English
Related papers

Related papers: Trading in Complex Networks

200 papers

We model the formation of networks as the result of a game where by players act selfishly to get the portfolio of links they desire most. The integration of player strategies into the network formation model is appropriate for…

Optimization and Control · Mathematics 2012-01-27 Shaun Lichter , Christopher Griffin , Terry Friesz

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

International trade is based on a set of complex relationships between different countries that can be modelled as an extremely dense network of interconnected agents. On the one hand, this network might favour the economic growth of…

General Economics · Economics 2024-04-08 Roberto Antonietti , Paolo Falbo , Fulvio Fontini , Rosanna Grassi , Giorgio Rizzini

We consider a monopolistic seller in a market that may be segmented. The surplus of each consumer in a segment depends on the price that the seller optimally charges, which depends on the set of consumers in the segment. We study which…

Theoretical Economics · Economics 2022-10-25 Nima Haghpanah , Ron Siegel

It is well understood that the structure of a social network is critical to whether or not agents can aggregate information correctly. In this paper, we study social networks that support information aggregation when rational agents act…

Theoretical Economics · Economics 2020-11-11 Itai Arieli , Fedor Sandomirskiy , Rann Smorodinsky

A social choice procedure is modeled as a repeated Nash game between the social agents, who are communicating with each other through a social communication network modeled by an undirected graph. The agents' criteria for this game are…

Systems and Control · Computer Science 2021-03-02 Athanasios-Rafail Lagos , George P. Papavassilopoulos

Networks are models representing relationships between entities. Often these relationships are explicitly given, or we must learn a representation which generalizes and predicts observed behavior in underlying individual data (e.g.…

Social and Information Networks · Computer Science 2017-09-19 Ivan Brugere , Chris Kanich , Tanya Y. Berger-Wolf

In this paper we address how complex social communities emerge from local decisions by individuals with limited attention and knowledge. This problem is critical; if we understand community formation mechanisms, it may be possible to…

Social and Information Networks · Computer Science 2023-12-25 Naina Balepur , Andy Lee , Hari Sundaram

Multi-agent models have been used in many contexts to study generic collective behavior. Similarly, complex networks have become very popular because of the diversity of growth rules giving rise to scale-free behavior. Here we study…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Z. Burda , A. Krzywicki , O. C. Martin

A central goal in algorithmic game theory is to analyze the performance of decentralized multiagent systems, like communication and information networks. In the absence of a central planner who can enforce how these systems are utilized,…

Computer Science and Game Theory · Computer Science 2022-05-10 Vasilis Gkatzelis , Kostas Kollias , Alkmini Sgouritsa , Xizhi Tan

In complex systems, many different parts interact in non-obvious ways. Traditional research focuses on a few or a single aspect of the problem so as to analyze it with the tools available. To get a better insight of phenomena that emerge…

Multiagent Systems · Computer Science 2015-04-03 Klaus Jaffe

Empirical data of supermarket sales show stylised facts that are similar to stock markets, with a broad (truncated) Levy distribution of weekly sales differences in the baseline sales [R.D. Groot, Physica A 353 (2005) 501]. To investigate…

Physics and Society · Physics 2009-11-11 Robert D. Groot

Motivated by the problem of market power in electricity markets, we introduced in previous works a mechanism for simplified markets of two agents with linear cost. In standard procurement auctions, the market power resulting from the…

Theoretical Economics · Economics 2019-07-25 Benjamin Heymann , Alejandro Jofré

Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also…

Physics and Society · Physics 2019-12-23 Aymeric Vié , Alfredo J. Morales

The width of a neural network matters since increasing the width will necessarily increase the model capacity. However, the performance of a network does not improve linearly with the width and soon gets saturated. In this case, we argue…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Shuai Zhao , Liguang Zhou , Wenxiao Wang , Deng Cai , Tin Lun Lam , Yangsheng Xu

We present empirical evidence that land values are scale-free and introduce a network model that reproduces the observations. The network approach to urban modelling is based on the assumption that the market dynamics that generates land…

Disordered Systems and Neural Networks · Physics 2009-11-10 Claes Andersson , Alexander Hellervik , Kristian Lindgren , Anders Hagson , Jonas Tornberg

We review the recent fast progress in statistical physics of evolving networks. Interest has focused mainly on the structural properties of random complex networks in communications, biology, social sciences and economics. A number of giant…

Statistical Mechanics · Physics 2015-06-24 S. N. Dorogovtsev , J. F. F. Mendes

Varied real world systems such as transportation networks, supply chains and energy grids present coordination problems where many agents must learn to share resources. It is well known that the independent and selfish interactions of…

Computer Science and Game Theory · Computer Science 2025-02-27 Cesare Carissimo , Marcin Korecki , Damian Dailisan

We present an agent-based model of microscopic wealth exchange in a dynamic network to study the topological features associated with economic inequality. The model evolves through two alternating processes, the conservative exchange of…

Physics and Society · Physics 2024-08-30 Gustavo Kohlrausch , Sebastián Gonçalves

Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated…

Physics and Society · Physics 2015-06-12 L. A. Braunstein , P. A. Macri , J. R. Iglesias