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We study a neuro-inspired model that mimics a discussion (or information dissemination) process in a network of agents. During their interaction, agents redistribute activity and network weights, resulting in emergence of leader(s). The…

Physics and Society · Physics 2017-10-26 Armen E. Allahverdyan , Aram Galstyan

Collective behavior of the complex socio-economic systems is heavily influenced by the herding, group, behavior of individuals. The importance of the herding behavior may enable the control of the collective behavior of the individuals. In…

Physics and Society · Physics 2014-04-03 Aleksejus Kononovicius , Vygintas Gontis

We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive…

General Finance · Quantitative Finance 2016-10-26 Vygintas Gontis , Shlomo Havlin , Aleksejus Kononovicius , Boris Podobnik , H. Eugene Stanley

We introduce and solve a model which considers two coupled networks growing simultaneously. The dynamics of the networks is governed by the new arrival of network elements (nodes) making preferential attachments to pre-existing nodes in…

Statistical Mechanics · Physics 2007-05-23 Dafang Zheng , Guler Ergun

The occurrence of discrimination is an important problem in the social and economical sciences. Much of the discrimination observed in empirical studies can be explained by the theory of in-group favoritism, which states that people tend to…

Physics and Society · Physics 2019-03-15 Gorm Gruner Jensen , Stefan Bornholdt

We present a generalized dynamical model describing the sharing of information, and corresponding herd behavior, in a population based on the recent model proposed by Eguiluz and Zimmermann. By introducing a size-dependent probability for…

Disordered Systems and Neural Networks · Physics 2007-05-23 Dafang Zheng , P. M. Hui , N. F. Johnson

We present generalized dynamical models describing the sharing of information, and the corresponding herd behavior, in a population based on the recent model proposed by Egu\'{\i}luz and Zimmermann (EZ) [Phys. Rev. Lett. 85, 5659 (2000)].…

Statistical Mechanics · Physics 2009-11-07 Dafang Zheng , P. M. Hui , K. F. Yip , N. F. Johnson

In human societies, people's willingness to compete and strive for better social status as well as being envious of those perceived in some way superior lead to social structures that are intrinsically hierarchical. Here we propose an…

Multiagent Systems · Computer Science 2021-04-28 Jan E. Snellman , Gerardo Iñiguez , Tzipe Govezensky , Rafael A. Barrio , Kimmo K. Kaski

We introduce a new model of competition on growing networks. This extends the preferential attachment model, with the key property that node choices evolve simultaneously with the network. When a new node joins the network, it chooses…

Physics and Society · Physics 2016-10-05 Tonći Antunović , Elchanan Mossel , Miklos Z. Racz

An exact solution is presented to a model that mimics the crowding effect in financial markets which arises when groups of agents share information. We show that the size distribution of groups of agents has a power law tail with an…

Statistical Mechanics · Physics 2007-05-23 R. D'hulst , G. J. Rodgers

We study a problem where a group of agents has to decide how some fixed value should be shared among them. We are interested in settings where the share that each agent receives is based on how that agent is evaluated by other members of…

Computer Science and Game Theory · Computer Science 2013-06-04 Arthur Carvalho , Kate Larson

Here we study the emergence of spontaneous leadership in large populations. In standard models of opinion dynamics, herding behavior is only obeyed at the local scale due to the interaction of single agents with their neighbors; while at…

Physics and Society · Physics 2015-06-11 Guillem Mosquera-Donate , Marian Boguna

We introduce and study a model of an interacting population of agents who collaborate in groups which compete for limited resources. Groups are formed by random matching agents and their worth is determined by the sum of the efforts…

Physics and Society · Physics 2009-11-13 Emanuele Pugliese , Claudio Castellano , Matteo Marsili , Luciano Pietronero

We study a sequential-learning model featuring a network of naive agents with Gaussian information structures. Agents apply a heuristic rule to aggregate predecessors' actions. They weigh these actions according the strengths of their…

Economics · Quantitative Finance 2020-05-05 Krishna Dasaratha , Kevin He

As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…

Other Condensed Matter · Physics 2007-05-23 Jie Wang , Chun-Xia Yang , Pei-Ling Zhou , Ying-Di Jin , Tao Zhou , Bing-Hong Wang

A growing part of the behavioral finance literature has addressed some of the stylized facts of financial time series as macroscopic patterns emerging from herding interactions among groups of agents with heterogeneous trading strategies…

Physics and Society · Physics 2015-09-28 Adrián Carro , Raúl Toral , Maxi San Miguel

We define a class of growing networks in which new nodes are given a spatial position and are connected to existing nodes with a probability mechanism favoring short distances and high degrees. The competition of preferential attachment and…

Probability · Mathematics 2015-03-18 Emmanuel Jacob , Peter Mörters

In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic generation mechanism of the sector structure is not yet…

General Finance · Quantitative Finance 2015-04-09 Jun-Jie Chen , Lei Tan , Bo Zheng

Many societies are organized in networks that are formed by people who meet and interact over time. In this paper, we present a first model to capture the micro-foundations of social networks evolution, where boundedly rational agents of…

Social and Information Networks · Computer Science 2015-08-17 Ahmed M. Alaa , Kartik Ahuja , Mihaela van der Schaar

The seceder model illustrates how the desire to be different than the average can lead to formation of groups in a population. We turn the original, agent based, seceder model into a model of network evolution. We find that the structural…

Disordered Systems and Neural Networks · Physics 2007-05-23 Andreas Gronlund , Petter Holme