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A version of the Schelling model on $\mathbb{Z}$ is defined, where two types of agents are allocated on the sites. An agent prefers to be surrounded by other agents of its own type, and may choose to move if this is not the case. It then…

Probability · Mathematics 2019-06-21 Maria Deijfen , Timo Hirscher

We present an overview of some representative Agent-Based Models in Economics. We discuss why and how agent-based models represent an important step in order to explain the dynamics and the statistical properties of financial markets beyond…

Trading and Market Microstructure · Quantitative Finance 2011-01-11 M. Cristelli , L. Pietronero , A. Zaccaria

In any ecosystem, the conditions of the environment and the characteristics of the species that inhabit it are entangled, co-evolving in space and time. We introduce a model that couples active agents with a dynamic environment, interpreted…

Populations and Evolution · Quantitative Biology 2025-12-10 G. Briozzo , G. J. Sibona , F. Peruani

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

We present our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

Multiagent Systems · Computer Science 2007-05-23 Jose M. Vidal , Edmund H. Durfee

An agent-based model for financial markets has to incorporate two aspects: decision making and price formation. We introduce a simple decision model and consider its implications in two different pricing schemes. First, we study its…

Trading and Market Microstructure · Quantitative Finance 2015-06-19 Daniel C. Wagner , Thilo A. Schmitt , Rudi Schäfer , Thomas Guhr , Dietrich E. Wolf

We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Els Heinsalu , Guido Germano

We study consumption behaviour in systems with heterogeneous interacting agents. Two different models are introduced, respectively with long and short range interactions among agents. At any time step an agent decides whether or not to…

Statistical Mechanics · Physics 2008-12-02 Giulia Iori , Vassilis Koulovassilopoulos

We have used agent-based modeling as our numerical method to artificially simulate a dynamic real economy where agents are rational maximizers of an objective function of Cobb-Douglas type. The economy is characterised by heterogeneous…

Theoretical Economics · Economics 2024-01-17 Subhamon Supantha , Naresh Kumar Sharma

Schelling's segregation model is a landmark model in sociology. It shows the counter-intuitive phenomenon that residential segregation between individuals of different groups can emerge even when all involved individuals are tolerant.…

Computer Science and Game Theory · Computer Science 2018-10-22 Ankit Chauhan , Pascal Lenzner , Louise Molitor

We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…

Physics and Society · Physics 2015-06-22 Sanchari Goswami , Parongama Sen

The steady-state and nonequilibrium properties of the model of environmental-economic interactions are studied. The interacting heterogeneous agents are simulated on the platform of the emission dynamics of cellular automaton. The model…

Physics and Society · Physics 2009-11-13 Z. Kuscsik , D. Horvath , M. Gmitra

This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is…

General Finance · Quantitative Finance 2013-11-05 Ted Theodosopoulos

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

Computer Science and Game Theory · Computer Science 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier

We develop a model of the behaviour of a dynamically optimizing economic agent who makes consumption-saving and spatial relocation decisions. We formulate an existence result for the model, derive the necessary conditions for optimality and…

Optimization and Control · Mathematics 2007-05-23 Iordan Iordanov , Andrey Vassilev

In this work we review some recent development in the mathematical modelling of quantitative sociology by means of statistical mechanics. After a short pedagogical introduction to static and dynamic properties of many body systems, we…

Physics and Society · Physics 2009-10-15 Elena Agliari , Adriano Barra , Raffaella Burioni , Pierluigi Contucci

We study the behaviour of a Schelling-class system in which a fraction $f$ of spatially-fixed switching agents is introduced. This new model allows for multiple interpretations, including: (i) random, non-preferential allocation…

Statistical Mechanics · Physics 2014-04-02 Aurélien Hazan , Julien Randon-Furling

Land use choices and activity prevalence in a selected territory are determined by individual preferences constrained by the characteristic of the analysed zone: population density, soil properties, urbanization level and other similar…

Physics and Society · Physics 2009-12-16 S. Ternes , F. Gargiulo , S. Huet , G. Deffuant

In this paper we analyze urban spatial segregation phenomenon in terms of the income distribution over a population, and inflationary parameter weighting the evolution of housing prices. For this, we develop a discrete, spatially extended…

Adaptation and Self-Organizing Systems · Physics 2007-08-29 Antonio Aguilera , Edgardo Ugalde

With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…

Theoretical Economics · Economics 2026-03-03 Huan Cai , Ziqing Lu , Catherine Xu , Weiyu Xu , Jie Zheng
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