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Human social interactions tend to vary in intensity over time, whether they are in person or online. Variable rates of interaction in structured populations can be described by networks with the time-varying activity of links and nodes. One…

Physics and Society · Physics 2023-04-17 Anzhi Sheng , Qi Su , Aming Li , Long Wang , Joshua B. Plotkin

Although ubiquitous, interactions of groups of individuals (e.g., modern messaging applications, group meetings, or even a parliament discussion) are not yet thoroughly studied. Frequently, single-groups are modeled as critical-mass…

Physics and Society · Physics 2023-06-19 Guilherme Ferraz de Arruda , Giovanni Petri , Pablo Martín Rodriguez , Yamir Moreno

Non-equilibrium critical phenomena generally exist in many dynamic systems, like chemical reactions and some driven-dissipative {reactive} particle systems. Here, by using computer simulation and theoretical analysis, we demonstrate the…

Soft Condensed Matter · Physics 2021-05-26 Qun-Li Lei , Hao Hu , Ran Ni

The Ising model, originally developed for understanding magnetic phase transitions, has become a cornerstone in the study of collective phenomena across diverse disciplines. In this review, we explore how Ising and Ising-like models have…

Physics and Society · Physics 2025-07-01 Pratik Mullick , Parongama Sen

The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase…

General Finance · Quantitative Finance 2014-12-30 Stanislao Gualdi , Marco Tarzia , Francesco Zamponi , Jean-Philippe Bouchaud

The dynamics of competing opinions in social network play an important role in society, with many applications in diverse social contexts as consensus, elections, morality and so on. Here we study a model of interacting agents connected in…

Physics and Society · Physics 2022-09-29 Antonio Mihara , Anderson A. Ferreira , André C. R. Martins , Fernando F. Ferreira

One distinctive and pervasive aspect of social systems is the fact that they comprise several kinds of agents. Thus, in order to draw parallels with physical systems one is lead to consider binary (or multi-component) compounds. Recent…

Statistical Mechanics · Physics 2009-11-10 Bertrand M. Roehner

Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

We propose a simple model for a binary decision making process on a graph, motivated by modeling social decision making with cooperative individuals. The model is similar to a random field Ising model or fiber bundle model, but with key…

Physics and Society · Physics 2017-01-20 Andrew Lucas , Ching Hua Lee

To investigate novel aspects of pattern formation in spin systems, we use a mapping between reactive concentrations in a reaction-diffusion system and spin orientations in a dynamic multiple-spin Ising model. While pattern formation in…

Adaptation and Self-Organizing Systems · Physics 2019-10-15 Mélody Merle , Laura Messio , Julien Mozziconacci

Intrinsic stochasticity can induce highly non-trivial effects on dynamical systems, including stochastic and coherence resonance, noise induced bistability, noise-induced oscillations, to name but a few. In this paper we revisit a mechanism…

Disordered Systems and Neural Networks · Physics 2018-07-17 Serena di Santo , Pablo Villegas , Raffaella Burioni , Miguel A. Muñoz

The analysis of financial markets using models inspired by statistical physics offers a fruitful approach to understand collective and extreme phenomena [3, 14, 15] In this paper, we present a study based on a 2D Ising network model where…

Statistical Finance · Quantitative Finance 2025-12-23 Hernán Ezequiel Benítez , Claudio Oscar Dorso

We write exact renormalization-group recursion relations for nearest-neighbor ferromagnetic Ising models on Migdal-Kadanoff hierarchical lattices with a distribution of aperiodic exchange interactions according to a class of substitutional…

Statistical Mechanics · Physics 2015-06-25 S. T. R. Pinho , T. A. S. Haddad , S. R. Salinas

The study of connectivity and coordination has drawn increasing attention in recent decades due to their central role in driving markets, shaping societal dynamics, and influencing biological systems. Traditionally, observable connections,…

Social and Information Networks · Computer Science 2025-04-04 Shahar Somin , Tom Cohen , Jeremy Kepner , Alex Pentland

Non-Poissonian bursty processes are ubiquitous in natural and social phenomena, yet little is known about their effects on the large-scale spreading dynamics. In order to characterize these effects we devise an analytically solvable model…

Physics and Society · Physics 2014-03-19 Hang-Hyun Jo , Juan I. Perotti , Kimmo Kaski , János Kertész

We study in detail the active Ising model, a stochastic lattice gas where collective motion emerges from the spontaneous breaking of a discrete symmetry. On a 2d lattice, active particles undergo a diffusion biased in one of two possible…

Statistical Mechanics · Physics 2015-10-12 A. P. Solon , J. Tailleur

Keeping a basic tenet of economic theory, rational expectations, we model the nonlinear positive feedback between agents in the stock market as an interplay between nonlinearity and multiplicative noise. The derived hyperbolic stochastic…

Statistical Mechanics · Physics 2009-11-07 D. Sornette , J. V. Andersen

Using empirical data from a social media site (Twitter) and on trading volumes of financial securities, we analyze the correlated human activity in massive social organizations. The activity, typically excited by real-world events and…

Physics and Society · Physics 2013-10-29 Joachim Mathiesen , Luiza Angheluta , Peter T. H. Ahlgren , Mogens H. Jensen

We develop original models to study interacting agents in financial markets and in social networks. Within these models randomness is vital as a form of shock or news that decays with time. Agents learn from their observations and learning…

Mathematical Finance · Quantitative Finance 2023-07-14 Ionel Popescu , Tushar Vaidya

Social movements, neurons in the brain or even industrial suppliers are best described by agents evolving on networks with basic interaction rules. In these real systems, the connectivity between agents corresponds to the a critical state…

Physics and Society · Physics 2007-05-23 Philippe Curty
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