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Tax evasion, usually the largest component of an informal economy, is a persistent challenge over history with significant socio-economic implications. Many socio-economic studies investigate its dynamics, including influencing factors, the…

Information Retrieval · Computer Science 2025-09-03 Teddy Lazebnik , Labib Shami

In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual…

Trading and Market Microstructure · Quantitative Finance 2013-10-08 Felix Patzelt , Klaus R. Pawelzik

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

Collective robotic systems are biologically inspired and advantageous due to their apparent global intelligence and emergent behaviors. Many applications can benefit from the incorporation of collectives, including environmental monitoring,…

Human-Computer Interaction · Computer Science 2020-09-22 Karina A. Roundtree , Jason R. Cody , Jennifer Leaf , H. Onan Demirel , Julie A. Adams

Kinetic equations play a major rule in modeling large systems of interacting particles. Recently the legacy of classical kinetic theory found novel applications in socio-economic and life sciences, where processes characterized by large…

Numerical Analysis · Mathematics 2017-06-26 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

This paper is concerned with a model in econophysics, the subfield of statistical physics that applies concepts from traditional physics to economics. In our model, economical agents are represented by the vertices of a connected graph and…

Probability · Mathematics 2017-04-25 Nicolas Lanchier , Stephanie Reed

The gradual accumulation of damage and dysregulation during the aging of living organisms can be quantified. Even so, the aging process is complex and has multiple interacting physiological scales -- from the molecular to cellular to whole…

Quantitative Methods · Quantitative Biology 2021-05-06 Spencer Farrell , Garrett Stubbings , Kenneth Rockwood , Arnold Mitnitski , Andrew Rutenberg

As collaborative robots enter industrial shop floors, logistics, and manufacturing, rapid and flexible evaluation of human-machine interaction has become more important. The availability of consumer headsets for virtual and augmented…

Robotics · Computer Science 2022-09-21 Khaled Kassem , Florian Michahelles

The field of robotics has made significant advances towards generalist robot manipulation policies. However, real-world evaluation of such policies is not scalable and faces reproducibility challenges, which are likely to worsen as policies…

What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement draws much attention. Although many efforts have been made,…

General Finance · Quantitative Finance 2015-02-04 Lei Tan , Bo Zheng , Jun-Jie Chen , Xiong-Fei Jiang

Familiarity with a simulation platform can seduce modellers into accepting untested assumptions for convenience of implementation. These assumptions may have consequences greater than commonly suspected, and it is important that modellers…

Quantitative Methods · Quantitative Biology 2014-02-28 Jerome K Vanclay

The institution of money can be seen as a foundational social mechanism, enabling communities to quantify collectively regulate economic processes. Money can be said, indeed, to constitute the micro-macro link in economics. This paper…

Physics and Society · Physics 2025-06-30 Eduardo Coltre Ferraciolli , Tanya V. Araújo

A theoretical model is presented which provides a way to simulate, at a very abstract level, power struggles in the social world. In the model, agents can benefit or harm each other, to varying degrees and with differing levels of…

Social and Information Networks · Computer Science 2016-12-15 Michael Poulshock

Financial models do not merely analyse markets, but actively shape them. This effect, known as performativity, describes how financial theories and the subsequent actions based on them influence market processes, by creating self-fulfilling…

Trading and Market Microstructure · Quantitative Finance 2026-02-19 Charalampos Kleitsikas , Stefanos Leonardos , Carmine Ventre

Current business cycle theory is an application of the general equilibrium theory. This paper presents the business cycle model without using general equilibrium framework. We treat agents risk assessments as their coordinates x on economic…

Economics · Quantitative Finance 2018-04-16 Victor Olkhov

Model-based Reinforcement Learning approaches have the promise of being sample efficient. Much of the progress in learning dynamics models in RL has been made by learning models via supervised learning. But traditional model-based…

Machine Learning · Computer Science 2019-06-12 Shagun Sodhani , Anirudh Goyal , Tristan Deleu , Yoshua Bengio , Sergey Levine , Jian Tang

We present results on simulations of a stock market with heterogeneous, cumulative information setup. We find a non-monotonic behaviour of traders' returns as a function of their information level. Particularly, the average informed agents…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Bence Toth , Enrico Scalas

Traffic jams on roadways, echo chambers on social media, crowds of moving pedestrians, and opinion dynamics during elections are all complex social systems. These applications may seem disparate, but some of the questions that they motivate…

Physics and Society · Physics 2022-10-18 Alexandria Volkening

Extensive cooperation among unrelated individuals is unique to humans, who often sacrifice personal benefits for the common good and work together to achieve what they are unable to execute alone. The evolutionary success of our species is…

Physics and Society · Physics 2017-07-13 Matjaz Perc , Jillian J. Jordan , David G. Rand , Zhen Wang , Stefano Boccaletti , Attila Szolnoki

An heuristic model of the society, as an assembly of weakly interacting individuals, is discussed. The model allows to connect macroscopic phenomena with features of relations between individuals. Addressing to the problem of inequality, a…

Biological Physics · Physics 2023-10-16 Vladimir Pokrovskii