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In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on the majority opinion of the agents, obtained the transition…

Probability · Mathematics 2008-12-02 Ted Theodosopoulos , Ming Yuen

This paper shows that a well designed transport system has an embedded exchange value by serving as a market for potential exchange between consumers. Under suitable conditions, one can improve the welfare of consumers in the system simply…

Optimization and Control · Mathematics 2011-03-04 Qinglan Xia , Shaofeng Xu

Bipartite Graph is often a realistic model of complex networks where two different sets of entities are involved and relationship exist only two entities belonging to two different sets. Examples include the user-item relationship of a…

Social and Information Networks · Computer Science 2017-07-05 Suman Banerjee , Mamata Jenamani , Dilip Kumar Pratihar

A generalized model of games is proposed, in which cooperative games and non-cooperative games are special cases. Some games that are neither cooperative nor non-cooperative can be expressed and analyzed. The model is based on relationships…

Computer Science and Game Theory · Computer Science 2016-10-10 Jiawei Li

Lattice investment projects support process model with corruption is formulated and analyzed. The model is based on the Ising lattice model of ferromagnetic but takes deal with the social phenomenon. Set of corruption agents is considered.…

Mathematical Finance · Quantitative Finance 2019-01-28 O. A. Malafeyev , S. A. Nemnyugin

In the traditional setup of public goods game all players are involved in every available groups and the mutual benefit is shared among competing cooperator and defector strategies. But in real life situations the group formation of players…

Physics and Society · Physics 2016-10-19 Attila Szolnoki , Xiaojie Chen

In this paper, a new framework to study weighed networks is introduced. The idea behind this methodology is to consider that each node of the network is an agent that desires to satisfy his/her preferences in an economic sense. Moreover,…

Physics and Society · Physics 2009-11-11 Daniel O. Cajueiro

A new model of collusions in an organization is proposed. Each actor $a_{i=1,\cdots,N}$ disposes one unique good $g_{j=1,\cdots,N}$. Each actor $a_i$ has also a list of other goods which he/she needs, in order from desired most to those…

Physics and Society · Physics 2016-06-07 K. Malarz , K. Kulakowski

In portfolio compression, market participants (banks, organizations, companies, financial agents) sign contracts, creating liabilities between each other, which increases the systemic risk. Large, dense markets commonly can be compressed by…

Computational Engineering, Finance, and Science · Computer Science 2022-12-20 Mihály Péter Hanics

In this work, we present a model based on a competitive dynamics that intends to imitate the processes leading to some characteristics of the geopolitical division. The model departs from very simple principles of geopolitical theory and…

Adaptation and Self-Organizing Systems · Physics 2010-11-24 M. N. Kuperman

This paper explores the gain maximization problem of two nations engaging in non-cooperative bilateral trade. Probabilistic model of an exchange of commodities under different price systems is considered. Volume of commodities exchanged…

Theoretical Economics · Economics 2020-01-09 Tsotne Kutalia , Revaz Tevzadze

We address a new prize-collecting problem of routing commodities in a given network with hub and non-hub nodes, in which the service of the non-hub nodes will be outsourced to third-party carriers. The problem is modeled as a Stackelberg…

Optimization and Control · Mathematics 2025-10-22 Elena Fernandez , Ivana Ljubic , Nicolas Zerega

We propose a simple market model where agents trade different types of products with each other by using money, relying only on local information. Value fluctuations of single products, combined with the condition of maximum profit in…

Condensed Matter · Physics 2015-06-24 Raul Donangelo , Alex Hansen , Kim Sneppen , Sergio R. Souza

The game theory techniques are used to find the equilibrium of a market. Game theory refers to the ways in which strategic interactions among economic agents produce outcomes with respect to the preferences (or utilities) of those agents,…

Computer Science and Game Theory · Computer Science 2012-10-24 Marx Boopathi

Income redistribution is the transfer of income from some individuals to others directly or indirectly by means of social mechanisms, such as taxation, public services and so on. Employing a spatial public goods game, we study the influence…

Physics and Society · Physics 2017-03-08 Zhenhua Pei , Baokui Wang , Jinming Du

Geopolitical conflicts have increasingly been a driver of trade policy. We study the potential effects of global and persistent geopolitical conflicts on trade, technological innovation, and economic growth. In conventional trade models the…

General Economics · Economics 2023-01-31 Carlos Góes , Eddy Bekkers

The structure of the International Trade Network (ITN), whose nodes and links represent world countries and their trade relations respectively, affects key economic processes worldwide, including globalization, economic integration,…

Physics and Society · Physics 2024-09-21 Assaf Almog , Rhys Bird , Diego Garlaschelli

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

The idea of this paper is an advanced game concept. This concept is expected to model non-monetary bilateral cooperations between self-interested agents. Such non-monetary cases are social cooperations like allocation of high level jobs or…

Computer Science and Game Theory · Computer Science 2009-05-25 Rustam Tagiew

We present a simple dynamical model for describing trading interactions between agents in a social network by considering only two dynamical variables, namely money and goods or services, that are assumed conserved over the whole time span…

Physics and Society · Physics 2017-02-01 Rafael A. Barrio , Tzipe Govezensky , Élfego Ruiz-Gutiérrez , Kimmo K. Kaski
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