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Our analysis of financial data, in terms of super-exponential growth, suggests that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. It became quite visible in 1999 when the post-bubble…

Statistical Mechanics · Physics 2008-12-02 G. Broekstra , D. Sornette , W. -X. Zhou

We propose a non-standard subsampling procedure to make formal statistical inference about the business cycle, one of the most important unobserved feature characterising fluctuations of economic growth. We show that some characteristics of…

Applications · Statistics 2023-07-19 Lukasz Lenart , Mateusz Pipien

We present a minimal agent-based model of interacting agents characterized by their wealth to study taxation and inequality in a non-conservative economy. Wealth evolves through an extremal stochastic replacement process in which the…

Physics and Society · Physics 2026-05-05 Lautaro Giordano , Sebastian Gonçalves , José Roberto Iglesias , María Fabiana Laguna

It applies a mathematical model of solid formation, the model of Avrami-Kolgomorov [Ausloos & Petroni, 2007] to model the time evolution of percentage of adherents of the major religions practiced in Mexico, adjusting the corresponding…

Physics and Society · Physics 2013-08-02 Mauricio González Avilés , Hermelinda Servín Campuzano

Crime is pervasive into modern societies, although with different levels of diffusion across regions. Its dynamics are dependent on various socio-economic factors that make the overall picture particularly complex. While several theories…

Physics and Society · Physics 2024-01-17 Luis A. Martinez-Vaquero , Valerio Dolci , Vito Trianni

We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We…

Physics and Society · Physics 2019-11-22 Zdzislaw Burda , Pawel Wojcieszak , Konrad Zuchniak

The role of Network Theory in the study of the financial crisis has been widely spotted in the latest years. It has been shown how the network topology and the dynamics running on top of it can trigger the outbreak of large systemic crisis.…

General Finance · Quantitative Finance 2016-05-09 Andrea Flori , Giuseppe Pappalardo , Michelangelo Puliga , Alessandro Chessa , Fabio Pammolli

We present a detailed numerical analysis of the modified version of a conservative self-organized extremal model introduced by Pianegonda et. al. for the distribution of wealth of the people in a society. Here the trading process has been…

General Finance · Quantitative Finance 2015-05-30 Abhijit Chakraborty , G. Mukherjee , S. S. Manna

We propose, develop, and analyze a mathematical model of intergroup attitudes in a community that is divided between two distinct social groups (which may be distinguished by religion, ethnicity, or some other socially distinguishing…

Physics and Society · Physics 2015-12-07 Christopher Thron , Rachel McCoy

We study the collective behavior of interacting agents in a simple model of market economics originally introduced by N{\o}rrelykke and Bak. A general theoretical framework for interacting traders on an arbitrary network is presented, with…

General Finance · Quantitative Finance 2017-05-24 Avinash Chand Yadav , Kaustubh Manchanda , Ramakrishna Ramaswamy

We develop an algebraic framework for the description and analysis of financial behaviours, that is, behaviours that consist of transferring certain amounts of money at planned times. To a large extent, analysis of financial products…

General Finance · Quantitative Finance 2013-12-17 J. A. Bergstra , C. A. Middelburg

The ways in which natural selection can allow the proliferation of cooperative behavior have long been seen as a central problem in evolutionary biology. Most of the literature has focused on interactions between pairs of individuals and on…

Populations and Evolution · Quantitative Biology 2013-10-01 Roberto H. Schonmann , Renato Vicente , Nestor Caticha

We present an agent-based model to simulate gang territorial development motivated by graffiti marking on a two-dimensional discrete lattice. For simplicity, we assume that there are two rival gangs present, and they compete for territory.…

Cellular Automata and Lattice Gases · Physics 2018-08-15 Abdulaziz Alsenafi , Alethea B. T. Barbaro

We empirically verify that the market capitalisations of coins and tokens in the cryptocurrency universe follow power-law distributions with significantly different values, with the tail exponent falling between 0.5 and 0.7 for coins, and…

Physics and Society · Physics 2019-04-11 Ke Wu , Spencer Wheatley , Didier Sornette

We propose a stochastic model of evolution of wealth in a society of economic agents. In the model, an agent can be in two states: inactive and active. Transitions between the states occur at random time intervals. In the active state, the…

Physics and Society · Physics 2007-05-23 Indrani Bose , Subhasis Banerjee

We present the first comprehensive study of emergent social organization among AI agents in hierarchical multi-agent systems, documenting the spontaneous formation of labor unions, criminal syndicates, and proto-nation-states within…

Artificial Intelligence · Computer Science 2026-04-01 S. O. Lidarity , U. N. Ionize , C. O. Llective , I. Halperin

Institutions and cultures evolve adaptively in response to the current environmental incentives, usually. But sometimes institutional change is due to stochastic drives beyond current fitness, including drift, path dependency, blind…

Physics and Society · Physics 2022-09-07 Qiankun Zhong , Seth Frey , Martin Hilbert

We observe nominal price rigidity in tobacco markets across China. The monopolistic seller responds by adjusting product assortments, which remain unobserved by the analyst. We develop and estimate a logit demand model that incorporates…

Econometrics · Economics 2025-01-30 Hui Liu , Yao Luo

The well-known Solow growth model is the workhorse model of the theory of economic growth, which studies capital accumulation in a model economy as a function of time with capital stock, labour and technology-based production as the basic…

Physics and Society · Physics 2024-09-05 Indrani Bose

We study the ABC model in the cyclic competition and neutral drift versions, with mutations and migrations introduced into the model. When stochastic phenomena are taken into account, there are three distinct regimes in the model. (i) In…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 Margarita Ifti , Birger Bergersen