Related papers: (Mis)information diffusion and the financial marke…
Social networks have become ubiquitous in our daily life, as such it has attracted great research interests recently. A key challenge is that it is of extremely large-scale with tremendous information flow, creating the phenomenon of "Big…
The paper provides a agent-based model, which describes distribution of informative messages, containing links to informational resources in the Internet. The results of modeling have been confirmed by studying a real network of Twitter…
Intelligent Agents act in open and thus risky environments, hence making the appropriate decision about who to trust in order to interact with, could be a challenging process. As intelligent agents are gradually enriched with Semantic Web…
This paper addresses the problem of distributed detection in multi-agent networks. Agents receive private signals about an unknown state of the world. The underlying state is globally identifiable, yet informative signals may be dispersed…
We study the consequences of information asymmetries and misaligned incentives in settings with multiple independent agents. We model an interaction between a Sender, who holds vital private information but cannot act, and a Receiver, who…
We investigate knowledge exchange among commercial organisations, the rationale behind it and its effects on the market. Knowledge exchange is known to be beneficial for industry, but in order to explain it, authors have used high level…
A digital security breach, by which confidential information is leaked, does not only affect the agent whose system is infiltrated, but is also detrimental to other agents socially connected to the infiltrated system. Although it has been…
Modern information environments, especially social media, are highly complex systems that exceed individual processing capacities such as humans' limited attention. This environment/cognition mismatch can increase susceptibility to…
This work develops an agent-based model for the study of how the leverage through the use of repurchase agreements can function as a mechanism for the propagation and amplification of financial shocks in a financial system. Based on the…
In distributed processing, agents generally collect data generated by the same underlying unknown model (represented by a vector of parameters) and then solve an estimation or inference task cooperatively. In this paper, we consider the…
Current social networks are of extremely large-scale generating tremendous information flows at every moment. How information diffuse over social networks has attracted much attention from both industry and academics. Most of the existing…
We propose an information propagation model that captures important temporal aspects that have been well observed in the dynamics of fake news diffusion, in contrast with the diffusion of truth. The model accounts for differential…
We extend to the multi-asset case the framework of a discrete time model of a single asset financial market developed in Ghoulmie et al (2005). In particular, we focus on adaptive agents with threshold behavior allocating their resources…
Rapid information diffusion and large-scaled information cascades can enable the undesired spread of false information. A small-scaled false information outbreak may potentially lead to an infodemic. We propose a novel information diffusion…
This paper studies the switching of trading strategies and its effect on the market volatility in a continuous double auction market. We describe the behavior when some uninformed agents, who we call switchers, decide whether or not to pay…
Opinions and beliefs determine the evolution of social systems. This is of particular interest in finance, as the increasing complexity of financial systems is coupled with information overload. Opinion formation, therefore, is not always…
Opinion diffusion is a crucial phenomenon in social networks, often underlying the way in which a collective of agents develops a consensus on relevant decisions. The voter model is a well-known theoretical model to study opinion spreading…
A protocol for distributed estimation of discrete distributions is proposed. Each agent begins with a single sample from the distribution, and the goal is to learn the empirical distribution of the samples. The protocol is based on a simple…
A growing body of studies on systemic risk in financial markets has emphasized the key importance of taking into consideration the complex interconnections among financial institutions. Much effort has been put in modeling the contagion…
Adaptive networks rely on in-network and collaborative processing among distributed agents to deliver enhanced performance in estimation and inference tasks. Information is exchanged among the nodes, usually over noisy links. The…