English
Related papers

Related papers: Non-Normal Interactions Create Socio-Economic Bubb…

200 papers

In the study of social networks, a fundamental problem is that of influence maximization (IM): How can we maximize the collective opinion of individuals in a network given constrained marketing resources? Traditionally, the IM problem has…

Disordered Systems and Neural Networks · Physics 2016-09-30 Christopher Lynn , Daniel D. Lee

Many real systems comprised of a large number of interacting components, as for instance neural networks , may exhibit collective periodic behavior even though single components have no natural tendency to behave periodically. Macroscopic…

Statistical Mechanics · Physics 2016-11-02 Francesca Collet , Marco Formentin , Daniele Tovazzi

We introduce an agent-based acquaintance model in which social links are created by processes in which there is no explicit homophily. In spite of the homogeneous nature of the social interactions, highly-clustered social networks can…

Physics and Society · Physics 2014-11-26 Uttam Bhat , P. L. Krapivsky , S. Redner

The price-bubble and crash process formation is theoretically investigated in a two-asset equilibrium model. Sufficient and necessary conditions are derived for the existence of average equilibrium price dynamics of different agent-based…

Trading and Market Microstructure · Quantitative Finance 2024-09-06 Francesco Cordoni

Uncovering and understanding universal dynamics in matter far from equilibrium remains a key challenge. In this work, we identify a so far unrecognized form of universal behavior that emerges after a sudden symmetry-breaking quench at…

Quantum Physics · Physics 2026-05-11 Tobias Wiener , Laurin Brunner , Markus Heyl

Critical behavior at an order/disorder phase transition has been a central object of interest in statistical physics. In the past century, techniques borrowed from many different fields of mathematics (Algebra, Combinatorics, Probability,…

Mathematical Physics · Physics 2017-07-18 Hugo Duminil-Copin

We introduce varying spin strengths to the Ising model, a central pillar of statistical physics. With inhomogeneous physical systems in mind, but also anticipating interdisciplinary applications, we present the model on network structures…

Statistical Mechanics · Physics 2020-10-27 Mariana Krasnytska , Bertrand Berche , Yurij Holovatch , Ralph Kenna

Social interaction increases significantly the performance of a wide range of cooperative systems. However, evidence that natural swarms limit the number of social connections suggests potentially detrimental consequences of excessive…

Adaptation and Self-Organizing Systems · Physics 2016-09-09 David Mateo , Yoke Kong Kuan , Roland Bouffanais

Assessing the stability of economic systems is a fundamental research focus in economics, that has become increasingly interdisciplinary in the currently troubled economic situation. In particular, much attention has been devoted to the…

Risk Management · Quantitative Finance 2017-02-24 Matteo Serri , Guido Caldarelli , Giulio Cimini

Dynamical reaction-diffusion processes and meta-population models are standard modeling approaches for a wide variety of phenomena in which local quantities - such as density, potential and particles - diffuse and interact according to the…

Statistical Mechanics · Physics 2007-05-23 V. Colizza , R. Pastor-Satorras , A. Vespignani

The Ising model on networks plays a fundamental role as a testing ground for understanding cooperative phenomena in complex systems. Here we solve the synchronous dynamics of the Ising model on random graphs with an arbitrary degree…

Statistical Mechanics · Physics 2023-03-21 Leonardo S. Ferreira , Fernando L. Metz

Modeling human dynamics responsible for the formation and evolution of the so-called social networks - structures comprised of individuals or organizations and indicating connectivities existing in a community - is a topic recently…

Computers and Society · Computer Science 2007-05-23 Victor V. Kryssanov , Frank J. Rinaldo , Evgeny L. Kuleshov , Hitoshi Ogawa

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

An anomalous mean-field solution is known to capture the non trivial phase diagram of the Ising model in annealed complex networks. Nevertheless the critical fluctuations in random complex networks remain mean-field. Here we show that a…

Statistical Mechanics · Physics 2015-05-14 Serena Bradde , Fabio Caccioli , Luca Dall'Asta , Ginestra Bianconi

The brain is in a state of perpetual reverberant neural activity, even in the absence of specific tasks or stimuli. Shedding light on the origin and functional significance of such a dynamical state is essential to understanding how the…

Statistical Mechanics · Physics 2022-07-08 Guillermo B. Morales , Serena Di Santo , Miguel A. Munoz

A kinetic inhomogeneous Boltzmann-type equation is proposed to model the dynamics of the number of agents in a large market depending on the estimated value of an asset and the rationality of the agents. The interaction rules take into…

Analysis of PDEs · Mathematics 2017-02-07 Bertram Düring , Ansgar Jüngel , Lara Trussardi

Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…

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

Cortical networks, in-vitro as well as in-vivo, can spontaneously generate a variety of collective dynamical events such as network spikes, UP and DOWN states, global oscillations, and avalanches. Though each of them have been variously…

Neurons and Cognition · Quantitative Biology 2015-11-30 Guido Gigante , Gustavo Deco , Shimon Marom , Paolo Del Giudice

We study a class of 2D non-equilibrium Ising models based on competing dynamics induced by contact with heat-baths at two different temperatures. We make a comparative study of the non-equilibrium versions of Metropolis, heat bath/Glauber…

Condensed Matter · Physics 2009-10-22 P. Tamayo , F. J. Alexander , R. Gupta

Face-to-face interaction networks describe social interactions in human gatherings, and are the substrate for processes such as epidemic spreading and gossip propagation. The bursty nature of human behavior characterizes many aspects of…

Physics and Society · Physics 2013-04-24 Michele Starnini , Andrea Baronchelli , Romualdo Pastor-Satorras