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Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective…

Statistical Mechanics · Physics 2008-12-02 Didier Sornette , Wei-Xing Zhou

The price-bubble and crash process formation is theoretically investigated in a two-asset equilibrium model. Sufficient and necessary conditions are derived for the existence of average equilibrium price dynamics of different agent-based…

Trading and Market Microstructure · Quantitative Finance 2024-09-06 Francesco Cordoni

In this manuscript we present several possible ways of modeling human capital accumulation during the spread of a disease following an agent based approach, where agents behave maximizing their intertemporal utility. We assume that the…

Optimization and Control · Mathematics 2022-06-09 Daria Ghilli , Cristiano Ricci , Giovanni Zanco

We propose a system theoretic approach to select and stabilize the endemic equilibrium of an SIRS epidemic model in which the decisions of a population of strategically interacting agents determine the transmission rate. Specifically, the…

Dynamical Systems · Mathematics 2022-01-26 Nuno C. Martins , Jair Certorio , Richard J. La

We describe a simple model for speculative trading based on adaptive behavior of economic agents.The adaptive behavior is expressed through a feedback mechanism for changing agents' stock-to-bond ratios, depending on the past performance of…

Trading and Market Microstructure · Quantitative Finance 2018-09-26 Misha Perepelitsa

Transmission rates in epidemic outbreaks may vary over time depending on the societal response. Non-pharmacological mitigation strategies such as social distancing and the adoption of protective equipment aim precisely at reducing…

Populations and Evolution · Quantitative Biology 2020-12-24 Elisa Franco

An SIR model with the coinfection of the two infectious agents in a single host population is considered. The model includes the environmental carry capacity in each class of population. A special case of this model is analyzed and several…

Dynamical Systems · Mathematics 2019-05-14 Samia Ghersheen , Vladimir Kozlov , Vladimir G. Tkachev , Uno Wennergren

We study a dynamical Ising model of agents' opinions (buy or sell) with coupling coefficients reassessed continuously in time according to how past external news (magnetic field) have explained realized market returns. By combining herding,…

Physics and Society · Physics 2008-12-02 Wei-Xing Zhou , Didier Sornette

In this paper, we propose a modified susceptible-infected-recovered (SIR) model, in which each node is assigned with an identical capability of active contacts, $A$, at each time step. In contrast to the previous studies, we find that on…

Physics and Society · Physics 2007-05-23 Rui Yang , Bing-Hong Wang , Jie Ren , Wen-Jie Bai , Zhi-Wen Shi , Wen-Xu Wang , Tao Zhou

We analyze an optimal control version of a simple SIRS epidemiology model. The policy maker can adopt policies to diminish the contact rate between infected and susceptible individuals, at a specific economic cost. The arrival of a vaccine…

Populations and Evolution · Quantitative Biology 2020-06-09 Evangelos Magirou

We study the changes of opinions about vaccination together with the evolution of a disease. In our model we consider a multiplex network consisting of two layers. One of the layers corresponds to a social network where people share their…

Physics and Society · Physics 2017-12-01 L. G. Alvarez-Zuzek , Cristian E. La Rocca , J. R. Iglesias , L. A. Braunstein

We proposed a model of interacting market agents based on the Ising spin model. The agents can take three actions: "buy," "sell," or "stay inactive." We defined a price evolution in terms of the system magnetization. The model reproduces…

Statistical Finance · Quantitative Finance 2008-12-02 Paweł Sieczka , Janusz A. Hołyst

We study a susceptible-infected-removed (SIR) model with multiple seeds on a regular random graph. Many researchers have studied the epidemic threshold of epidemic models above which a global outbreak can occur, starting from an…

Physics and Society · Physics 2016-04-06 Takehisa Hasegawa , Koji Nemoto

Consider a uniformly mixing population which grows as a super-critical linear birth and death process. At some time an infectious disease (of SIR or SEIR type) is introduced by one individual being infected from outside. It is shown that…

Probability · Mathematics 2013-09-17 Tom Britton , Pieter Trapman

We propose an SIS competition model describing the propagation of conflicting rumors, such as fake news and its corrections. This simple model captures the interaction between rumor propagation and opinion dynamics, where rumors drive…

Physics and Society · Physics 2026-05-27 Yu Takiguchi , Koji Nemoto

We introduce a Python package for modeling and studying the spread of infectious diseases using an agent-based SEIR style epidemiological model with a focus on university campuses. This document explains the epidemiological model used in…

Populations and Evolution · Quantitative Biology 2020-11-13 Matthew Zalesak , Samitha Samaranayake

The susceptible-infected-recovered (SIR) model and its variants form the foundation of our understanding of the spread of diseases. Here, each agent can be in one of three states (susceptible, infected, or recovered), and transitions…

Disordered Systems and Neural Networks · Physics 2023-12-25 Claudia Merger , Jasper Albers , Carsten Honerkamp , Moritz Helias

Super-spreading events for infectious diseases occur when some infected individuals infect more than the average number of secondary cases. Several super-spreading individuals have been identified for the 2003 outbreak of severe acute…

Populations and Evolution · Quantitative Biology 2010-10-18 Thembinkosi Mkhatshwa , Anna Mummert

We develop a mechanistic model that classifies individuals both in terms of epidemiological status (SIR) and vaccination attitude (willing or unwilling), with the goal of discovering how disease spread is influenced by changing opinions…

Dynamical Systems · Mathematics 2024-08-16 Yi Jiang , Kristin M. Kurianski , Jane HyoJin Lee , Yanping Ma , Daniel Cicala , Glenn Ledder

We consider the spread of infectious diseases through a Mean Field Game version of a SIR compartmental model with social structure, in which individuals are grouped by their age class and interact together in different settings. In our game…

Physics and Society · Physics 2022-12-14 Louis Bremaud , Denis Ullmo
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