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The high-order complexity of human behaviour is likely the root cause of extreme difficulty in financial market projections. We consider that behavioural simulation can unveil systemic dynamics to support analysis. Simulating diverse human…

Trading and Market Microstructure · Quantitative Finance 2025-06-03 Cheng Wang , Chuwen Wang , Shirong Zeng , Jianguo Liu , Changjun Jiang

In this paper, we study the herding phenomena in financial markets arising from the combined effect of (1) non-coordinated collective interactions between the market players and (2) concurrent reactions of market players to dynamic market…

Computational Finance · Quantitative Finance 2017-12-05 Hyeong-Ohk Bae , Seung-yeon Cho , Sang-hyeok Lee , Seok-Bae Yun

Adversarial decision-making in partially observable multi-agent systems requires sophisticated strategies for both deception and counter-deception. This paper presents a sequential hypothesis testing (SHT)-driven framework that captures the…

Optimization and Control · Mathematics 2026-04-14 Haosheng Zhou , Daniel Ralston , Xu Yang , Ruimeng Hu

In this paper, we propose an agent-based model of information spread, grounded on psychological insights on the formation and spread of beliefs. In our model, we consider a network of individuals who share two opposing types of information…

Physics and Society · Physics 2025-01-13 Julien Corsin , Lorenzo Zino , Mengbin Ye

Collective decision-making arises from individual agents integrating their own personal observations with information obtained from social partners. In many biological systems that exhibit collective decision-making, the process by which…

Quantitative Methods · Quantitative Biology 2026-04-28 Ling-Wei Kong , Naomi Ehrich Leonard , Andrew M. Hein

Collective sensing is an emergent phenomenon which enables individuals to estimate a hidden property of the environment through the observation of social interactions. Previous work on collective sensing shows that gregarious individuals…

Populations and Evolution · Quantitative Biology 2018-05-24 Stefano Bennati

Human behavior is incredibly complex and the factors that drive decision making--from instinct, to strategy, to biases between individuals--often vary over multiple timescales. In this paper, we design a predictive framework that learns…

Machine Learning · Computer Science 2023-02-23 Michael J Mendelson , Mehdi Azabou , Suma Jacob , Nicola Grissom , David Darrow , Becket Ebitz , Alexander Herman , Eva L. Dyer

We present an information-theoretic framework to learn fixed-dimensional embeddings for tasks in reinforcement learning. We leverage the idea that two tasks are similar if observing an agent's performance on one task reduces our uncertainty…

Machine Learning · Computer Science 2024-05-10 Mridul Mahajan , Georgios Tzannetos , Goran Radanovic , Adish Singla

We present a general framework for modeling a wide selection of flocking scenarios under free boundary conditions. Several variants have been considered - including examples for the widely observed behavior of hierarchically interacting…

Physics and Society · Physics 2019-04-23 Yongnan Jia , Tamas Vicsek

Drones which can swarm and loiter in a certain area cost hundreds of dollars, but mosquitos can do the same and are essentially worthless. To control swarms of low-cost robots, researchers may end up spending countless hours brainstorming…

Neural and Evolutionary Computing · Computer Science 2024-10-22 Kevin Zhu , Connor Mattson , Shay Snyder , Ricardo Vega , Daniel S. Brown , Maryam Parsa , Cameron Nowzari

We study the contrarian voter model for opinion formation in a society under the influence of an external oscillating propaganda and stochastic noise. Each agent of the population can hold one of two possible opinions on a given issue…

Physics and Society · Physics 2022-08-25 M. Cecilia Gimenez , Luis Reinaudi , Federico Vazquez

A neural network with a learning algorithm optimized by information theory entropic dynamics is used to build an agent dubbed Homo Entropicus. The algorithm can be described at a macroscopic level in terms of aggregate variables…

Physics and Society · Physics 2021-10-20 Felippe Alves , Nestor Caticha

Homophily and social influence are the fundamental mechanisms that drive the evolution of attitudes, beliefs and behaviour within social groups. Homophily relates the similarity between pairs of individuals' attitudinal states to their…

Physics and Society · Physics 2015-06-12 Jonathan Ward , Peter Grindrod

The emergence of cooperation among self-interested agents has been a key concern of the multi-agent systems community for decades. With the increased importance of network-mediated interaction, researchers have shifted the attention on the…

Physics and Society · Physics 2022-02-09 Jacques Bara , Paolo Turrini , Giulia Andrighetto

We use a model of opinion formation to study the consequences of some mechanisms attempting to enforce the right behaviour in a society. We start from a model where the possible choices are not equivalent (such is the case when the agents…

Physics and Society · Physics 2012-12-18 M. F. Laguna , G. Abramson , J. R. Iglesias

Epstein introduced an agent-based model called Demographic Prisoner's dilemma. He shows, via simulations, that cooperation in this spatial evolutionary repeated game can be sustained. In order to do proves, we put on this model a particle…

Probability · Mathematics 2016-09-22 Sylvain Gibaud

The increasing capability of Large Language Models to act as human-like social agents raises two important questions in the area of opinion dynamics. First, whether these agents can generate effective arguments that could be injected into…

Computers and Society · Computer Science 2023-12-27 Simon Martin Breum , Daniel Vædele Egdal , Victor Gram Mortensen , Anders Giovanni Møller , Luca Maria Aiello

Human-like Agents with diverse and dynamic personalities could serve as an essential design probe in the process of user-centered design, thereby enabling designers to enhance the user experience of interactive applications. In this…

Human-Computer Interaction · Computer Science 2024-06-18 Jiale Li , Jiayang Li , Jiahao Chen , Yifan Li , Shijie Wang , Hugo Zhou , Minjun Ye , Yunsheng Su

In the era of social media, people frequently share their own opinions online on various issues and also in the way, get exposed to others' opinions. Be it for selective exposure of news feed recommendation algorithms or our own inclination…

Social and Information Networks · Computer Science 2023-04-24 Prithwish Jana , Romit Roy Choudhury , Niloy Ganguly

Ideologically homogeneous online environments - often described as "echo chambers" or "filter bubbles" - are widely seen as drivers of polarization, radicalization, and misinformation. A central debate asks whether such homophily stems…

Social and Information Networks · Computer Science 2025-08-15 Petter Törnberg