English
Related papers

Related papers: Clustered Volatility in Multiagent Dynamics

200 papers

We studied neural automata -or neurobiologically inspired cellular automata- which exhibits chaotic itinerancy among the different stored patterns or memories. This is a consequence of activity-dependent synaptic fluctuations, which…

Neurons and Cognition · Quantitative Biology 2007-05-23 J. M. Cortes , J. Marro , J. J. Torres

In a class of heterogeneous random networks, where each node dynamics is a random dynamical system, interacting with neighbor nodes via a random coupling function, we characterize the hub behavior as the mean-field, subject to statistically…

Dynamical Systems · Mathematics 2025-06-25 Zheng Bian , Jeroen S. W. Lamb , Tiago Pereira

We discuss recent work in the study of a simple model for the collective behaviour of diverse speculative agents in an idealized stockmarket, considered from the perspective of the statistical physics of many-body systems. The only…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. P. Garrahan , E. Moro , D. Sherrington

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

Diversity is an important aspect of highly efficient multi-agent teams. We introduce the main factors that drive a multi-agent system in either direction along the diversity scale. A metric for diversity is described, and we speculate on…

Artificial Intelligence · Computer Science 2007-05-23 David Lyback

Here we numerically study a model of excitable media, namely, a network with occasionally quiet nodes and connection weights that vary with activity on a short-time scale. Even in the absence of stimuli, this exhibits unstable dynamics,…

Disordered Systems and Neural Networks · Physics 2015-05-19 S. de Franciscis , J. J. Torres , J. Marro

We consider a multiagent system consisting of selfish and heterogeneous agents. Its behavior is modeled by multipopulation replicator dynamics, where payoff functions of populations are different from each other. In general, there exist…

Computer Science and Game Theory · Computer Science 2016-11-18 Takuya Morimoto , Takafumi Kanazawa , Toshimitsu Ushio

In this paper, we analyze the behavior of a multi-agent system driven by the interactions of agents within a competitive environment. To achieve this, we describe the transition probabilities that underlie the system's stochastic nature. We…

Multiagent Systems · Computer Science 2024-12-23 Mohammad Daneshvar , Mandana Delavari

This paper studies the phase balancing of a two and three-agent system where the agents are coupled through heterogeneous controller gains. Balancing refers to the situation in which the movement of agents causes the position of their…

Systems and Control · Computer Science 2016-05-31 Anoop Jain , Debasish Ghose

We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…

Physics and Society · Physics 2015-06-22 Sanchari Goswami , Parongama Sen

This paper presents distributed algorithmic solutions that employ opportunistic inter-agent communication to achieve dynamic average consensus. In our solutions each agent is endowed with a local criterion that enables it to determine…

Optimization and Control · Mathematics 2015-03-03 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

Statistical Mechanics · Physics 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido

This paper proposes a general model for synchronized crowding behavior. An order parameter is introduced to quantify the level of synchronization which is shown a function of percentage of agents in reactive state. Further, synchronization…

General Finance · Quantitative Finance 2016-12-06 Jake J. Xia

In this paper, we investigate the probabilistic variants of the strategy logics ATL and ATL* under imperfect information. Specifically, we present novel decidability and complexity results when the model transitions are stochastic and…

Multiagent Systems · Computer Science 2023-10-27 Francesco Belardinelli , Wojciech Jamroga , Munyque Mittelmann , Aniello Murano

In the standard minority game, every agent switches to his best strategy in hand at each time step. If only a small number of agents are allowed to switch their strategies at each time step, the population variance of the system plunges.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 C. Liu , S. S. Liaw

We are concerned with a distributed approach to solve multi-cluster games arising in multi-agent systems. In such games, agents are separated into distinct clusters. The agents belonging to the same cluster cooperate with each other to…

Systems and Control · Electrical Eng. & Systems 2022-03-14 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy

We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players evolve through time as the players learn. The trajectories in the strategy space…

Economics · Quantitative Finance 2018-04-09 James B. T. Sanders , J. Doyne Farmer , Tobias Galla

We propose a new paradigm for emergence of macroscopic flows. The latter are considered as a collective phenomenon created by many agents that exchange abstract information. The information exchange causes agents to change their relative…

Chaotic Dynamics · Physics 2009-10-27 Alexander Jonathan Vidgop , Itzhak Fouxon

In this paper, we investigate distributed multi-agent tracking of a convex set specified by multiple moving leaders with unmeasurable velocities. Various jointly-connected interaction topologies of the follower agents with uncertainties are…

Multiagent Systems · Computer Science 2015-03-19 Guodong Shi , Yiguang Hong , K. H. Johansson

In this paper we address the consensus problem in the context of networked agents whose communication graph can be split into a certain number of clusters in such a way that interactions between agents in the same clusters are cooperative,…

Systems and Control · Electrical Eng. & Systems 2020-08-31 Giulia De Pasquale , Maria Elena Valcher
‹ Prev 1 8 9 10 Next ›