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In economic and financial networks, the strength of each node has always an important economic meaning, such as the size of supply and demand, import and export, or financial exposure. Constructing null models of networks matching the…

General Finance · Quantitative Finance 2014-12-09 Rossana Mastrandrea , Tiziano Squartini , Giorgio Fagiolo , Diego Garlaschelli

There are clear benefits associated with a particular consumer choice for many current markets. For example, as we consider here, some products might carry environmental or `green' benefits. Some consumers might value these benefits while…

General Finance · Quantitative Finance 2008-12-02 Gérard Weisbuch , Vincent Buskens , Luat Vuong

We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome. We quantify this risk using the concept of risk measures from finance, and introduce a class of…

Computer Science and Game Theory · Computer Science 2014-10-13 Rafael M. Frongillo , Mark D. Reid

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

We consider a simple model of rational agents competing in a single product market described by simple linear demand curve. Contrary to accepted economic theory, the agents' production levels synchronise in the absence of conscious…

Adaptation and Self-Organizing Systems · Physics 2008-12-02 Russell K. Standish , Steve Keen

In a globalised world, inflation in a given country may be becoming less responsive to domestic economic activity, while being increasingly determined by international conditions. Consequently, understanding the international sources of…

Econometrics · Economics 2024-10-30 Ignacio Garrón , C. Vladimir Rodríguez-Caballero , Esther Ruiz

After the fall of the Berlin Wall, Central and Eastern Europe were subject to strong polarisation processes. This article proposes examines two neglected aspects regarding the transition period: a comparative static assessment of foreign…

General Economics · Economics 2019-11-01 Natalia Zdanowska

We examine the dynamics of the bid and ask queues of a limit order book and their relationship with the intensity of trade arrivals. In particular, we study the probability of price movements and trade arrivals as a function of the quote…

Trading and Market Microstructure · Quantitative Finance 2013-12-03 Alexander Lipton , Umberto Pesavento , Michael G Sotiropoulos

Trait variation and similarity among coexisting species can provide a window into the mechanisms that maintain their coexistence. Recent theoretical explorations suggest that competitive interactions will lead to groups, or clusters, of…

Populations and Evolution · Quantitative Biology 2018-03-01 Rafael D'Andrea , Annette Ostling , James P O'Dwyer

One major hurdle in the road toward a low carbon economy is the present entanglement of developed economies with oil. This tight relationship is mirrored in the correlation between most of economic indicators with oil price. This paper…

Physics and Society · Physics 2015-09-29 Franco Ruzzenenti , Francesco Picciolo , Andreas Papandreou

Classic market design theory is rooted in static models where all participants trade simultaneously. In contrast, modern platform-mediated digital markets are fundamentally dynamic, defined by the asynchronous and stochastic arrival of…

Theoretical Economics · Economics 2026-01-05 Yeon-Koo Che

The availability of multidimensional economic datasets has grown significantly in recent years. An example is bilateral trade values across goods among countries, comprising three dimensions -- importing countries, exporting countries, and…

Econometrics · Economics 2025-11-24 Yaling Qi

Climate change and environmental concerns represent a global crisis accompanied by significant economic challenges. Regular international conferences held to address these issues, such as in the UK (2021) and Egypt (2022), spark debate…

General Economics · Economics 2024-04-12 Reza Hafezi , David A. Wood , Firouzeh Rosa Taghikhah

Cooperation and competition are fundamental forces shaping both natural and human systems, yet their interplay remains poorly understood. The Prisoner's Dilemma Game (PDG) has long served as a foundational framework in Game Theory for…

Physics and Society · Physics 2025-08-01 Alfonso de Miguel-Arribas , Chengbin Sun , Carlos Gracia-Lázaro , Yamir Moreno

Competition is ubiquitous in many complex biological, social, and technological systems, playing an integral role in the evolutionary dynamics of the systems. It is often useful to determine the dominance hierarchy or the rankings of the…

Physics and Society · Physics 2019-01-09 Seungkyu Shin , Sebastian E. Ahnert , Juyong Park

It is said that Data and Information are the new oil. One, who handles the data, handles the emerging future of the global economy. Complex algorithms and intelligence-based filter programs are utilized to manage, store, handle and maneuver…

Computers and Society · Computer Science 2021-04-02 Kwadwo Osei Bonsu , Jie Song

In today's dynamic and interconnected world, resource constraints pose significant challenges across various domains, ranging from networks, logistics and manufacturing to project management and optimization, etc. Resource-constrained…

Computer Science and Game Theory · Computer Science 2023-11-09 Shiksha Singhal

We propose a unified modelling framework that theoretically justifies the main empirical regularities characterizing the international trade network. Each country is associated to a Polya urn whose composition controls the propensity of the…

Physics and Society · Physics 2016-01-14 Stefano Peluso , Antonietta Mira , Pietro Muliere , Alessandro Lomi

Trade is a fundamental pillar of economy and a form of social organization. Its empirical characterization at the worldwide scale is represented by the World Trade Web (WTW), the network built upon the trade relationships between the…

General Finance · Quantitative Finance 2015-11-09 Pau Erola , Albert Diaz-Guilera , Sergio Gomez , Alex Arenas
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