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This paper addresses the problem of estimating the tail index of distributions with heavy, Pareto-type tails for dependent data, that is of interest in the areas of finance, insurance, environmental monitoring and teletraffic analysis. A…

Methodology · Statistics 2010-05-25 Stilian A Stoev , George Michailidis

Crowdsourcing is an effective method to collect data by employing distributed human population. Researchers introduce appropriate reward mechanisms to incentivize agents to report accurately. In particular, this paper focuses on Peer-Based…

Computer Science and Game Theory · Computer Science 2021-12-23 Samhita Kanaparthy , Sankarshan Damle , Sujit Gujar

On the framework of the Linear Farmer's Model, we approach the indeterminacy of agents' behaviour by associating with each agent an unconditional probability for her to be active at each time step. We show that Pareto tailed returns can…

Statistical Mechanics · Physics 2008-12-02 Rui Carvalho

We present a dynamical model for rewiring and attachment in bipartite networks in which edges are added between nodes that belong to catalogs that can either be fixed in size or growing in size. The model is motivated by an empirical study…

Physics and Society · Physics 2013-09-10 Mariano Beguerisse-Diaz , Mason A. Porter , Jukka-Pekka Onnela

P2P systems are a great solution to the problem of distributing resources. The main issue of P2P networks is that searching and retrieving resources shared by peers is usually expensive and does not take into account similarities among…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 V. Carchiolo , M. Malgeri , G. Mangioni , V. Nicosia

We analyze systems of agents sharing light-tailed risky claims issued by different financial objects. Assuming exponentially distributed claims, we obtain that both agents' and system's losses follow generalized exponential mixture…

Risk Management · Quantitative Finance 2016-12-22 Claudia Klüppelberg , Miriam Isabel Seifert

Utilizing distributed renewable and energy storage resources in local distribution networks via peer-to-peer (P2P) energy trading has long been touted as a solution to improve energy systems' resilience and sustainability. Consumers and…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Chen Feng , Andrew L. Liu

Peer-to-peer (P2P) energy trading and energy communities have garnered much attention over in recent years due to increasing investments in local energy generation and storage assets. However, the efficiency to be gained from P2P trading,…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Ying Zhang , Valentin Robu , Sho Cremers , Sonam Norbu , Benoit Couraud , Merlinda Andoni , David Flynn , H. Vincent Poor

In this paper, we address the problem of content placement in peer-to-peer systems, with the objective of maximizing the utilization of peers' uplink bandwidth resources. We consider system performance under a many-user asymptotic. We…

Networking and Internet Architecture · Computer Science 2015-03-17 Bo , Tan , Laurent Massoulie

World models enable long-horizon planning by internally generating and evaluating imagined trajectories, making them a promising foundation for generalist agents. However, this imagination-driven decision process also introduces new…

Machine Learning · Computer Science 2026-05-05 Siyuan Duan , Ke Zhang , Xizhao Luo

We discuss the feasibility of predicting, managing and subsequently manipulating, the future evolution of a Complex Adaptive System. Our archetypal system mimics a population of adaptive, interacting objects, such as those arising in the…

Physics and Society · Physics 2007-05-23 David M. D. Smith , Neil F. Johnson

In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 H. Lamba

Heavy-tailed distributions of meme popularity occur naturally in a model of meme diffusion on social networks. Competition between multiple memes for the limited resource of user attention is identified as the mechanism that poises the…

Physics and Society · Physics 2014-07-30 James P. Gleeson , Jonathan A. Ward , Kevin P. O'Sullivan , William T. Lee

Peer-to-Peer (P2P) botnets are becoming widely used as a low-overhead, efficient, self-maintaining, distributed alternative to the traditional client/server model across a broad range of cyberattacks. These cyberattacks can take the form of…

Cryptography and Security · Computer Science 2014-10-01 Mark Scanlon , M-Tahar Kechadi

In sponsored content and service markets, the content and service providers are able to subsidize their target mobile users through directly paying the mobile network operator, to lower the price of the data/service access charged by the…

Networking and Internet Architecture · Computer Science 2021-08-17 Wenbo Wang , Zehui Xiong , Dusit Niyato , Ping Wang , Zhu Han

In last-mile delivery logistics, peer-to-peer logistic platforms play an important role in connecting senders, customers, and independent carriers to fulfill delivery requests. Since the carriers are not under the platform's control, the…

Optimization and Control · Mathematics 2025-06-11 Martina Cerulli , Claudia Archetti , Elena Fernandez , Ivana Ljubic

The increasing penetration of embedded renewables makes forecasting net-load, consumption less embedded generation, a significant and growing challenge. Here a framework for producing probabilistic forecasts of net-load is proposed with…

Applications · Statistics 2022-10-06 Jethro Browell , Matteo Fasiolo

Using Betfair's time series data, an analysis of the United Kingdom (UK) horse racing market reveals an interesting paradox: a market with short tails, rapidly decaying autocorrelations, and no long-term memory. There seems to be a…

Computational Engineering, Finance, and Science · Computer Science 2024-02-06 Narayan Tondapu

Peer-to-peer (P2P) lending is a fast growing financial technology (FinTech) trend that is displacing traditional retail banking. Studies on P2P lending have focused on predicting individual interest rates or default probabilities. However,…

Econometrics · Economics 2017-11-01 Jessica Foo , Lek-Heng Lim , Ken Sze-Wai Wong

Layered video streaming in peer-to-peer (P2P) networks has drawn great interest, since it can not only accommodate large numbers of users, but also handle peer heterogeneity. However, there's still a lack of comprehensive studies on chunk…

Networking and Internet Architecture · Computer Science 2014-01-20 Abbas Bradai , Ubaid Abbasi , Raul Landa , Toufik Ahmed