English
Related papers

Related papers: Iterated Function Systems with Economic Applicatio…

200 papers

Data is a precious resource in today's society, and is generated at an unprecedented and constantly growing pace. The need to store, analyze, and make data promptly available to a multitude of users introduces formidable challenges in…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-08 Alessandro Margara , Gianpaolo Cugola , Nicolò Felicioni , Stefano Cilloni

This paper proposes a systems theory approach to the modeling of onset and evolution of criminality in a territory, which aims at capturing the complexity features of social systems. Complexity is related to the fact that individuals have…

Physics and Society · Physics 2017-02-28 N. Bellomo , F. Colasuonno , D. Knopoff , J. Soler

This chapter reviews the purpose and use of models from the field of complex systems and, in particular, the implications of trying to use models to understand or make decisions within complex situations, such as policy makers usually face.…

Multiagent Systems · Computer Science 2013-11-25 Bruce Edmonds , Carlos Gershenson

We study systems of interacting reinforced stochastic processes, where agents' decisions evolve under reinforcement, network-mediated interactions, and environmental influences. In competitive environments with irreducible networks, we…

Probability · Mathematics 2025-09-18 Michele Aleandri , Paolo Dai Pra , Ida Germana Minelli

Many of today's online services provide personalized recommendations to their users. Such recommendations are typically designed to serve certain user needs, e.g., to quickly find relevant content in situations of information overload.…

Information Retrieval · Computer Science 2023-12-25 Alvise De Biasio , Nicolò Navarin , Dietmar Jannach

This document details the planning phase of a Systematic Mapping Study. Our goal is to identify and to understand the benefits that the software engineering community has reported on the application of the different reuse strategies in…

We introduce a spatial economic growth model where space is described as a network of interconnected geographic locations and we study a corresponding finite-dimensional optimal control problem on a graph with state constraints. Economic…

This paper is based on the premise that economic growth is driven by an interplay between innovation and imitation in an economy composed of interacting firms operating in a stochastic environment. A novel approach to modeling imitation is…

Pattern Formation and Solitons · Physics 2019-08-15 Olivier Gallay , Max-Olivier Hongler , Fariba Hashemi

Investigation of the critical levels and catastrophes in the complex systems of different nature is useful and perspective. Mathematical modeling and analysis is presented for revealing and investigation of the phenomena and critical levels…

Adaptation and Self-Organizing Systems · Physics 2017-04-06 Ivan V. Kazachkov

Social dynamics is concerned primarily with interactions among individuals and the resulting group behaviors, modeling the temporal evolution of social systems via the interactions of individuals within these systems. In particular, the…

Machine Learning · Statistics 2016-11-08 Zhen Xu , Wen Dong , Sargur Srihari

The goal of this article is to study fundamental mechanisms behind so-called indirect and direct data-driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Bowen Song , Andrea Iannelli

We propose a general formalism of iterated random functions with semigroup property, under which exact and approximate Bayesian posterior updates can be viewed as specific instances. A convergence theory for iterated random functions is…

Machine Learning · Statistics 2013-11-05 Arash A. Amini , XuanLong Nguyen

We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or…

Data Analysis, Statistics and Probability · Physics 2016-08-03 Markus Quade , Markus Abel , Kamran Shafi , Robert K. Niven , Bernd R. Noack

We pursue an inverse approach to utility theory and consumption & investment problems. Instead of specifying an agent's utility function and deriving her actions, we assume we observe her actions (i.e. her consumption and investment…

Portfolio Management · Quantitative Finance 2015-03-17 Alexander M. G. Cox , David Hobson , Jan Obloj

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rational processing of…

General Finance · Quantitative Finance 2009-04-07 Jean-Philippe Bouchaud

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…

Physics and Society · Physics 2009-11-13 Viktoriya Semeshenko , Mirta B. Gordon , Jean-Pierre Nadal

Understanding the statistical dynamics of growth and inequality is a fundamental challenge to ecology and society. Recent analyses of wealth and income dynamics in contemporary societies show that economic inequality is very dynamic and…

Physics and Society · Physics 2022-10-19 Jordan T. Kemp , Luis M. A. Bettencourt

In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on…

General Economics · Economics 2019-01-30 Aurélien Hazan