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We develop a mean-field theory of the growth, exchange and distribution (GED) model introduced by Kang et al. (preceding paper) that accurately describes the phase transition in the limit that the number of agents $N$ approaches infinity.…

Statistical Mechanics · Physics 2021-08-04 W. Klein , N. Lubbers , Kang K. L. Liu , T. Khouw , Harvey Gould

We study a monetary version of the Keen model by merging two alternative extensions, namely the addition of a dynamic price level and the introduction of speculation. We recall and study old and new equilibria, together with their local…

General Finance · Quantitative Finance 2014-12-24 Matheus Grasselli , Adrien Nguyen Huu

Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the interest in the subject greatly, yet it…

General Finance · Quantitative Finance 2017-09-22 F. Clementi , M. Gallegati

In strategic scenarios where decision-makers operate at different hierarchical levels, traditional optimization methods are often inadequate for handling uncertainties from incomplete information or unpredictable external factors. To fill…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Jiachen Shen , Jian Shi , Lei Fan , Chenye Wu , Dan Wang , Choong Seon Hong , Zhu Han

A known failing of many popular random graph models is that the Aldous-Hoover Theorem guarantees these graphs are dense with probability one; that is, the number of edges grows quadratically with the number of nodes. This behavior is…

Statistics Theory · Mathematics 2016-03-23 Tamara Broderick , Diana Cai

In this invited book chapter, we draw the reader to a brief review of the different Kinetic Exchange Models (KEMs) that have gradually developed for markets and how they can be employed to quantitatively study inequalities (the Gini Index…

Physics and Society · Physics 2023-10-31 Sanjukta Paul , Bikas K. Chakrabarti

We solve a generalized Kyle model type problem using Monge-Kantorovich duality and backward stochastic partial differential equations. First, we show that the the generalized Kyle model with dynamic information can be recast into a terminal…

Probability · Mathematics 2022-11-01 Reda Chhaibi , Ibrahim Ekren , Eunjung Noh , Lu Vy

Recent work on graph generative models has made remarkable progress towards generating increasingly realistic graphs, as measured by global graph features such as degree distribution, density, and clustering coefficients. Deep generative…

Machine Learning · Computer Science 2021-06-30 Kiarash Zahirnia , Ankita Sakhuja , Oliver Schulte , Parmis Nadaf , Ke Li , Xia Hu

Quantum Bridge Analytics relates to methods and systems for hybrid classical-quantum computing, and is devoted to developing tools for bridging classical and quantum computing to gain the benefits of their alliance in the present and enable…

Discrete Mathematics · Computer Science 2020-02-11 Fred Glover , Gary Kochenberger , Moses Ma , Yu Du

We consider goods that can be shared with k-hop neighbors (i.e., the set of nodes within k hops from an owner) on a social network. We examine incentives to buy such a good by devising game-theoretic models where each node decides whether…

Artificial Intelligence · Computer Science 2017-05-23 Kijung Shin , Euiwoong Lee , Dhivya Eswaran , Ariel D. Procaccia

Interactions involving multiple objects simultaneously are ubiquitous across many domains. The systems these interactions inhabit can be modelled using hypergraphs, a generalization of traditional graphs in which each edge can connect any…

Social and Information Networks · Computer Science 2021-12-08 Cazamere Comrie , Jon Kleinberg

Arrow diagram (AD) method (L. Kantorovich and B. Zapol, J. Chem. Phys. \textbf{96}, 8420 (1992); \emph{ibid}, 8427) provides a convenient means of systematic calculation of arbitrary matrix elements, $<\Psi|\hat{O}|\Psi>$, of symmetrical…

Chemical Physics · Physics 2007-05-23 Yu Wang , Lev Kantorovich

This paper analyzes the problem of assigning weights to edges incrementally in a dynamic complete bipartite graph consisting of producer and consumer nodes. The objective is to minimize the overall cost while satisfying certain constraints.…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-05-03 Ankur Sahai

In the first part of this paper (Sections 1-4), we study a standard exchange economy model with Cobb-Douglas type consumers and give a necessary and sufficient condition for the existence of an odd period cycle in the Walras-Samuelson…

General Economics · Economics 2024-04-16 Tomohiro Uchiyama

The design of good heuristics or approximation algorithms for NP-hard combinatorial optimization problems often requires significant specialized knowledge and trial-and-error. Can we automate this challenging, tedious process, and learn the…

Machine Learning · Computer Science 2018-02-23 Hanjun Dai , Elias B. Khalil , Yuyu Zhang , Bistra Dilkina , Le Song

This paper is concerned with a model in econophysics, the subfield of statistical physics that applies concepts from traditional physics to economics. In our model, economical agents are represented by the vertices of a connected graph and…

Probability · Mathematics 2017-04-25 Nicolas Lanchier , Stephanie Reed

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

General Finance · Quantitative Finance 2018-03-14 Carlo Brugna , Giuseppe Toscani

Knowledge-graph-based reasoning has drawn a lot of attention due to its interpretability. However, previous methods suffer from the incompleteness of the knowledge graph, namely the interested link or entity that can be missing in the…

Computation and Language · Computer Science 2019-12-06 Yunan Zhang , Xiang Cheng , Heting Gao , Chengxiang Zhai

This paper addresses the online $k$-selection problem with diseconomies of scale (OSDoS), where a seller seeks to maximize social welfare by optimally pricing items for sequentially arriving buyers, accounting for increasing marginal…

Computer Science and Game Theory · Computer Science 2025-02-05 Hossein Nekouyan Jazi , Bo Sun , Raouf Boutaba , Xiaoqi Tan

We consider a nonlinear extension of the generalized network flow model, with the flow leaving an arc being an increasing concave function of the flow entering it, as proposed by Truemper and Shigeno. We give a polynomial time combinatorial…

Data Structures and Algorithms · Computer Science 2012-04-06 Laszlo A. Vegh