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As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…

Other Condensed Matter · Physics 2007-05-23 Jie Wang , Chun-Xia Yang , Pei-Ling Zhou , Ying-Di Jin , Tao Zhou , Bing-Hong Wang

This article deals with the emergence of a specific mating preference pattern called homogamy in a population. Individuals are characterized by their genotype at two haploid loci, and the population dynamics is modelled by a non-linear…

Probability · Mathematics 2019-09-25 Coron Camille , Costa Manon , Laroche Fabien , Leman Hélène , Smadi Charline

Stochastic fluctuations are central to the understanding of extinction dynamics. In the context of population models they allow for the description of the transition from the vicinity of a non-trivial fixed point of the deterministic…

Statistical Mechanics · Physics 2015-08-04 Claudia Cianci , Duccio Fanelli , Alan J. McKane

We present a detailed study of the statistical properties of an Agent Based Model and of its generalization to the multiplicative dynamics. The aim of the model is to consider the minimal elements for the understanding of the origin of the…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 V. Alfi , M. Cristelli , L. Pietronero , A. Zaccaria

We consider the problem of categorizing and describing the dynamic properties and behaviours of crowds over time. Previous work has tended to focus on a relatively static "typology"-based approach, which does not account for the fact that…

Multiagent Systems · Computer Science 2024-04-15 Martyn Amos , Steve Gwynne , Anne Templeton

Pertaining to Agent-based Computational Economics (ACE), this work presents two models for the rise and downfall of speculative bubbles through an exchange price fixing based on double auction mechanisms. The first model is based on a…

Computer Science and Game Theory · Computer Science 2016-08-16 Yann Semet , Sylvain Gelly , Marc Schoenauer , Michèle Sebag

About 45,000 years ago, symbolic and technological complexity of human artefacts increased drastically. Computer simulations of Powell, Shennan and Thomas (2009) explained it through an increase of the population density, facilitating the…

Physics and Society · Physics 2015-05-30 M. A. Sumour , M. A. Radwan , M. M. Shabat , Ali H. El-Astal

Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…

General Finance · Quantitative Finance 2011-09-07 Thomas Kauê Dal'Maso Peron , Francisco Aparecido Rodrigues

Taking informed decisions, namely acting rationally, is an individual attitude of paramount relevance in nature and human societies. In this work, we study how rationality spreads in a community. To this end, through an agent-based model,…

Physics and Society · Physics 2023-05-09 Gabriele Di Antonio , Gianni Valerio Vinci , Luciano Pietronero , Marco Alberto Javarone

We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and its liabilities.The capital reserves of a bank are the…

Risk Management · Quantitative Finance 2019-05-30 Lorella Fatone , Francesca Mariani

We study the well-known sociological phenomenon of gang aggregation and territory formation through an interacting agent system defined on a lattice. We introduce a two-gang Hamiltonian model where agents have red or blue affiliation but…

Mathematical Physics · Physics 2015-06-11 Alethea B. T. Barbaro , Lincoln Chayes , Maria R. D'Orsogna

Random graph models with limited choice have been studied extensively with the goal of understanding the mechanism of the emergence of the giant component. One of the standard models are the Achlioptas random graph processes on a fixed set…

Probability · Mathematics 2012-12-24 Shankar Bhamidi , Amarjit Budhiraja , Xuan Wang

We study the evolution of cooperation as a birth-death process in spatially extended populations. The benefit from the altruistic behavior of a cooperator is implemented by decreasing the death rate of its direct neighbors. The cost of…

Populations and Evolution · Quantitative Biology 2020-04-14 Konstantin Klemm , Nagi Khalil

Mathematical theory of selection is developed within the frameworks of general models of inhomogeneous populations with continuous time. Methods that allow us to study the distribution dynamics under natural selection and to construct…

Populations and Evolution · Quantitative Biology 2009-12-22 Georgy P. Karev

Due to the co-evolution of supermassive black holes and their host galaxies, understanding the mechanisms that trigger active galactic nuclei (AGN) are imperative to understanding galaxy evolution and the formation of massive galaxies. It…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-04 Aden R. Draper , David R. Ballantyne

Cryptocurrencies have recently been in the spotlight of public debate due to their embrace by the new US President, with crypto fans expecting a 'bull run'. The global cryptocurrency market capitalisation is more than \$3.50 trillion, with…

Computational Engineering, Finance, and Science · Computer Science 2025-11-12 Marco Venturini , Daniel García-Costa , Elena Álvarez-García , Francisco Grimaldo , Flaminio Squazzoni

We present here a general framework, expressed by a system of nonlinear differential equations, suitable for the modelling of taxation and redistribution in a closed (trading market) society. This framework allows to describe the evolution…

Physics and Society · Physics 2011-09-06 Maria Letizia Bertotti , Giovanni Modanese

We study the effect of altruism in two simple asset exchange models: the yard sale model (winner gets a random fraction of the poorer player's wealth) and the theft and fraud model (winner gets a random fraction of the loser's wealth). We…

Physics and Society · Physics 2009-11-11 M. Rodriguez-Achach , R. Huerta-Quintanilla

Bet-hedging is a phenotype diversification strategy that combines a fast-growing vulnerable phenotype with a slow-growing resistant phenotype. In environments switching between favorable and unfavorable conditions, bet-hedging optimizes…

Populations and Evolution · Quantitative Biology 2024-06-18 Manuel Dávila-Romero , Francisco J. Cao-García , Luis Dinis

Cretaceous-Cenozoic history of angiosperms led to the a certain character of the distribution of taxa of different levels (the number of species and genera in families, species/genera ratio in families, the number of species in the genera).…

Populations and Evolution · Quantitative Biology 2016-04-22 Serge Sheremet'ev , Xenia Chebotareva
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