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We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between…

Physics and Society · Physics 2009-11-11 Naoya Sazuka

The Artificial Intelligence paradigm (hereinafter referred to as "AI") builds on the analysis of data able, among other things, to snap pictures of the individuals' behaviors and preferences. Such data represent the most valuable currency…

General Economics · Economics 2019-04-30 Otello Ardovino , Jacopo Arpetti , Marco Delmastro

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

General Finance · Quantitative Finance 2018-03-14 Carlo Brugna , Giuseppe Toscani

A theoretical self-sustainable economic model is established based on the fundamental factors of production, consumption, reservation and reinvestment, where currency is set as a unconditional credit symbol serving as transaction equivalent…

General Economics · Economics 2018-07-23 Ran Huang

We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

Statistical Mechanics · Physics 2009-11-07 Anirban Chakraborti

Starting from a plausible assumption about the Total Revenue concept, a system of economic agents, that simulates the exchange of goods, is studied. Following a methodology equivalent to that used in the statistical-mechanical determination…

Physics and Society · Physics 2024-03-27 Juan Villegas-Febres

We study markets of indivisible items in which price-based (Walrasian) equilibria often do not exist due to the discrete non-convex setting. Instead we consider Nash equilibria of the market viewed as a game, where players bid for items,…

Computer Science and Game Theory · Computer Science 2011-03-22 Avinatan Hassidim , Haim Kaplan , Yishay Mansour , Noam Nisan

Previously, in underdeveloped countries, people tried to keep the prices of food products artificially low, in order to help the poor to buy their food. But it became soon clear that such system, although helpful for the city poor, was…

Economics · Quantitative Finance 2016-04-15 Andrea C. Levi , Ubaldo Garibaldi

Elastic Cash is a new decentralized mechanism for regulating the money supply. The mechanism operates by modifying the supply so that an interest rate determined by a public market is kept approximately fixed. It can be incorporated into…

General Finance · Quantitative Finance 2023-01-24 Anup Rao

Exchange of resources among individual components of a system is fundamental to systems like a social network of humans and a network of cities and villages. For various reasons, the human society has come up with the notion of money as a…

Social and Information Networks · Computer Science 2022-08-29 Harshit Agrawal , Ashwin Lahorkar , Snehal M. Shekatkar

In practice there are temporary arbitrage opportunities arising from the fact that prices for a given asset at different stock exchanges are not instantaneously the same. We will show that even in such an environment there exists a…

Probability · Mathematics 2007-05-23 Frederik Herzberg

We propose definitions and implementations of "S-money" - virtual tokens designed for high value fast transactions on networks with relativistic or other trusted signalling constraints, defined by inputs that in general are made at many…

Quantum Physics · Physics 2019-05-10 Adrian Kent

Time reversal invariance can be summarized as follows: no difference can be measured if a sequence of events is run forward or backward in time. Because price time series are dominated by a randomness that hides possible structures and…

Statistical Finance · Quantitative Finance 2008-12-02 Gilles Zumbach

Quantum theory is used to model secondary financial markets. Contrary to stochastic descriptions, the formalism emphasizes the importance of trading in determining the value of a security. All possible realizations of investors holding…

Physics and Society · Physics 2009-11-07 Martin Schaden

A public decision-making problem consists of a set of issues, each with multiple possible alternatives, and a set of competing agents, each with a preferred alternative for each issue. We study adaptations of market economies to this…

Computer Science and Game Theory · Computer Science 2019-07-23 Nikhil Garg , Ashish Goel , Benjamin Plaut

Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it…

Statistical Mechanics · Physics 2009-10-31 Yi-Cheng Zhang

In a decentralized environment, exchanging resources requires users to bargain until an agreement is found. Moreover, human agreements involve a combination of collaborative and selfish behavior and often induce circularity, complicating…

Cryptography and Security · Computer Science 2022-07-26 Lorenzo Ceragioli , Letterio Galletta , Pierpaolo Degano , Luca Viganò

An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world however, Taylor rule parameters may be subject to structural instabilities, for example during the Global Financial…

Statistical Finance · Quantitative Finance 2014-03-05 Joseph Byrne , Dimitris Korobilis , Pinho Ribeiro

People increasingly use digital platforms to exchange resources in accordance with some policies stating what resources users offer and what they require in return. In this paper, we propose a formal model of these environments, focussing…

Logic in Computer Science · Computer Science 2026-02-02 Lorenzo Ceragioli , Pierpaolo Degano , Letterio Galletta , Luca Viganò

We introduce a stochastic price model where, together with a random component, a moving average of logarithmic prices contributes to the price formation. Our model is tested against financial datasets, showing an extremely good agreement…

Disordered Systems and Neural Networks · Physics 2008-12-02 R. Baviera , M. Pasquini , J. Raboanary , M. Serva