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It is recognized that social heterogeneities in terms of the contact distribution have a strong influence on the spread of infectious diseases. Nevertheless, few data are available on the group composition of social contacts, and their…

Optimization and Control · Mathematics 2023-06-09 Jonathan Franceschi , Andrea Medaglia , Mattia Zanella

We review existing approaches to mathematical modeling and analysis of multi-agent systems in which complex collective behavior arises out of local interactions between many simple agents. Though the behavior of an individual agent can be…

Robotics · Computer Science 2007-05-23 Kristina Lerman , Aram Galstyan , Tad Hogg

This paper presents macroeconomic model that is based on parallels between macroeconomic multi-agent systems and multi-particle systems. We use risk ratings of economic agents as their coordinates on economic space. Aggregates of economic…

Economics · Quantitative Finance 2017-01-25 Victor Olkhov

The aim of this work is to establish the personal income distribution from the elementary constituents of a free market; products of a representative good and agents forming the economic network. The economy is treated as a self-organized…

General Finance · Quantitative Finance 2015-06-04 Joachim Kaldasch

It has been pointed out by Patriarca et al. (2005) that the power-law tailed equilibrium distribution in heterogeneous kinetic exchange models with a distributed saving parameter can be resolved as a mixture of Gamma distributions…

General Finance · Quantitative Finance 2018-10-17 Adams Vallejos , Ignacio Ormazabal , Felix A. Borotto , Hernan F. Astudillo

A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One…

Chaotic Dynamics · Physics 2008-12-02 J. R. Sanchez , J. Gonzalez-Estevez , R. Lopez-Ruiz , M. G. Cosenza

Using the Generalised Lotka Volterra (GLV) model adapted to deal with muti agent systems we can investigate economic systems from a general viewpoint and obtain generic features common to most economies. Assuming only weak generic…

Statistical Mechanics · Physics 2009-11-07 Sorin Solomon , Peter Richmond

Smart active matter has the ability to control its motion guided by individual policies to achieve collective goals. We introduce a theoretical framework to study a decentralized learning process in which agents can locally exchange…

Statistical Mechanics · Physics 2025-07-08 Gerhard Jung , Misaki Ozawa , Eric Bertin

Redistribution of resources within a group as a method to reduce wealth inequality is a current area of debate. The evolutionary path to or away from wealth sharing is also a subject of active research. In order to investigate effects and…

Physics and Society · Physics 2023-05-30 John C. Stevenson

Multi-agent models have been used in many contexts to study generic collective behavior. Similarly, complex networks have become very popular because of the diversity of growth rules giving rise to scale-free behavior. Here we study…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Z. Burda , A. Krzywicki , O. C. Martin

A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…

Statistical Mechanics · Physics 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West

In order to properly manage risk, practitioners must understand the aggregate risks they are exposed to. Additionally, to properly price policies and calculate bonuses the relative riskiness of individual business units must be well…

Risk Management · Quantitative Finance 2024-10-22 Andrew Fleck , Edward Furman , Yang Shen

Some agent-based models for growth and allocation of resources are described. The first class considered consists of conservative models, where the number of agents and the size of resources are constant during time evolution. The second…

Physics and Society · Physics 2009-11-13 Enrico Scalas , Mauro Gallegati , Eric Guerci , David Mas , Alessandra Tedeschi

Several populational networks present complex topologies when implemented in evolutionary algorithms. A common feature of these topologies is the emergence of a power law. Power law behavior with different scaling factors can also be…

Computation · Statistics 2022-03-08 Francisco Leonardo Bezerra Martins , José Cláudio do Nascimento

A kinetic model for the elasto-plastic dynamics of a flowing jammed material is proposed, which takes the form of a non-local -- Boltzmann-like -- kinetic equation for the stress distribution function. Coarse-graining this equation yields a…

Soft Condensed Matter · Physics 2015-05-13 Lyderic Bocquet , Annie Colin , Armand Ajdari

We consider an ideal closed stock market, in which 100 traders have economic activities. The assets of the traders change through buying and selling stocks. We simulate the assets under conservation of both total currency and total number…

Statistical Mechanics · Physics 2008-12-10 Yoshikazu Ohtaki , Hiroshi H. Hasegawa

We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive…

General Finance · Quantitative Finance 2016-10-26 Vygintas Gontis , Shlomo Havlin , Aleksejus Kononovicius , Boris Podobnik , H. Eugene Stanley

We model the dynamics of the Schelling model for agents described simply by a continuously distributed variable - wealth. Agents move to neighborhoods where their wealth is not lesser than that of some proportion of their neighbors, the…

Physics and Society · Physics 2017-05-23 Anand Sahasranaman , Henrik Jeldtoft Jensen

The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…

Physics and Society · Physics 2019-09-04 Frank Schweitzer

The dynamical rules in auxiliary stochastic process that generates the biased ensemble of rare events are non-local. For the systems with one type of particle, it is shown that there are special cases for which the generators of effective…

Statistical Mechanics · Physics 2019-06-28 Mohammad Ghadermazi