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In this work we investigate how future actions are influenced by the previous ones, in the specific contexts of scientific collaborations and friendships on social networks. We are not interested in modeling the process of link formation…

Physics and Society · Physics 2020-01-03 Carolina Becatti , Irene Crimaldi , Fabio Saracco

Beliefs inform the behavior of forward-thinking agents in complex environments. Recently, sequential Bayesian inference has emerged as a mechanism to study belief formation among agents adapting to dynamical conditions. However, we lack…

Adaptation and Self-Organizing Systems · Physics 2023-11-08 Jordan T Kemp , Max-Olivier Hongler , Olivier Gallay

An agent-based model with interacting low frequency liquidity takers inter-mediated by high-frequency liquidity providers acting collectively as market makers can be used to provide realistic simulated price impact curves. This is possible…

Trading and Market Microstructure · Quantitative Finance 2021-08-23 Ivan Jericevich , Patrick Chang , Tim Gebbie

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Methodology · Statistics 2019-11-11 Jonas Krampe

We investigate a social system of agents faced with a binary choice. We assume there is a correct, or beneficial, outcome of this choice. Furthermore, we assume agents are influenced by others in making their decision, and that the agents…

Populations and Evolution · Quantitative Biology 2007-12-06 Andreas Gronlund , Petter Holme , Petter Minnhagen

We focus on how individual behavior that complies with social norms interferes with performance-based incentive mechanisms in organizations with multiple distributed decision-making agents. We model social norms to emerge from interactions…

General Economics · Economics 2021-02-25 Ravshanbek Khodzhimatov , Stephan Leitner , Friederike Wall

The question that how cultural variation emerges has drawn lots of interest in sociological inquiry. Sociologists predominantly study such variation through the lens of social contagion, which mostly attributes cultural variation to the…

Social and Information Networks · Computer Science 2020-11-17 Heng-Chien Liou , Hsuan-Wei Lee

Understanding decision-making in multi-AI-agent frameworks is crucial for analyzing strategic interactions in network-effect-driven contexts. This study investigates how AI agents navigate network-effect games, where individual payoffs…

Multiagent Systems · Computer Science 2025-12-16 Yu Liu , Wenwen Li , Yifan Dou , Guangnan Ye

Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from…

Statistical Finance · Quantitative Finance 2017-03-21 T. T. Chen , B. Zheng , Y. Li , X. F. Jiang

We address the problem of banking system resilience by applying off-equilibrium statistical physics to a system of particles, representing the economic agents, modelled according to the theoretical foundation of the current banking…

Risk Management · Quantitative Finance 2013-01-04 João P. da Cruz , Pedro G. Lind

Traditional macroeconomic growth models rely on general equilibrium and continuous, frictionless institutional transitions, failing to account for the catastrophic structural collapses observed in empirical economic history. We propose the…

Physics and Society · Physics 2026-04-23 Alok Yadav , Saroj Yadav

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

Lattice investment projects support process model with corruption is formulated and analyzed. The model is based on the Ising lattice model of ferromagnetic but takes deal with the social phenomenon. Set of corruption agents is considered.…

Mathematical Finance · Quantitative Finance 2019-01-28 O. A. Malafeyev , S. A. Nemnyugin

The Schelling model of segregation was introduced in economics to show how micro-motives can influence macro-behavior. Agents on a lattice have two colors and try to move to a different location if the number of their neighbors with a…

Adaptation and Self-Organizing Systems · Physics 2022-10-11 Zhanzhan Zhao , Dana Randall

Recent years saw an increased interest in modeling and understanding the mechanisms of opinion and innovation spread through human networks. Using analysis of real-world social data, researchers are able to gain a better understanding of…

Social and Information Networks · Computer Science 2016-03-29 Ajay Saini , Natasha Markuzon

The Schelling model is a simple agent based model that demonstrates how individuals' relocation decisions generate residential segregation in cities. Agents belong to one of two groups and occupy cells of rectangular space. Agents react to…

Physics and Society · Physics 2014-06-25 Erez Hatna , Itzhak Benenson

We consider expected risk minimization in multi-agent systems comprised of distinct subsets of agents operating without a common time-scale. Each individual in the network is charged with minimizing the global objective function, which is…

Optimization and Control · Mathematics 2017-12-12 Amrit Singh Bedi , Alec Koppel , Ketan Rajawat

In Schelling's segregation model, the successive moves of agents optimizing their own locations lead to a suboptimal segregated distribution of the population, even though all agents have the same preference for mixed neighborhoods. One of…

Physics and Society · Physics 2019-11-20 Nicolas Houy

Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of…

Disordered Systems and Neural Networks · Physics 2022-04-28 David S. Berman , Jonathan J. Heckman , Marc Klinger

We propose a statistical mechanics approach to a coevolving spin system with an adaptive network of interactions. The dynamics of node states and network connections is driven by both spin configuration and network topology. We consider a…

Physics and Society · Physics 2018-10-03 Tomasz Raducha , Mateusz Wiliński , Tomasz Gubiec , H. Eugene Stanley