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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

An employer contracts with a worker to incentivize efforts whose productivity depends on ability; the worker then enters a market that pays him contingent on ability evaluation. With non-additive monitoring technology, the interdependence…

Theoretical Economics · Economics 2025-07-31 Tan Gan , Hongcheng Li

For product rating environments, similar to that of Amazon Reviews, it has been shown that the truthful elicitation of feedback is possible through mechanisms which pay buyer reports contingent on the reports of other buyers. We study…

Computer Science and Game Theory · Computer Science 2012-03-19 Jens Witkowski

We study a communication game between a sender and a receiver. The sender chooses one of her signals about the state of the world (i.e., anecdotes) and communicates to the receiver who takes an action affecting both players. The sender and…

Theoretical Economics · Economics 2024-07-19 Nika Haghtalab , Nicole Immorlica , Brendan Lucier , Markus Mobius , Divyarthi Mohan

This paper considers the dynamics of cheap talk interactions between an oblivious receiver and a sender with different amounts of information. Even though it may seem that having additional information about the state of the game is always…

Computer Science and Game Theory · Computer Science 2025-12-01 Itai Arieli , Ivan Geffner , Moshe Tennenholtz

The incentive ratio measures the utility gains from strategic behaviour. Without any restrictions on the setup, ratios for linear, Leontief and Cobb-Douglas exchange markets are unbounded, showing that manipulating the equilibrium is a…

Computer Science and Game Theory · Computer Science 2017-05-01 Ido Polak

We study the self-assembly of a complex network of collaborations among self-interested agents. The agents can maintain different levels of cooperation with different partners. Further, they continuously, selectively, and independently…

Physics and Society · Physics 2015-05-13 Anne-Ly Do , Lars Rudolf , Thilo Gross

Communication is essential for successful interaction. In human-robot interaction, implicit communication holds the potential to enhance robots' understanding of human needs, emotions, and intentions. This paper introduces a method to…

Robotics · Computer Science 2026-03-10 Haoyang Jiang , Elizabeth A. Croft , Michael G. Burke

We discuss price competition when positive network effects are the only other factor in consumption choices. We show that partitioning consumers into two groups creates a rich enough interaction structure to induce negative marginal demand…

Theoretical Economics · Economics 2023-12-06 Renato Soeiro , Alberto Pinto

I study a repeated game in which a patient player (e.g., a seller) wants to win the trust of some myopic opponents (e.g., buyers) but can strictly benefit from betraying them. Her benefit from betrayal is strictly positive and is her…

Theoretical Economics · Economics 2020-06-16 Harry Pei

Recent regulation on intraday electricity markets has led to the development of shared order books with the intention to foster competition and increase market liquidity. In this paper, we address the question of the efficiency of such…

Trading and Market Microstructure · Quantitative Finance 2025-09-15 René Aïd , Philippe Bergault , Mathieu Rosenbaum

In a semi-realistic market simulator, independent reinforcement learning algorithms may facilitate market makers to maintain wide spreads even without communication. This unexpected outcome challenges the current antitrust law framework. We…

Trading and Market Microstructure · Quantitative Finance 2022-11-02 Bingyan Han

In our multi-agent model agents generate wealth from repeated interactions for which a prisoner's dilemma payoff matrix is assumed. Their gains are taxed by a government at a rate $\alpha$. The resulting budget is spent to cover…

Physics and Society · Physics 2021-06-30 Frank Schweitzer , Luca Verginer , Giacomo Vaccario

We propose a method for training language models in an interactive setting inspired by child language acquisition. In our setting, a speaker attempts to communicate some information to a listener in a single-turn dialogue and receives a…

Computation and Language · Computer Science 2025-05-12 Lennart Stöpler , Rufat Asadli , Mitja Nikolaus , Ryan Cotterell , Alex Warstadt

Utilities and transmission system operators (TSO) around the world implement demand response programs for reducing electricity consumption by sending information on the state of balance between supply demand to end-use consumers. We…

Systems and Control · Electrical Eng. & Systems 2023-07-17 Rene Aid , Anupama Kowli , Ankur A. Kulkarni

We prove the existence of an equilibrium in a model with transaction costs and price impact where two agents are incentivized to trade towards a target. The two types of frictions -- price impact and transaction costs -- lead the agents to…

Mathematical Finance · Quantitative Finance 2020-02-20 Eunjung Noh , Kim Weston

Large language models (LLMs) have demonstrated impressive capabilities as autonomous agents with rapidly expanding applications in various domains. As these agents increasingly engage in socioeconomic interactions, identifying their…

Computer Science and Game Theory · Computer Science 2025-07-03 Kushal Agrawal , Verona Teo , Juan J. Vazquez , Sudarsh Kunnavakkam , Vishak Srikanth , Andy Liu

We discuss how minimal financial market models can be constructed by bridging the gap between two existing, but incomplete, market models: a model in which a population of virtual traders make decisions based on common global information…

Trading and Market Microstructure · Quantitative Finance 2008-12-16 Andy Kirou , Blazej Ruszczycki , Markus Walser , Neil F. Johnson

We study an overlapping-generations model of community enforcement where each agent interacts once as young and once as old across two groups. After each match a minimal, directed record assigns a public "stigma" only when a player defects…

Theoretical Economics · Economics 2025-11-12 David Li , Georgy Lukyanov

Modern data marketplaces and data sharing consortia increasingly rely on incentive mechanisms to encourage agents to contribute data. However, schemes that reward agents based on the quantity of submitted data are vulnerable to…

Machine Learning · Computer Science 2026-02-17 Alex Clinton , Thomas Zeng , Yiding Chen , Xiaojin Zhu , Kirthevasan Kandasamy
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