English
Related papers

Related papers: (Mis)information diffusion and the financial marke…

200 papers

Diffusion of knowledge is expected to be huge when agents are open minded. The report concerns a more difficult diffusion case when communities are made of stubborn agents. Communities having markedly different opinions are for example the…

Physics and Society · Physics 2015-08-17 Marcel Ausloos

In this paper we present an interacting-agent model of stock markets. We describe a stock market through an Ising-like model in order to formulate the tendency of traders getting to be influenced by the other traders' investment attitudes…

Physics and Society · Physics 2013-09-11 Taisei Kaizoji

Diffusion of information in networks is at the core of many problems in AI. Common examples include the spread of ideas and rumors as well as marketing campaigns. Typically, information diffuses at a non-linear rate, for example, if markets…

Probability · Mathematics 2024-12-04 Tobias Friedrich , Andreas Göbel , Nicolas Klodt , Martin S. Krejca , Marcus Pappik

In recent years, a new branch of auction models called diffusion auction has extended the traditional auction into social network scenarios. The diffusion auction models the auction as a networked market whose nodes are potential customers…

Computer Science and Game Theory · Computer Science 2021-08-03 Yuhang Guo , Dong Hao

The emergence of online social networks has greatly facilitated the diffusion of information and behaviors. While the two diffusion processes are often intertwined, "talking the talk" does not necessarily mean "walking the talk"--those who…

Social and Information Networks · Computer Science 2018-01-24 Kang Zhao , Shiyao Wang , Ion B. Vasi , Qi Zhang

We represent the functioning of the housing market and study the relation between income segregation, income inequality and house prices by introducing a spatial Agent-Based Model (ABM). Differently from traditional models in urban…

Economics · Quantitative Finance 2018-10-23 Marco Pangallo , Jean Pierre Nadal , Annick Vignes

Global supply networks in agriculture, manufacturing, and services are a defining feature of the modern world. The efficiency and the distribution of surpluses across different parts of these networks depend on choices of intermediaries.…

General Finance · Quantitative Finance 2019-06-05 Felipe M. Cardoso , Carlos Gracia-Lazaro , Frederic Moisan , Sanjeev Goyal , Angel Sanchez , Yamir Moreno

This paper puts forward that money managers and prospective investors exchange information and ideas about assets directly through word-of-mouth communication. This, in turn, affects the performance of the mutual funds and their respective…

Computational Engineering, Finance, and Science · Computer Science 2023-11-23 Leonard Mushunje

Boltzmann-Gibbs distribution arises as the statistical equilibrium probability distribution of money among the agents of a closed economic system where random and undirected exchanges are allowed. When considering a model with uniform…

Adaptation and Self-Organizing Systems · Physics 2015-06-11 Ismael Martinez-Martinez , Ricardo Lopez-Ruiz

In online markets, agents often learn from other's actions in addition to their private information. Such observational learning can lead to herding or information cascades in which agents eventually ignore their private information and…

Social and Information Networks · Computer Science 2025-05-16 Pawan Poojary , Randall Berry

In diffusion social learning over weakly-connected graphs, it has been shown recently that influential agents shape the beliefs of non-influential agents. This paper analyzes this mechanism more closely and addresses two main questions.…

Multiagent Systems · Computer Science 2018-11-07 Hawraa Salami , Bicheng Ying , Ali H. Sayed

In recent years online social networks have become increasingly prominent in political campaigns and, concurrently, several countries have experienced shock election outcomes. This paper proposes a model that links these two phenomena. In…

Theoretical Economics · Economics 2020-11-03 Edoardo Gallo , Alastair Langtry

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…

Statistical Finance · Quantitative Finance 2011-10-13 Tomáš Tokár , Denis Horváth , Michal Hnatich

This paper analyzes a model of innovation diffusion with case-based individuals a la Gilboa and Schmeidler (1995,1996,1997), who decide whether to consume an incumbent or a new product based on their and their social neighbors' previous…

Theoretical Economics · Economics 2023-01-30 Benson Tsz Kin Leung

Awerbuch et al.'s approach to distributed recommender systems (DRSs) is to have agents sample products at random while randomly querying one another for the best item they have found; we improve upon this by adding a communication network.…

Machine Learning · Computer Science 2007-05-23 Hamilton Link , Jared Saia , Terran Lane , Randall A. LaViolette

Housing markets are inherently spatial, yet many existing models fail to capture this spatial dimension. Here we introduce a new graph-based approach for incorporating a spatial component in a large-scale urban housing agent-based model…

Computational Finance · Quantitative Finance 2021-03-25 Benjamin Patrick Evans , Kirill Glavatskiy , Michael S. Harré , Mikhail Prokopenko

In this article, we established a stock market model based on agents' investing mentality. The agents decide whether to purchase the shares at the probability, according to their anticipation of the market's behaviors. The expectation of…

Statistical Mechanics · Physics 2016-08-31 Pei-Ling Zhou , Zi-Nan Tang , Tao Zhou , Jing-Ting Wang , Chun-Xia Yang

Recommender systems help people cope with the problem of information overload. A recently proposed adaptive news recommender model [Medo et al., 2009] is based on epidemic-like spreading of news in a social network. By means of agent-based…

Physics and Society · Physics 2015-03-17 Giulio Cimini , Matus Medo , Tao Zhou , Dong Wei , Yi-Cheng Zhang

In recent years, statistical physics' methodologies have proven extremely successful in offering insights into the mechanisms that govern social interactions. However, the question of whether these models are able to capture trends observed…

Physics and Society · Physics 2022-10-28 Clara Eminente , Oriol Artime , Manlio De Domenico

The dissemination of fake news intended to deceive people, influence public opinion and manipulate social outcomes, has become a pressing problem on social media. Moreover, information sharing on social media facilitates diffusion of viral…

Social and Information Networks · Computer Science 2020-08-11 Karishma Sharma , Xinran He , Sungyong Seo , Yan Liu
‹ Prev 1 8 9 10 Next ›