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Interbank deposits (loans and credits) are quite common in banking system all over the world. Such interbank co-operation is profitable for banks but it can also lead to collective financial failures. In this paper we introduce a new model…

Statistical Mechanics · Physics 2009-11-07 A. Aleksiejuk , J. A. Holyst

Sponsored search mechanisms have drawn much attention from both academic community and industry in recent years since the seminal papers of [13] and [14]. However, most of the existing literature concentrates on the mechanism design and…

Computer Science and Game Theory · Computer Science 2010-09-01 Jian Liu , Dah Ming Chiu

High frequency data in finance have led to a deeper understanding on probability distributions of market prices. Several facts seem to be well stablished by empirical evidence. Specifically, probability distributions have the following…

Statistical Mechanics · Physics 2009-10-31 Jaume Masoliver , Miquel Montero , Josep M. Porra

Linear Fisher market is one of the most fundamental economic models. The market is traditionally examined on the basis of individual's price-taking behavior. However, this assumption breaks in markets such as online advertising and…

Computer Science and Game Theory · Computer Science 2024-07-17 Juncheng Li , Pingzhong Tang

We propose and test a model that describes the morphology of cities, the scaling of the urban perimeter of individual cities, and the area distribution of systems of cities. The model is also consistent with observable urban growth…

Disordered Systems and Neural Networks · Physics 2009-10-31 Hernan A. Makse , Jose S. Andrade , Michael Batty , Shlomo Havlin , H. Eugene Stanley

In a competitive marketing, there are a large number of players which produce the same product. Each firm aims to diffuse its product information widely so that it's product will become popular among potential buyers. The more popular is a…

Social and Information Networks · Computer Science 2019-01-01 Rahul Goel , Anurag Singh , Fakhteh Ghanbarnejad

Motivated by the prevalence of prediction problems in the economy, we study markets in which firms sell models to a consumer to help improve their prediction. Firms decide whether to enter, choose models to train on their data, and set…

Theoretical Economics · Economics 2025-10-10 Krishna Dasaratha , Juan Ortner , Chengyang Zhu

We study numerically statistical properties and dynamical disease propagation using a percolation model on a one dimensional small world network. The parameters chosen correspond to a realistic network of school age children. We found that…

Disordered Systems and Neural Networks · Physics 2009-11-07 Nouredine Zekri , Jean-Pierre Clerc

A problem of the crossover from percolation to diffusion transport is considered. A general scaling theory is proposed. It introduces phenomenologically four critical exponents which are connected by two equations. One exponent is…

Condensed Matter · Physics 2009-10-31 D. N. Tsigankov , A. L. Efros

We consider a class of random, weighted networks, obtained through a redefinition of patterns in an Hopfield-like model and, by performing percolation processes, we get information about topology and resilience properties of the networks…

Statistical Mechanics · Physics 2015-05-30 Elena Agliari , Claudia Cioli , Enore Guadagnini

For the study of information propagation, one fundamental problem is uncovering universal laws governing the dynamics of information propagation. This problem, from the microscopic perspective, is formulated as estimating the propagation…

Social and Information Networks · Computer Science 2014-06-19 Junming Huang , Chao Li , Wen-Qiang Wang , Hua-Wei Shen , Guojie Li , Xue-Qi Cheng

When it is polarised, a cell develops an asymmetric distribution of specific molecular markers, cytoskeleton and cell membrane shape. Polarisation can occur spontaneously or be triggered by external signals, like gradients of signalling…

Analysis of PDEs · Mathematics 2013-01-18 Vincent Calvez , Nicolas Meunier , Nicolas Muller , Raphael Voituriez

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin

Detailed empirical studies of publicly traded business firms have established that the standard deviation of annual sales growth rates decreases with increasing firm sales as a power law, and that the sales growth distribution is…

Physics and Society · Physics 2008-12-02 A. O. Schweiger , S. V. Buldyrev , H. E. Stanley

We introduce a correlated static model and investigate a percolation transition. The model is a modification of the static model and is characterized by assortative degree-degree correlation. As one varies the edge density, the network…

Statistical Mechanics · Physics 2015-05-13 Sang-Woo Kim , Jae Dong Noh

The field of causal Machine Learning (ML) has made significant strides in recent years. Notable breakthroughs include methods such as meta learners (arXiv:1706.03461v6) and heterogeneous doubly robust estimators (arXiv:2004.14497)…

Machine Learning · Computer Science 2024-05-24 Kaihua Ding , Jingsong Cui , Mohammad Soltani , Jing Jin

The current distribution of language size in terms of speaker population is generally described using a lognormal distribution. Analyzing the original real data we show how the double-Pareto lognormal distribution can give an alternative…

Physics and Society · Physics 2015-05-13 V. Schwämmle , Silvio M. D. Queirós , E. Brigatti , T. Tchumatchenko

We study the geometry of the critical clusters in fully coordinated percolation on the square lattice. By Monte Carlo simulations (static exponents) and normal mode analysis (dynamic exponents), we find that this problem is in the same…

Statistical Mechanics · Physics 2009-10-31 Eduardo Cuansing , Jae Hwa Kim , Hisao Nakanishi

This paper is a survey of various results and techniques in first passage percolation, a random process modeling a spreading fluid on an infinite graph. The latter half of the paper focuses on the connection between first passage…

Probability · Mathematics 2010-05-06 Nathaniel D. Blair-Stahn

An anisotropic random barrier model is presented, in which the transition probabilities in different directions have different probability density functions. At low temperatures, the anisotropic long--time diffusion coefficients, obtained…

Disordered Systems and Neural Networks · Physics 2009-11-10 Sebastian Bustingorry
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