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Mergers and Acquisitions represent important forms of business deals, both because of the volumes involved in the transactions and because of the role of the innovation activity of companies. Nevertheless, Economic Complexity methods have…

Physics and Society · Physics 2023-04-26 Lorenzo Arsini , Matteo Straccamore , Andrea Zaccaria

Cooperation is a persistent behavioral pattern of entities pooling and sharing resources. Its ubiquity in nature poses a conundrum. Whenever two entities cooperate, one must willingly relinquish something of value to the other. Why is this…

Adaptation and Self-Organizing Systems · Physics 2022-05-24 Ole Peters , Alexander Adamou

In a market system, regulations are designed to prevent or rectify market failures that inhibit fair exchange, such as monopoly or transactions with hidden costs. Because regulations reduce profits to those possessing unfair advantage,…

General Finance · Quantitative Finance 2013-10-02 Dominic K. Albino , Anzi Hu , Yaneer Bar-Yam

Growth of business firms or companies has been a subject of intensive research over a century. However, there still remains controversy about the basic mechanisms of their growth. Inspired by previous work on scaling laws in other systems,…

Physics and Society · Physics 2018-03-14 Yuh Kobayashi , Hideki Takayasu , Shlomo Havlin , Misako Takayasu

The evolution of the Internet has manifested itself in many ways: the traffic characteristics, the interconnection topologies and the business relationships among the autonomous components. It is important to understand why (and how) this…

Networking and Internet Architecture · Computer Science 2012-11-27 Richard T. B. Ma , John C. S. Lui , Vishal Misra

Natural selection favors the more successful individuals. This is the elementary premise that pervades common models of evolution. Under extreme conditions, however, the process may no longer be probabilistic. Those that meet certain…

Physics and Society · Physics 2014-03-07 Attila Szolnoki , Alberto Antonioni , Marco Tomassini , Matjaz Perc

The evolution of economic and innovation systems at the national scale is shaped by a complex dynamics, the footprint of which is the nested structure of the activities in which different countries are competitive. Nestedness is a…

General Economics · Economics 2023-08-15 Aurelio Patelli , Lorenzo Napolitano , Giulio Cimini , Emanuele Pugliese , Andrea Gabrielli

Competitive interactions represent one of the driving forces behind evolution and natural selection in biological and sociological systems. For example, animals in an ecosystem may vie for food or mates; in a market economy, firms may…

Physics and Society · Physics 2013-07-03 Jacobo Aguirre , David Papo , Javier M. Buldú

We argue that an important contributing factor into market inefficiency is the lack of a robust mechanism for the stock price to rise if a company has good earnings, e.g., via buybacks/dividends. Instead, the stock price is prone to…

Portfolio Management · Quantitative Finance 2015-11-05 Zura Kakushadze

When several two-sided matching markets merge into one, it is inevitable that some agents will become worse off if the matching mechanism used is stable. I formalize this observation by defining the property of integration monotonicity,…

Economics · Quantitative Finance 2018-09-17 Josue Ortega

We study a spatially homogeneous model of a market where several agents or companies compete for a wealth resource. In analogy with ecological systems the simplest case of such models shows a kind of "competitive exclusion" principle.…

Condensed Matter · Physics 2009-11-07 Marcelo Kuperman And Horacio Wio

Financial asset markets are sociotechnical systems whose constituent agents are subject to evolutionary pressure as unprofitable agents exit the marketplace and more profitable agents continue to trade assets. Using a population of evolving…

Trading and Market Microstructure · Quantitative Finance 2020-08-05 David Rushing Dewhurst , Michael Vincent Arnold , Colin Michael Van Oort

Population expansions trigger many biomedical and ecological transitions, from tumor growth to invasions of non-native species. Although population spreading often selects for more invasive phenotypes, we show that this outcome is far from…

Populations and Evolution · Quantitative Biology 2015-12-14 Kirill S. Korolev

Competition for available resources is natural amongst coexisting species, and the fittest contenders dominate over the rest in evolution. The dynamics of this selection is studied using a simple linear model. It has similarities to…

Quantum Physics · Physics 2007-05-23 Apoorva Patel

Markets have internal dynamics leading to excess volatility and other phenomena that are difficult to explain using rational expectations models. This paper studies these using a nonequilibrium price formation rule, developed in the context…

adap-org · Physics 2015-06-30 J. Doyne Farmer

Understanding cities is central to addressing major global challenges from climate and health to economic resilience. Although increasingly perceived as fundamental socio-economic units, the detailed fabric of urban economic activities is…

Technological advancement has lead to an increase in number and type of trading venues and diversification of goods traded. These changes have re-emphasized the importance of understanding the effects of market competition: does…

Trading and Market Microstructure · Quantitative Finance 2021-08-24 Robin Nicole , Aleksandra Alorić , Peter Sollich

It has been widely observed that capitalization-weighted indexes can be beaten by surprisingly simple, systematic investment strategies. Indeed, in the U.S. stock market, equal-weighted portfolios, random-weighted portfolios, and other…

Portfolio Management · Quantitative Finance 2018-09-12 Adrian Banner , Robert Fernholz , Vassilios Papathanakos , Johannes Ruf , David Schofield

Competitive systems can exhibit both hierarchical (transitive) and cyclic (intransitive) structures. Despite theoretical interest in cyclic competition, which offers richer dynamics, and occupies a larger subset of the space of possible…

Populations and Evolution · Quantitative Biology 2022-05-18 Christopher Cebra , Alexander Strang

By incorporating market impact and asymmetric sensitivity into the evolutionary minority game, we study the coevolutionary dynamics of stock prices and investment strategies in financial markets. Both the stock price movement and the…

Trading and Market Microstructure · Quantitative Finance 2015-06-11 Li-Xin Zhong , Wen-Juan Xu , Fei Ren , Yong-Dong Shi