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We introduce a stochastic agent-based model for the flocking dynamics of self-propelled particles that exhibit velocity-alignment interactions with neighbours within their field of view. The stochasticity in the dynamics of the model arises…

Statistical Mechanics · Physics 2019-07-24 Trilochan Bagarti , Shakti N. Menon

We investigate the dependence of steady-state properties of Schelling's segregation model on the agents' activation order. Our basic formalism is the Pollicott-Weiss version of Schelling's segregation model. Our main result modifies this…

Computer Science and Game Theory · Computer Science 2018-07-17 Gabriel Istrate

This paper proposes a spatial model with a realistic geography where a continuous distribution of agents (e.g., farmers) engages in economic interactions with one location from a finite set (e.g., cities). The spatial structure of the…

Theoretical Economics · Economics 2023-06-02 Gianandrea Lanzara , Matteo Santacesaria

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

The existence of a (partial) market equilibrium price is proved in a complete, continuous time finite-agent market setting. The economic agents act as price takers in a fully competitive setting and maximize exponential utility from…

Mathematical Finance · Quantitative Finance 2022-12-01 Alessandro Prosperi

We investigate a social system of agents faced with a binary choice. We assume there is a correct, or beneficial, outcome of this choice. Furthermore, we assume agents are influenced by others in making their decision, and that the agents…

Populations and Evolution · Quantitative Biology 2007-12-06 Andreas Gronlund , Petter Holme , Petter Minnhagen

The Schelling model is a simple agent based model that demonstrates how individuals' relocation decisions generate residential segregation in cities. Agents belong to one of two groups and occupy cells of rectangular space. Agents react to…

Physics and Society · Physics 2014-06-25 Erez Hatna , Itzhak Benenson

We present a new type of spin market model, populated by hierarchical agents, represented as configurations of sites and arcs in an evolving network. We describe two analytic techniques for investigating the asymptotic behavior of this…

Probability · Mathematics 2015-03-12 Ted Theodosopoulos

The Schelling model has become a paradigm in social sciences to explain the emerge of residential spatial segregation even in the presence of high tolerance to mixed neighborhoods by the side of citizens. In particular, we consider a noisy…

Physics and Society · Physics 2022-11-28 David Abella , Maxi San Miguel , José J. Ramasco

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional location based economic activity. This model…

Computer Science and Game Theory · Computer Science 2016-02-23 Pu Yang , Krishnamurthy Iyer , Peter Frazier

In most major cities and urban areas, residents form homogeneous neighborhoods along ethnic or socioeconomic lines. This phenomenon is widely known as residential segregation and has been studied extensively. Fifty years ago, Schelling…

Computer Science and Game Theory · Computer Science 2023-05-12 Davide Bilò , Vittorio Bilò , Michelle Döring , Pascal Lenzner , Louise Molitor , Jonas Schmidt

We propose a stochastic dynamic model of migration and economic aggregation in a system of employed (immobile) and unemployed (mobile) agents which respond to local wage gradients. Dependent on the local economic situation, described by a…

adap-org · Physics 2007-05-23 Frank Schweitzer

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

Spatial self-organization emerges in distributed systems exhibiting local interactions when nonlinearities and the appropriate propagation of signals are at work. These kinds of phenomena can be modeled with different frameworks, typically…

Cell Behavior · Quantitative Biology 2016-11-23 Adriano Bonforti , Salva Duran-Nebreda , Raul Montañez , Ricard Solé

The heterogeneity of the influence processes is an important feature of social systems: how we perceive social influence and how we influence other individuals is heavily influenced by our opinion and non-opinion attributes. The latter…

Social and Information Networks · Computer Science 2022-09-07 Ivan V. Kozitsin

The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some…

Statistical Finance · Quantitative Finance 2009-11-13 Gabriella Vaglica , Fabrizio Lillo , Esteban Moro , Rosario N. Mantegna

Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from…

Statistical Finance · Quantitative Finance 2017-03-21 T. T. Chen , B. Zheng , Y. Li , X. F. Jiang

Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…

Adaptation and Self-Organizing Systems · Physics 2018-06-22 Piyush Grover , Kaivalya Bakshi , Evangelos A. Theodorou

We present a macroeconomic agent-based model that combines several mechanisms operating at the same timescale, while remaining mathematically tractable. It comprises enterprises and workers who compete in a job market and a commodity goods…

General Finance · Quantitative Finance 2012-11-26 Cornelia Metzig , Mirta Gordon

We present examples of agent-based and stochastic models of competition and business processes in economics and finance. We start from as simple as possible models, which have microscopic, agent-based, versions and macroscopic treatment in…

General Finance · Quantitative Finance 2012-07-31 Aleksejus Kononovicius , Vygintas Gontis , Valentas Daniunas