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Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

We study a heterogeneous agent macroeconomic model with an infinite number of households and firms competing in a labor market. Each household earns income and engages in consumption at each time step while aiming to maximize a concave…

General Economics · Economics 2023-03-10 Ruitu Xu , Yifei Min , Tianhao Wang , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

Providing a comprehensive view of the city operation and offering useful metrics for decision making is a well known challenge for urban risk analysis systems. Existing systems are, in many cases, generalizations of previous domain specific…

Multiagent Systems · Computer Science 2025-01-10 David Carraminana , Ana M. Bernardos , Juan A. Besada , Jose R. Casar

Modal shift in public transport as a consequence of a disruption on a line has in some cases unforeseen consequences such as an increase in congestion in the rest of the network. How information is provided to users and their behavior plays…

Multiagent Systems · Computer Science 2021-07-27 Thibaut Barbet , Amine Nacer-Weill , Changtao Yang , Juste Raimbault

In this work we review some recent development in the mathematical modelling of quantitative sociology by means of statistical mechanics. After a short pedagogical introduction to static and dynamic properties of many body systems, we…

Physics and Society · Physics 2009-10-15 Elena Agliari , Adriano Barra , Raffaella Burioni , Pierluigi Contucci

Populations exhibiting partial migration consist of two groups of individuals: Those that mi- grate between habitats, and those that remain fixed in a single habitat. We propose several discrete-time population models to investigate the…

Dynamical Systems · Mathematics 2016-10-31 Anushaya Mohapatra , Haley A. Ohms , David A. Lytle , Patrick De Leenheer

A central problem in the study of human mobility is that of migration systems. Typically, migration systems are defined as a set of relatively stable movements of people between two or more locations over time. While these emergent systems…

Applications · Statistics 2024-11-08 Zack W. Almquist , Tri Duc Nguyen , Mikael Sorensen , Xiao Fu , Nicholas D. Sidiropoulos

We investigate the effects of cooperativity between contagion processes that spread and persist in a host population. We propose and analyze a dynamical model in which individuals that are affected by one transmissible agent $A$ exhibit a…

Physics and Society · Physics 2017-11-22 Li Chen , Fakhteh Ghanbarnejad , Dirk Brockmann

Lattice-based random walk models are widely used to study populations of migrating cells with motility bias and proliferation. Crowding is typically represented by volume exclusion, where each lattice site can be occupied by at most one…

Populations and Evolution · Quantitative Biology 2026-01-28 Michael J. Plank , Matthew J. Simpson

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

Industrial symbiosis fosters circularity by enabling firms to repurpose residual resources, yet its emergence is constrained by socio-spatial frictions that shape costs, matching opportunities, and market efficiency. Existing models often…

Computer Science and Game Theory · Computer Science 2026-02-17 Matthieu Mastio , Paul Saves , Benoit Gaudou , Nicolas Verstaevel

Based on criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data.…

Statistical Finance · Quantitative Finance 2010-08-31 R. Vilela Mendes

The Axelrod model of cultural dissemination has been widely studied in the field of statistical mechanics. The traditional version of this agent-based model is to assign a cultural vector of $F$ components to each agent, where each…

Physics and Society · Physics 2021-12-23 Lucía Pedraza , Sebastián Pinto , Juan Pablo Pinasco , Pablo Balenzuela

In this work, we develop a mathematical model to describe the local movement of individuals by taking into account their return to home after a period of travel. We provide a suitable functional framework to handle this system and study the…

Analysis of PDEs · Mathematics 2022-01-19 Arnaud Ducrot , Pierre Magal

Immigration is often blamed for increasing unemployment among local workers. This sentiment is reflected in the rise of anti-immigration parties and policies in Western democracies. And in fact, numerous studies estimate that in the short…

General Economics · Economics 2024-12-11 Pascal Michaillat

We propose a distributed algorithm for multiagent systems that aim to optimize a common objective when agents differ in their estimates of the objective-relevant state of the environment. Each agent keeps an estimate of the environment and…

Systems and Control · Electrical Eng. & Systems 2019-12-10 Sina Arefizadeh , Ceyhun Eksin

We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…

Physics and Society · Physics 2015-06-22 Sanchari Goswami , Parongama Sen

An agent-based modelling methodology for the joint price evolution of two stocks is put forward. The method models future multidimensional price trajectories reflecting how a class of agents rebalance their portfolios in an operational way…

Mathematical Finance · Quantitative Finance 2025-03-25 Dario Crisci , Sebastian E. Ferrando , Konrad Gajewski

Addressing issues of social diversity, we introduce a model of housing transactions between agents who are heterogeneous in their willingness to pay. A key assumption is that agents' preferences for a location depend on both an intrinsic…

Physics and Society · Physics 2012-10-09 Laetitia Gauvin , Annick Vignes , Jean-Pierre Nadal

Modelling and computational methods have been essential in advancing quantitative science, especially in the past two decades with the availability of vast amount of complex, voluminous, and heterogeneous data. In particular, there has been…

Multiagent Systems · Computer Science 2020-07-09 Affan Shoukat , Seyed M. Moghadas
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