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Analytical and numerical studies on many-body stochastic processes with multiplicative interactions are reviewed. The method of moment relations is used to investigate effects of asymmetry and randomness in interactions. Probability…

Statistical Mechanics · Physics 2009-11-11 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that they observe a random sample from a large matching market. In…

Econometrics · Economics 2024-04-02 Jacob Schwartz , Kyungchul Song

In university programs and curricula, in general we react to the need to meet market needs. We respond to market stimulus, or at least try to do so. Consider now an inverted view. Consider our data and perspectives in university programs as…

Computers and Society · Computer Science 2008-12-21 Fionn Murtagh

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

Majorisation, also called rearrangement inequalities, yields a type of stochastic ordering in which two or more distributions can be compared. In this paper we argue that majorisation is a good candidate as a theory for uncertainty. We…

Statistics Theory · Mathematics 2021-06-17 Victoria Volodina , Nikki Sonenberg , Edward Wheatcroft , Henry Wynn

For a many-to-one matching model, we study the matchings obtained through the restabilization of stable matchings that had been disrupted by a change in the population. We include a simple representation of the stable matching obtained in…

Theoretical Economics · Economics 2022-02-28 Millán Guerra Beatriz Alejandra

We study a Weiner process that is conditioned to pass through a finite set of points and consider the dynamics generated by iterating a sample path from this process. Using topological techniques we are able to characterize the global…

Dynamical Systems · Mathematics 2022-09-26 Konstantin Mischaikow , Cameron Thieme

This paper investigates the barriers to gender convergence using Japan as a salient environment to explore the interactive effects of labor market structures and social norms. I develop a quantitative model of household labor supply where…

General Economics · Economics 2026-03-24 Kazuharu Yanagimoto

Fragmentation of matching markets is a ubiquitous problem across countries and across applications. In order to study the implications of fragmentation and possibilities for integration, we first document and discuss a variety of…

General Economics · Economics 2025-08-29 Yuichiro Kamada , Fuhito Kojima , Akira Matsushita

The paper presents instructive interdisciplinary applications of constrained mechanics calculus in economics on a level appropriate for the undergraduate physics education. The aim of the paper is: 1. to meet the demand for illustrative…

Physics Education · Physics 2011-08-25 Jitka Janová

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We use ideas from distributed computing and game theory to study dynamic and decentralized environments in which computational nodes, or decision makers, interact strategically and with limited information. In such environments, which arise…

Computer Science and Game Theory · Computer Science 2017-04-06 Aaron D. Jaggard , Neil Lutz , Michael Schapira , Rebecca N. Wright

We study the rank distribution, the cumulative probability, and the probability density of returns of stock prices of listed firms traded in four stock markets. We find that the rank distribution and the cumulative probability of stock…

Other Condensed Matter · Physics 2008-12-02 Kyungsik Kim , S. -M. Yoon , K. H. Chang

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…

Chaotic Dynamics · Physics 2010-08-05 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

For most people, social contacts play an integral part in finding a new job. As observed by Granovetter's seminal study, the proportion of jobs obtained through social contacts is usually large compared to those obtained through postings or…

Computer Science and Game Theory · Computer Science 2009-10-07 Esteban Arcaute , Sergei Vassilvitskii

Inspired by the unsupervised learning or self-organization in the machine learning context, here we attempt to draw `learning curve' for the collective behavior of job-seeking `zero-intelligence' labors in successive job-hunting processes.…

General Finance · Quantitative Finance 2013-09-20 He Chen , Jun-ichi Inoue

Unlike the classical kinetic theory of rarefied gases, where microscopic interactions among gas molecules are described as binary collisions, the modelling of socio-economic phenomena in a multi-agent system naturally requires to consider,…

Physics and Society · Physics 2020-09-15 Giuseppe Toscani , Andrea Tosin , Mattia Zanella

Recent studies have revealed a number of striking dependence patterns in high frequency stock price dynamics characterizing probabilistic interrelation between two consequent price increments x (push) and y (response) as described by the…

Physics and Society · Physics 2009-11-13 Andrei Leonidov , Vladimir Trainin , Alexander Zatsev , Sergey Zaitsev

To investigate the actual phenomena of transport on a complex network, we analysed empirical data for an inter-firm trading network, which consists of about one million Japanese firms and the sales of these firms (a sale corresponds to the…

General Finance · Quantitative Finance 2015-03-19 Hayafumi Watanabe , Hideki Takayasu , Misako Takayasu

The classic two-sided many-to-one job matching model assumes that firms treat workers as substitutes and workers ignore colleagues when choosing where to work. Relaxing these assumptions may lead to nonexistence of stable matchings.…

Theoretical Economics · Economics 2023-08-29 Ce Liu , Ziwei Wang , Hanzhe Zhang