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We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

General Finance · Quantitative Finance 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

We present an experimental and simulated model of a multi-agent stock market driven by a double auction order matching mechanism. Studying the effect of cumulative information on the performance of traders, we find a non monotonic…

Physics and Society · Physics 2009-11-13 Bence Toth , Enrico Scalas , Juergen Huber , Michael Kirchler

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

We present a cognitive model of opinion dynamics which studies the behavior of a population of interacting individuals in the context of risk of natural disaster. In particular, we investigate the response of the individuals to the…

Physics and Society · Physics 2016-11-16 Daniele Vilone , Francesca Giardini , Mario Paolucci , Rosaria Conte

In this work we study the critical behavior of a three-state ($+1$, $-1$, $0$) opinion model with independence. Each agent has a probability $q$ to act as independent, i.e., he/she can choose his/her opinion independently of the opinions of…

Physics and Society · Physics 2014-05-15 Nuno Crokidakis

Nowadays, we live in a society where people often form their opinion by accessing and discussing contents shared on social networking websites. While these platforms have fostered information access and diffusion, they represent optimal…

Social and Information Networks · Computer Science 2022-05-18 Valentina Pansanella , Giulio Rossetti , Letizia Milli

We present a novel microscopic stock market model consisting of a large number of random agents modeling traders in a market. Each agent is characterized by a set of parameters that serve to make iterated predictions of two successive…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 R. Rothenstein , K. Pawelzik

It is interesting and of significant importance to investigate how network structures co-evolve with opinions. The existing models of such co-evolution typically lead to the final states where network nodes either reach a global consensus…

Physics and Society · Physics 2017-10-25 Yi Yu , Gaoxi Xiao , Guoqi Li , Wee Peng Tay , Hao Fatt Teoh

Recent years saw an increased interest in modeling and understanding the mechanisms of opinion and innovation spread through human networks. Using analysis of real-world social data, researchers are able to gain a better understanding of…

Social and Information Networks · Computer Science 2016-03-29 Ajay Saini , Natasha Markuzon

In traditional voter models, opinion dynamics are driven by interactions between individuals, where an individual adopts the opinion of a randomly chosen neighbor. However, these models often fail to capture the emergence of entirely new…

Physics and Society · Physics 2025-10-27 Jeehye Choi , Byungjoon Min , Tobias Galla

In this paper we study the price dynamics in a simple model of financial markets with heterogeneous agents. We concentrate on how increases in the total number of active traders influences fluctuations of asset prices. We find that a…

Chaotic Dynamics · Physics 2015-06-26 Taisei Kaizoji

The paper presents an opposing rule-based signed Friedkin-Johnsen (SFJ) model for the evolution of opinions in arbitrary network topologies with signed interactions and stubborn agents. The primary objective of the paper is to analyse the…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Aashi Shrinate , Twinkle Tripathy

The dynamics of decisions in complex networks is studied within a Markov process framework using numerical simulations combined with mathematical insight into the process mechanisms. A mathematical discrete-time model is derived based on a…

Physics and Society · Physics 2012-11-01 Carlos Rodríguez Lucatero , Luis Alarcón , Roberto Bernal Jaquez , Alexander Schaum

In this paper we study the impact of active participation -- or deliberately seeking out other agents with an aim to convince them -- on the dynamics of consensus formation. For this purpose, we propose an adaptive network model in which…

Physics and Society · Physics 2019-06-04 Markus Brede

Public discourse emerges from the interplay between individuals' willingness to voice their opinions and the structural features of the social networks in which they are embedded. In this work we investigate how choice homophily and triadic…

Physics and Society · Physics 2025-10-17 Juan Castillo , Emanuele Cozzo

In this work we consider the presence of contrarian agents in discrete 3-state kinetic exchange opinion models. The contrarians are individuals that adopt the choice opposite to the prevailing choice of their contacts, whatever this choice…

Physics and Society · Physics 2017-07-20 Joao Paulo Gambaro , Nuno Crokidakis

We consider the herding to non-herding transition caused by idiosyncratic choices or imperfect imitation in the context of the Kirman Model for financial markets, or equivalently the Noisy Voter Model for opinion formation. In these…

Physics and Society · Physics 2019-09-19 Oriol Artime , Adrián Carro , Antonio F. Peralta , José J. Ramasco , Maxi San Miguel , Raúl Toral

In the age of information abundance, attention is a coveted resource. Social media platforms vigorously compete for users' engagement, influencing the evolution of their opinions on a variety of topics. With recommendation algorithms often…

Physics and Society · Physics 2023-10-30 Andrea Somazzi , Giuseppe Maria Ferro , Diego Garlaschelli , Simon Asher Levin

People are often challenged to select one among several alternatives. This situation is present not only in decisions about complex issues, e.g., political or academic choices, but also about trivial ones, as in daily purchases at a…

Physics and Society · Physics 2016-06-14 Angelo M. Calvão , Marlon Ramos , Celia Anteneodo

Agent-based models are versatile tools for studying how societal opinion change, including political polarization and cultural diffusion, emerges from individual behavior. This study expands agents' psychological realism using…

Multiagent Systems · Computer Science 2017-02-22 Peter Duggins