specific social…

Computers and Society · Computer Science 2020-06-08 Jeremy Foote , Nathan TeBlunthuis , Benjamin Mako Hill , Aaron Shaw

Kramer's theory of activation over a potential barrier consists in computing the mean exit time from the boundary of a basin of attraction of a randomly perturbed dynamical system. Here we report that for some systems, crossing the boundary…

Statistical Mechanics · Physics 2021-05-19 Lou Zonca , David Holcman

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

Modeling social interactions based on individual behavior has always been an area of interest, but prior literature generally presumes rational behavior. Thus, such models may miss out on capturing the effects of biases humans are…

Artificial Intelligence · Computer Science 2019-03-11 Nanda Kishore Sreenivas , Shrisha Rao

We investigate the mechanisms behind the power-law distribution of stock returns using artificial market simulations. While traditional financial theory assumes Gaussian price fluctuations, empirical studies consistently show that the tails…

Computational Finance · Quantitative Finance 2025-07-15 Ryuji Hashimoto , Kiyoshi Izumi

Behaviour change lies at the heart of many observable collective phenomena such as the transmission and control of infectious diseases, adoption of public health policies, and migration of animals to new habitats. Representing the process…

Quantitative Methods · Quantitative Biology 2025-09-03 Roben Delos Reyes , Hugo Lyons Keenan , Cameron Zachreson

In this article we analyze the global flow of migrants from 206 source countries to 145 destination countries (2006-2010) and focus on the differences in the migration network pattern between destination and source counters as represented…

Physics and Society · Physics 2015-11-18 Idan Porat , Lucien Benguigui

Policy evaluation studies, which intend to assess the effect of an intervention, face some statistical challenges: in real-world settings treatments are not randomly assigned and the analysis might be further complicated by the presence of…

Applications · Statistics 2020-06-25 C. Tortù , I. Crimaldi , F. Mealli , L. Forastiere

This paper considers the security investment problem over a network in which the resource owners aim to allocate their constrained security resources to heterogeneous targets strategically. Investing in each target makes it less vulnerable,…

Social and Information Networks · Computer Science 2023-02-20 Jason Hughes , Juntao Chen

Filtering has had a profound impact as a device of perceiving information and deriving agent expectations in dynamic economic models. For an abstract economic system, this paper shows that the foundation of applying the filtering method…

Probability · Mathematics 2016-05-13 Zhengyuan Gao , Christian M. Hafner

In this paper we analyze the rural-urban migration phenomena as it is usually observed in economies which are in the early stages of industrialization. The analysis is conducted by means of a statistical mechanics approach which builds a…

Computational Physics · Physics 2009-11-11 Jaylson J. Silveira , Aquino L. Espindola , T. J. P. Penna

We model investor heterogeneity using different required returns on an investment and evaluate the impact on the valuation of an investment. By assuming no disagreement on the cash flows, we emphasize how risk preferences in particular, but…

General Finance · Quantitative Finance 2021-09-13 Carol Alexander , Xi Chen , Charles Ward

In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…

Statistical Mechanics · Physics 2019-05-22 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

Collective behavior of people in large groups and emergent crowd dynamics can have dangerous and disastrous results when panic is introduced. These events can be caused by emergency situations such as fires in a large building or a…

Computation · Statistics 2022-12-19 Janey Alex , Jason Stillerman , Noah Fritzhand , Tucker Paron

Inferring intent from observed behavior has been studied extensively within the frameworks of Bayesian inverse planning and inverse reinforcement learning. These methods infer a goal or reward function that best explains the actions of the…

Machine Learning · Computer Science 2019-01-08 Siddharth Reddy , Anca D. Dragan , Sergey Levine

This paper provides a general method to translate a standard economic model with a large number of agents into a field-formalism model. This formalism preserves the system's interactions and microeconomic features at the individual level…

General Finance · Quantitative Finance 2023-12-29 Pierre Gosselin , Aïleen Lotz

Most population projection models require age-specific information on net migration totals as a key demographic component of population change. Existing methods for predicting future patterns of net migration by age have proven inadequate.…

Applications · Statistics 2024-11-18 Hana Ševčíková , James Raymer , Adrian E. Raftery

We introduce preferential behavior into the study on statistical mechanics of money circulation. The computer simulation results show that the preferential behavior can lead to power laws on distributions over both holding time and amount…

Physics and Society · Physics 2009-11-11 Ning Ding , Yougui Wang

The bounded rationality is a crucial component in human behaviors. It plays a key role in the typical collective behavior of evacuation, in which the heterogeneous information leads to the deviation of rational choices. In this study, we…

Physics and Society · Physics 2022-01-28 Huaidian Hou , Lingxiao Wang