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Despite their claimed biological plausibility, most self organizing networks have strict topological constraints and consequently they cannot take into account a wide range of external stimuli. Furthermore their evolution is conditioned by…

General Physics · Physics 2010-04-26 Ignazio Licata , Luigi Lella

We introduce a prototype agent-based model of the macroeconomy, with budgetary constraints at its core. The model is related to a class of constraint satisfaction problems (CSPs), which has been thoroughly investigated in computer science.…

General Economics · Economics 2021-06-18 Dhruv Sharma , Jean-Philippe Bouchaud , Marco Tarzia , Francesco Zamponi

Experimental research has shown that the brain's fast electrochemical dynamics, or neurodynamics (ND), is strongly stochastic, chaotic, and instanton (neuroavalanche)-dominated. It is also partly scale-invariant which has been loosely…

Neurons and Cognition · Quantitative Biology 2021-02-09 Igor V. Ovchinnikov , Skirmantas Janusonis

The aim of this paper is to study the derivation of appropriate meso- and macroscopic models for interactions as appearing in social processes. There are two main characteristics the models take into account, namely a network structure of…

Analysis of PDEs · Mathematics 2020-06-30 Martin Burger

We investigate the emergence of synchronization in a network of coupled chaotic macroeconomic systems. Each node represents an economy characterized by three key variables savings, gross domestic product (GDP), and foreign capital inflows.…

Adaptation and Self-Organizing Systems · Physics 2026-05-26 Thierry Njougouo , Fernando Fagundes Ferreira , Diego Garlaschelli

We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…

Mathematical Finance · Quantitative Finance 2026-02-24 Stefano De Marco , Huyên Pham , Davide Zanni

In recent years networks have gained unprecedented attention in studying a broad range of topics, among them in complex systems research. In particular, multi-agent systems have seen an increased recognition of the importance of the…

Physics and Society · Physics 2007-05-23 László Gulyás , Elenna R. Dugundji

Stochastic simulation has been a powerful tool for studying the dynamics of gene regulatory networks, particularly in terms of understanding how cell-phenotype stability and fate-transitions are impacted by noisy gene expression. However,…

Molecular Networks · Quantitative Biology 2018-09-05 Margaret J. Tse , Brian K. Chu , Elizabeth L. Read

We outline a possible theoretical framework for the quantitative modeling of networked embodied cognitive systems. We notice that: 1) information self structuring through sensory-motor coordination does not deterministically occur in Rn…

Adaptation and Self-Organizing Systems · Physics 2013-05-21 Fabio Bonsignorio

The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase…

General Finance · Quantitative Finance 2014-12-30 Stanislao Gualdi , Marco Tarzia , Francesco Zamponi , Jean-Philippe Bouchaud

The challenge of engineering autonomous agents capable of navigating the stochastic and adversarial nature of the physical world has historically resided at the intersection of symbolic logic and control theory. Traditional multi-agent…

Artificial Intelligence · Computer Science 2026-05-05 Manuel Hernández , Eduardo Sánchez-Soto

This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we…

General Finance · Quantitative Finance 2019-09-27 Dimitri Kroujiline , Maxim Gusev , Dmitry Ushanov , Sergey V. Sharov , Boris Govorkov

Strategic classification(SC) studies the interaction between decision models and agents who strategically manipulate their features for favorable outcomes. Existing SC frameworks typically rely on the idealized assumption that agents are…

The spontaneous formation and subsequent growth, dissolution, merger and competition of social groups bears similarities to physical phase transitions in metastable finite systems. We examine three different scenarios, percolation, spinodal…

Physics and Society · Physics 2022-09-22 Frank Schweitzer , Georges Andres

This paper introduces a novel framework to study default dependence and systemic risk in a financial network that evolves over time. We analyse several indicators of risk, and develop a new latent space model to assess the health of key…

Applications · Statistics 2020-10-02 Laleh Tafakori , Armin Pourkhanali , Riccardo Rastelli

This paper introduces a probabilistic approach for tracking the dynamics of unweighted and directed graphs using state-space models (SSMs). Unlike conventional topology inference methods that assume static graphs and generate point-wise…

Signal Processing · Electrical Eng. & Systems 2024-09-13 Victor M. Tenorio , Elvin Isufi , Geert Leus , Antonio G. Marques

This study simulates the evolution of artificial economies in order to understand the tax relevance of administrative boundaries in the quality of life of its citizens. The modeling involves the construction of a computational algorithm,…

Multiagent Systems · Computer Science 2016-10-10 Bernardo Alves Furtado , Isaque Daniel Rocha Eberhardt

Electrical infrastructures provide services at the basis of a number of application sectors, several of which are critical from the perspective of human life, environment or financials. Following the increasing trend in electricity…

Other Computer Science · Computer Science 2017-08-16 Giulio Masetti

Understanding how individual learning behavior and structural dynamics interact is essential to modeling emergent phenomena in socioeconomic networks. While bounded rationality and network adaptation have been widely studied, the role of…

Physics and Society · Physics 2025-10-29 Chanuka Karavita , Zehua Lyu , Dharshana Kasthurirathna , Mahendra Piraveenan

The dynamical processes taking place on a network depend on its topology. Influencing the growth process of a network therefore has important implications on such dynamical processes. We formulate the problem of influencing the growth of a…

Social and Information Networks · Computer Science 2016-12-28 Dominik Thalmeier , Vicenç Gómez , Hilbert J. Kappen
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