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Distributed online optimization and game have been increasingly researched in the last decade, mostly motivated by its wide applications in sensor networks, robotics (e.g., distributed target tracking and formation control), smart grids,…

Machine Learning · Computer Science 2023-01-24 Xiuxian Li , Lihua Xie , Na Li

Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose…

General Finance · Quantitative Finance 2015-05-27 Agata Fronczak , Piotr Fronczak

Underlying relationships among Multi-Agent Systems (MAS) in hazardous scenarios can be represented as Game-theoretic models. This paper proposes a new hierarchical network-based model called Game-theoretic Utility Tree (GUT), which…

Multiagent Systems · Computer Science 2023-03-30 Qin Yang , Ramviyas Parasuraman

This paper examines a trade execution game for two large traders in a generalized price impact model. We incorporate a stochastic and sequentially dependent factor that exogenously affects the market price into financial markets. Our model…

Trading and Market Microstructure · Quantitative Finance 2024-05-14 Masamitsu Ohnishi , Makoto Shimoshimizu

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

This paper studies an integrated system of political and economic systems from a systematic perspective to explore the complex interaction between them, and specially analyzes the case of the US presidential election forecasting. Based on…

Physics and Society · Physics 2020-04-30 Lingbo Li , Ying Fan , An Zeng , Zengru Di

Influence maximization is the problem of finding a set of influential users in a social network such that the expected spread of influence under a certain propagation model is maximized. Much of the previous work has neglected the important…

Social and Information Networks · Computer Science 2016-11-18 Wei Lu , Laks V. S. Lakshmanan

In this paper we develop a methodology to analyze and compare multiple global networks. We focus our analysis on the relation between human migration and trade. First, we identify the subset of products for which the presence of a community…

Physics and Society · Physics 2015-02-24 Paolo Sgrignoli , Rodolfo Metulini , Stefano Schiavo , Massimo Riccaboni

How do inter-organizational networks emerge? Accounting for interdependence among ties while studying tie formation is one of the key challenges in this area of research. We address this challenge using an equilibrium framework where firms'…

Econometrics · Economics 2021-05-04 Shweta Gaonkar , Angelo Mele

This paper studies the optimal extraction policy of an oil field as well as the efficient taxation of the revenues generated. Taking into account the fact that the oil price in worldwide commodity markets fluctuates randomly following…

Optimization and Control · Mathematics 2017-04-18 Moustapha Pemy

The increasing integration of world economies, which organize in complex multilayer networks of interactions, is one of the critical factors for the global propagation of economic crises. We adopt the network science approach to quantify…

Physics and Society · Physics 2019-01-09 Michele Starnini , Marián Boguñá , M. Ángeles Serrano

The industrial Internet of Things (IIoT) and network slicing (NS) paradigms have been envisioned as key enablers for flexible and intelligent manufacturing in the industry 4.0, where a myriad of interconnected machines, sensors, and devices…

Computer Science and Game Theory · Computer Science 2023-08-29 Gordon Owusu Boateng , Guisong Liu

Systems of cities at the macroscopic scale have their trajectories conditioned by the evolution of infrastructure networks. This leads to complex planning and management situations in the particular case of international transportation…

Physics and Society · Physics 2021-09-01 Juste Raimbault

We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a suitable design of parameterized families of reward functions…

Multiagent Systems · Computer Science 2023-08-02 Nelson Vadori , Leo Ardon , Sumitra Ganesh , Thomas Spooner , Selim Amrouni , Jared Vann , Mengda Xu , Zeyu Zheng , Tucker Balch , Manuela Veloso

Many real-world multi-agent interactions consider multiple distinct criteria, i.e. the payoffs are multi-objective in nature. However, the same multi-objective payoff vector may lead to different utilities for each participant. Therefore,…

Multiagent Systems · Computer Science 2020-11-17 Roxana Rădulescu , Timothy Verstraeten , Yijie Zhang , Patrick Mannion , Diederik M. Roijers , Ann Nowé

Federated learning is a setting where agents, each with access to their own data source, combine models from local data to create a global model. If agents are drawing their data from different distributions, though, federated learning…

Computer Science and Game Theory · Computer Science 2020-12-18 Kate Donahue , Jon Kleinberg

Peer-to-peer (P2P) energy trading has emerged as a next-generation energy management mechanism for the smart grid that enables each prosumer of the network to participate in energy trading with one another and the grid. This poses a…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Wayes Tushar , Chau Yuen , Hamed Mohsenian-Rad , Tapan Saha , H. Vincent Poor , Kristin L Wood

The development of next-generation networks is revolutionizing network operators' management and orchestration practices worldwide. The critical services supported by these networks require increasingly stringent performance requirements,…

Networking and Internet Architecture · Computer Science 2024-05-24 Dimitrios Michael Manias , Joe Naoum-Sawaya , Abbas Javadtalab , Abdallah Shami

Oil companies are among the largest companies in the world whose economic indicators in the global stock market have a great impact on the world economy\cite{ec00} and market due to their relation to gold\cite{ec01}, crude oil\cite{ec02},…

Statistical Finance · Quantitative Finance 2023-12-21 Javad T. Firouzjaee , Pouriya Khaliliyan

Opponent modeling is necessary in multi-agent settings where secondary agents with competing goals also adapt their strategies, yet it remains challenging because strategies interact with each other and change. Most previous work focuses on…

Machine Learning · Computer Science 2016-09-20 He He , Jordan Boyd-Graber , Kevin Kwok , Hal Daumé