Related papers: On the Connection between Temperature and Volatili…
An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…
The specific heat and susceptibilities for the two- and one-dimensional spin--orbital models are calculated in the framework of a spherically symmetric self-consistent approach at different temperatures and relations between the parameters…
We study and compare equilibrium and aging dynamics on both sides of the ideal glass transition temperature $T_{MCT}$. In the context of a mean field model, we observe that all dynamical behaviors are determined by the energy distance…
An agent-based model with interacting low frequency liquidity takers inter-mediated by high-frequency liquidity providers acting collectively as market makers can be used to provide realistic simulated price impact curves. This is possible…
We use the full-density matrix (FDM) numerical renormalization group (NRG) method to calculate the equilibrium dynamical correlation function $C(\omega)$ of the spin operator $\sigma_z$ at finite temperature for the sub-Ohmic spin-boson…
The aging in a Heisenberg-like spin glass Ag(11 at% Mn) is investigated by measurements of the zero field cooled magnetic relaxation at a constant temperature after small temperature shifts $|\Delta T/T_g| < 0.012$. A crossover from fully…
We investigate an agent-based model of opinion dynamics with two types of social response: conformity and independence. Conformity is introduced to the model analogously as in the Sznajd model or $q$-voter model, which means that only…
A system of $N$ interacting objects with internal degrees of freedom is considered. Derivation of system of equations for the description of two interacting objects with spin is given. Relations between the parameters describing subsystems…
A generalization of the Sherrington-Kirkpatrick (SK) model for spin glasses is considered, in which the interaction matrix is endowed with a variance profile that has no particular structure an may be sparse. In the first part of this…
We consider C*-algebras of finite higher-rank graphs along with their rotational action. We show how the entropy theory of product systems with finite frames applies to identify the phase transitions of the dynamics. We compute the positive…
Interacting one-dimensional electron systems are generally referred to as "Luttinger liquids", after the effective low-energy theory in which spin and charge behave as separate degrees of freedom with independent energy scales. The…
The new method is considered for identifying the perfect (optimal) scenario of climate engineering operations based on the optimal control theory. The application of this approach is demonstrated using zero-dimensional energy-balance…
We show that for any liquid or solid with strong correlation between its $NVT$ virial and potential-energy equilibrium fluctuations, the temperature is a product of a function of excess entropy per particle and a function of density,…
We discuss the general link between mode-coupling like equations (which serve as the basis of some recent theories of supercooled liquids) and the dynamical equations governing mean-field spin-glass models, or the dynamics of a particle in…
System dynamics and agent based simulation models can both be used to model and understand interactions of entities within a population. Our modeling work presented here is concerned with understanding the suitability of the different types…
This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…
We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly, the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space". On the other hand, we…
Temperature chaos is an extreme sensitivity of the equilibrium state to a change of temperature. It arises in several disordered systems that are described by the so called scaling theory of spin glasses, while it seems to be absent in mean…
Systems of particles interacting via inverse-power law potentials have an invariance with respect to changes in length and temperature, implying a correspondence in the dynamics and thermodynamics between different `isomorphic' sets of…
We reformulate the Cont-Bouchaud model of financial markets in terms of classical "super-spins" where the spin value is a measure of the number of individual traders represented by a portfolio manager of an investment agency. We then extend…