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We introduce a mathematical theory called market connectivity that gives concrete ways to both measure the efficiency of markets and find inefficiencies in large markets. The theory leads to new methods for testing the famous efficient…

Economics · Quantitative Finance 2017-02-14 Anup Rao

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

Collusive practices of firms continue to be a major threat to competition and consumer welfare. Academic research on this topic aims at understanding the economic drivers and behavioral patterns of cartels, among others, to guide…

General Economics · Economics 2024-03-11 W. Benedikt Schmal

In many prediction problems, the predictive model affects the distribution of the prediction target. This phenomenon is known as performativity and is often caused by the behavior of individuals with vested interests in the outcome of the…

Machine Learning · Statistics 2024-06-03 Seamus Somerstep , Ya'acov Ritov , Yuekai Sun

Indirect competition emerged from the complex organization of human societies, and knowledge of the existing network topology may aid in developing effective strategies for success. Here, we propose an agent-based model of competition with…

General Finance · Quantitative Finance 2011-06-28 Erika Fille Legara , Anthony Longjas , Rene Batac

As artificial agents become increasingly capable, what internal structure is *necessary* for an agent to act competently under uncertainty? Classical results show that optimal control can be *implemented* using belief states or world…

Machine Learning · Computer Science 2026-04-03 Aran Nayebi

Corruption is notoriously widespread in data collection. Despite extensive research, the existing literature predominantly focuses on specific settings and learning scenarios, lacking a unified view of corruption modelization and…

Machine Learning · Computer Science 2026-05-19 Laura Iacovissi , Nan Lu , Robert C. Williamson

We introduce pricing formulas for competition and collusion models of two-sided markets with an outside option. For the competition model, we find conditions under which prices and consumer surplus may increase or decrease if the outside…

General Economics · Economics 2025-05-12 Cristian Chica , Yinglong Guo , Gilad Lerman

We discuss the feasibility of predicting, managing and subsequently manipulating, the future evolution of a Complex Adaptive System. Our archetypal system mimics a population of adaptive, interacting objects, such as those arising in the…

Physics and Society · Physics 2007-05-23 David M. D. Smith , Neil F. Johnson

Modeling the spread of social contagions is central to various applications in social computing. In this paper, we study the learnability of the competitive threshold model from a theoretical perspective. We demonstrate how competitive…

Machine Learning · Computer Science 2022-05-10 Yifan Wang , Guangmo Tong

The principle that 'the brand effect is attractive' underlies preferential attachment. Here we show that the brand effect is just one dimension of attractiveness. Another dimension is competitiveness. We firstly develop a general framework…

Physics and Society · Physics 2014-05-20 Jin-Li Guo

A growing literature on human-AI decision-making investigates strategies for combining human judgment with statistical models to improve decision-making. Research in this area often evaluates proposed improvements to models, interfaces, or…

Computers and Society · Computer Science 2023-05-29 Luke Guerdan , Amanda Coston , Zhiwei Steven Wu , Kenneth Holstein

In the classical principal-agent problem, a principal must design a contract to incentivize an agent to perform an action on behalf of the principal. We study the classical principal-agent problem in a setting where the agent can be of one…

Computer Science and Game Theory · Computer Science 2020-10-15 Guru Guruganesh , Jon Schneider , Joshua Wang

Recent studies have shown that the majority of published computational models in systems biology and physiology are not repeatable or reproducible. There are a variety of reasons for this. One of the most likely reasons is that given how…

Other Quantitative Biology · Quantitative Biology 2021-07-13 Herbert M. Sauro

Competition has been introduced in the electricity markets with the goal of reducing prices and improving efficiency. The basic idea which stays behind this choice is that, in competitive markets, a greater quantity of the good is exchanged…

Physics and Society · Physics 2009-11-11 Ettore Bompard , Yuchao Ma , Elena Ragazzi

Strategic argumentation provides a simple model of disputation and negotiation among agents. Although agents might be expected to act in our best interests, there is little that enforces such behaviour. (Maher, 2016) introduced a model of…

Artificial Intelligence · Computer Science 2020-09-01 Michael J. Maher

We study the competition of two spreading entities, for example innovations, in complex contagion processes in complex networks. We develop an analytical framework and examine the role of dual users, i.e. agents using both technologies.…

Physics and Society · Physics 2018-11-30 Byungjoon Min , Maxi San Miguel

A new simple model of diffusion of innovations in a social network with upgrading costs is introduced. Agents are characterized by a single real variable, their technological level. According to local information agents decide whether to…

Statistical Mechanics · Physics 2009-11-07 X. Guardiola , A. Diaz-Guilera , C. J. Perez , A. Arenas , M. Llas

Online platforms in the Internet Economy commonly incorporate recommender systems that recommend products (or "arms") to users (or "agents"). A key challenge in this domain arises from myopic agents who are naturally incentivized to exploit…

Information Retrieval · Computer Science 2024-06-19 Xiaowu Dai , Wenlu Xu , Yuan Qi , Michael I. Jordan

I show that firms price almost competitively and consumers can infer product quality from prices in markets where firms differ in quality and production cost, and learning prices is costly. Bankruptcy risk or regulation links higher quality…

General Economics · Economics 2018-08-17 Sander Heinsalu