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Related papers: Volatility and Agent Adaptability in a Self-Organi…

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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

A dynamic model of collective consumption and saving decisions made by a finite number of agents with constant but different discount rates is developed. Collective utility is a weighted sum of individual utilities with time-varying utility…

Optimization and Control · Mathematics 2018-07-18 Luis A. Alcala

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

Recent work has considered theoretical models for the behavior of agents with specific behavioral biases: rather than making decisions that optimize a given payoff function, the agent behaves inefficiently because its decisions suffer from…

Computer Science and Game Theory · Computer Science 2017-06-06 Jon Kleinberg , Sigal Oren , Manish Raghavan

Adjustable autonomy refers to entities dynamically varying their own autonomy, transferring decision-making control to other entities (typically agents transferring control to human users) in key situations. Determining whether and when…

Artificial Intelligence · Computer Science 2011-06-24 D. V. Pynadath , P. Scerri , M. Tambe

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

Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…

Computer Science and Game Theory · Computer Science 2025-06-24 Martin Bichler , Julius Durmann , Matthias Oberlechner

We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In constrast with previous MG, the best strategies are not always targeting the minority but are shifting…

Condensed Matter · Physics 2009-11-07 Jorgen Vitting Andersen , Didier Sornette

In this work, we investigate interactions that simultaneously order a system locally, while keeping it globally disordered. The study is done in the context of the emergence of diversity in opinion propagation models with interactions…

Physics and Society · Physics 2017-09-20 André M. Timpanaro

The aim of this paper is to propose a heterogeneous agent model of stock markets that develop complicated endogenous price fluctuations. We find occurrences of non-stationary chaos, or speculative bubble, are caused by the heterogeneity of…

Chaotic Dynamics · Physics 2013-09-11 Taisei Kaizoji

Some of the most relevant future applications of multi-agent systems like autonomous driving or factories as a service display mixed-motive scenarios, where agents might have conflicting goals. In these settings agents are likely to learn…

Multiagent Systems · Computer Science 2022-07-20 Kyrill Schmid , Lenz Belzner , Robert Müller , Johannes Tochtermann , Claudia Linnhoff-Popien

Adaptivity, both of the individual agents and of the interaction structure among the agents, seems indispensable for scaling up multi-agent systems (MAS's) in noisy environments. One important consideration in designing adaptive agents is…

Multiagent Systems · Computer Science 2007-05-23 David H. Wolpert , Sergey Kirshner , Chris J. Merz , Kagan Tumer

In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…

General Finance · Quantitative Finance 2018-06-13 Fausto Cavalli , Ahmad Naimzada , Nicolò Pecora , Marina Pireddu

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

We review existing approaches to mathematical modeling and analysis of multi-agent systems in which complex collective behavior arises out of local interactions between many simple agents. Though the behavior of an individual agent can be…

Robotics · Computer Science 2007-05-23 Kristina Lerman , Aram Galstyan , Tad Hogg

In this work we study opinion formation in a population participating of a public debate with two distinct choices. We considered three distinct mechanisms of social interactions and individuals' behavior: conformity, nonconformity and…

Physics and Society · Physics 2015-12-11 Nuno Crokidakis , Paulo Murilo Castro de Oliveira

We present an interacting-agent model of speculative activity explaining bubbles and crashes in stock markets. We describe stock markets through an infinite-range Ising model to formulate the tendency of traders getting influenced by the…

Statistical Mechanics · Physics 2009-10-31 Taisei Kaizoji

The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some…

Statistical Finance · Quantitative Finance 2009-11-13 Gabriella Vaglica , Fabrizio Lillo , Esteban Moro , Rosario N. Mantegna

We propose model-free (nonparametric) estimators of the volatility of volatility and leverage effect using high-frequency observations of short-dated options. At each point in time, we integrate available options into estimates of the…

Econometrics · Economics 2024-01-24 Carsten H. Chong , Viktor Todorov

Self-modification of agents embedded in complex environments is hard to avoid, whether it happens via direct means (e.g. own code modification) or indirectly (e.g. influencing the operator, exploiting bugs or the environment). It has been…

Artificial Intelligence · Computer Science 2021-01-19 Jakub Tětek , Marek Sklenka , Tomáš Gavenčiak
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