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We develop an overlapping generations model where each agent observes a verifiable private signal about the state and, with positive probability, also receives signals disclosed by his predecessor. The agent then takes an action and decides…

Theoretical Economics · Economics 2026-02-26 Nemanja Antic , Harry Pei

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 C. H. Yeung , K. Y. Michael Wong , Y. -C. Zhang

The "Money Exchange Model" is a type of agent-based simulation model used to study how wealth distribution and inequality evolve through monetary exchanges between individuals. The primary focus of this model is to identify the limiting…

Probability · Mathematics 2025-01-07 Hironobu Sakagawa

The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…

Physics and Society · Physics 2019-09-04 Frank Schweitzer

We consider open multi-agent systems, which are systems subject to frequent arrivals and departures of agents while the studied process takes place. We study the behavior of all-to-all pairwise gossip interactions in such open systems.…

Multiagent Systems · Computer Science 2022-03-17 Charles Monnoyer de Galland , Samuel Martin , Julien M. Hendrickx

In a recent paper, we analyzed the self-assembly of a complex cooperation network. The network was shown to approach a state where every agent invests the same amount of resources. Nevertheless, highly-connected agents arise that extract…

Physics and Society · Physics 2012-03-07 Anne-Ly Do , Lars Rudolf , Thilo Gross

A model of Boolean agents competing in a market is presented where each agent bases his action on information obtained from a small group of other agents. The agents play a competitive game that rewards those in the minority. After a long…

Statistical Mechanics · Physics 2009-10-31 Maya Paczuski , Kevin E. Bassler , Alvaro Corral

We study the role of imitation within the Minority Game model of market. The players can exchange information locally, which leads to formation of groups which act as if they were single players. Coherent spatial areas of rich and poor…

Statistical Mechanics · Physics 2009-10-31 Frantisek Slanina

We consider models for growing networks incorporating two effects not previously considered: (i) different species of nodes, with each species having different properties (such as different attachment probabilities to other node species);…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jong-Won Kim , Brian Hunt , Edward Ott

Designing systems for autonomous transport of groups of living agents has received a lot of attention in recent years due to a wealth of important potential applications. Biomimetic approaches are often sought, and a range of herding…

Other Quantitative Biology · Quantitative Biology 2026-02-20 Daniel Strömbom , Julianna Hoitt , Cameron Cloud

The three-state agent-based 2D model of financial markets in the version proposed by Giulia Iori in 2002 has been herein extended. We have introduced the increase of herding behaviour by modelling the altering trust of an agent in his…

Trading and Market Microstructure · Quantitative Finance 2013-12-17 Jan A. Lipski , Ryszard Kutner

One reports computational study revealing a set of general requirements, fulfilling of which would allow employing changes in ambient conditions to regulate accomplishing the collective outcome of emerging active network patterns in an…

Soft Condensed Matter · Physics 2007-05-23 Wlodzimierz Kozlowski

We analyze a simple model of adaptive competition which captures essential features of a variety of adaptive competitive systems in the social and biological sciences. Each of N agents, at each time step of a game, joins one of two groups.…

adap-org · Physics 2007-05-23 Robert Savit , Radu Manuca , Rick Riolo

We present a model in which we investigate the structure and evolution of a random network that connects agents capable of exchanging wealth. Economic interactions between neighbors can occur only if the difference between their wealth is…

Physics and Society · Physics 2015-06-19 A. Agreda , K. Tucci

We introduce an agent-based model for the spreading of technological developments in socio-economic systems where the technology is mainly used for the collaboration/interaction of agents. Agents use products of different technologies to…

Physics and Society · Physics 2009-11-13 Ferenc Kun , Gergely Kocsis , Janos Farkas

Most news recommender systems try to identify users' interests and news' attributes and use them to obtain recommendations. Here we propose an adaptive model which combines similarities in users' rating patterns with epidemic-like spreading…

Information Retrieval · Computer Science 2009-11-13 Matus Medo , Yi-Cheng Zhang , Tao Zhou

We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…

Physics and Society · Physics 2011-04-25 D. D. Han , J. H. Qian , Y. G. Ma

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Machine Learning · Computer Science 2026-05-14 Michael Vitali , Pierre Pinson

In an affiliation network vertices are linked to attributes and two vertices are declared adjacent whenever they share a common attribute. For example, two customers of an internet shop are called adjacent if they have purchased the same or…

Physics and Society · Physics 2015-06-18 Mindaugas Bloznelis , Friedrich Götze

This paper presents a model of capital accumulation for a large number of heterogenous producer-consumers in an exchange space in which interactions depend on agents' positions. Each agent is described by his production, consumption, stock…

General Finance · Quantitative Finance 2019-09-26 Pierre Gosselin , Aïleen Lotz , Marc Wambst
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