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Related papers: The "power" dimension in a process of exchange

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In this work, we aim to reconcile several apparently contradictory observations in market microstructure: is the famous "square-root law" of metaorder impact, which decays with time, compatible with the random-walk nature of prices and the…

Trading and Market Microstructure · Quantitative Finance 2026-03-05 Guillaume Maitrier , Jean-Philippe Bouchaud

Prevailing accounts in both multi-agent AI and the social sciences explain social structure through top-down abstractions-such as institutions, norms, or trust-yet lack simulateable models of how such structures emerge from individual…

Computers and Society · Computer Science 2025-08-07 Egil Diau

In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial…

Trading and Market Microstructure · Quantitative Finance 2017-01-04 Jonathan Donier , Jean-Philippe Bouchaud

Double Auction enables decentralized transfer of goods between multiple buyers and sellers, thus underpinning functioning of many online marketplaces. Buyers and sellers compete in these markets through bidding, but do not often know their…

Machine Learning · Computer Science 2023-07-11 Soumya Basu , Abishek Sankararaman

Concerns about system adequacy have led to the establishment of capacity mechanisms in a number of regulatory areas. Against this background, it is essential to accurately quantify the contribution to security of supply that results from…

Computational Engineering, Finance, and Science · Computer Science 2020-05-12 Simon H. Tindemans , Matthew Woolf , Goran Strbac

This work investigates a modified Schelling model within the scope and aims of Social Physics. The main purpose is to see if how the concepts of potential and kinetic energy can be represented within a computational sociological system. A…

Physics and Society · Physics 2023-09-14 George-Rafael Domenikos , Tyler Laurie , Sahar Awaji , Alexander V. Mantzaris

Many recent models of trade dynamics use the simple idea of wealth exchanges among economic agents in order to obtain a stable or equilibrium distribution of wealth among the agents. In particular, a plain analogy compares the wealth in a…

General Finance · Quantitative Finance 2015-05-30 J. R. Iglesias , R. M. C. de Almeida

The Kinetic Gas Theory like two-agent money exchange models, recently introduced in the Econophysics of Wealth distributions, are revisited. The emergence of Boltzmann-Gibbs like distribution of individual money to Pareto's law in the tail…

Physics and Society · Physics 2009-11-11 Abhijit Kar Gupta

Classical power index analysis considers the individual's ability to influence the aggregated group decision by changing its own vote, where all decisions and votes are assumed to be binary. In many practical applications we have more…

Computer Science and Game Theory · Computer Science 2013-12-23 Sascha Kurz

We propose a minimal model for the collective dynamics of opinion formation in the society, by modifying kinetic exchange dynamics studied in the context of income, money or wealth distributions in a society. This model has an intriguing…

Physics and Society · Physics 2010-10-27 Mehdi Lallouache , Anirban Chakraborti , Bikas K. Chakrabarti

We present a dynamical many-body theory of money in which the value of money is a time dependent ``strategic variable'' that is chosen by the individual agents. The value of money in equilibrium is not fixed by the equations, and thus…

Statistical Mechanics · Physics 2011-04-12 Per Bak , Simon F. Norrelykke , Martin Shubik

Bilateral trade, a fundamental topic in economics, models the problem of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. Despite the simplicity of this…

Machine Learning · Computer Science 2024-02-20 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Federico Fusco , Stefano Leonardi

This paper casts within a unified economic framework some key challenges for the global economic order: de-globalization; the rising impracticability of global cooperation; and the increasingly confrontational nature of Great Power…

General Economics · Economics 2023-10-30 Shiro Armstrong , Danny Quah

We study a DeGroot-like opinion dynamics model in which agents may oppose other agents. As an underlying motivation, in our setup, agents want to adjust their opinions to match those of the agents of their 'in-group' and, in addition, they…

Multiagent Systems · Computer Science 2016-11-02 Steffen Eger

Given the wealth inequality worldwide, there is an urgent need to identify the mode of wealth exchange through which it arises. To address the research gap regarding models that combine equivalent exchange and redistribution, this study…

Theoretical Economics · Economics 2023-01-26 Takeshi Kato

A contract is an economic tool used by a principal to incentivize one or more agents to exert effort on her behalf, by defining payments based on observable performance measures. A key challenge addressed by contracts -- known in economics…

Computer Science and Game Theory · Computer Science 2024-12-24 Paul Duetting , Michal Feldman , Inbal Talgam-Cohen

A multiagent system may be thought of as an artificial society of autonomous software agents and we can apply concepts borrowed from welfare economics and social choice theory to assess the social welfare of such an agent society. In this…

Multiagent Systems · Computer Science 2011-09-30 U. Endriss , N. Maudet , F. Sadri , F. Toni

We propose a novel kinetic exchange model differing from previous ones in two main aspects. First, the basic dynamics is modified in order to represent economies where immediate wealth exchanges are carried out, instead of reshufflings or…

General Finance · Quantitative Finance 2015-05-07 Els Heinsalu , Marco Patriarca

We derive exact expressions for the scalar and electromagnetic self-forces and self-torques acting on arbitrary static extended bodies in arbitrary static spacetimes with any number of dimensions. Non-perturbatively, our results are…

General Relativity and Quantum Cosmology · Physics 2016-06-29 Abraham I. Harte , Éanna É. Flanagan , Peter Taylor

Macroeconomics essentially discusses macroeconomic phenomena from the perspectives of various schools of economic thought, each of which takes different views on how macroeconomic agents make decisions and how the corresponding markets…

General Economics · Economics 2022-09-07 Seyyed Ali Zeytoon Nejad Moosavian
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