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Multi-agent complex systems comprising populations of decision-making particles, have many potential applications across the biological, informational and social sciences. We show that the time-averaged dynamics in such systems bear a…

Physics and Society · Physics 2009-11-11 Neil F. Johnson , David M. D. Smith , Pak Ming Hui

In this paper, we propose a statistical aggregation method for agent-based models with heterogeneous agents that interact both locally on a complex adaptive network and globally on a market. The method combines three approaches from…

Theoretical Economics · Economics 2020-11-04 Jakob J. Kolb , Finn Müller-Hansen , Jürgen Kurths , Jobst Heitzig

In this short paper we define the wealth process in a spin model for market microstructure, for individual agents and in aggregate. The agents in our model try to balance their desire to belong to the local majority (herding behavior),…

Probability · Mathematics 2008-12-02 Ted Theodosopoulos , Ming Yuen

The interrelation of dynamic processes active on separated time-scales in glasses and viscous liquids is investigated using a model displaying two time-scale bifurcations both between fast and secondary relaxation and between secondary and…

Disordered Systems and Neural Networks · Physics 2015-03-19 Andrea Crisanti , Luca Leuzzi , Matteo Paoluzzi

A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…

Physics and Society · Physics 2008-12-02 Abhijit Kar Gupta

We consider open multi-agent systems. Unlike the systems usually studied in the literature, here agents may join or leave while the process studied takes place. The system composition and size evolve thus with time. We focus here on systems…

Multiagent Systems · Computer Science 2017-09-18 Julien M. Hendrickx , Samuel Martin

Multi-agent learning is a challenging problem in machine learning that has applications in different domains such as distributed control, robotics, and economics. We develop a prescriptive model of multi-agent behavior using Markov games.…

Artificial Intelligence · Computer Science 2020-05-27 Jalal Etesami , Christoph-Nikolas Straehle

The goal of this report is to define abstractions for multi-agent systems with feedback interconnection in their dynamics. In the proposed decentralized framework, we specify a finite or countable transition system for each agent which only…

Systems and Control · Computer Science 2016-08-24 Dimitris Boskos , Dimos V. Dimarogonas

This methods article concerns analysing data generated from running experiments on agent based models to study industries and organisations. It demonstrates that when researchers study virtual ecologies they can and should discard…

Applications · Statistics 2024-09-27 Thomas Chesney , Tim Gruchman , Robert Pasley , Altricia Dawson , Stefan Gold

We introduce an agent-based model for the spreading of technological developments in socio-economic systems where the technology is mainly used for the collaboration/interaction of agents. Agents use products of different technologies to…

Physics and Society · Physics 2009-11-13 Ferenc Kun , Gergely Kocsis , Janos Farkas

The nonexponential relaxation ocurring in complex dynamics manifested in a wide variety of systems is analyzed through a simple model of diffusion in phase space. It is found that the inability of the system to find its equilibrium state in…

Statistical Mechanics · Physics 2009-11-10 A. Perez-Madrid

The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase…

General Finance · Quantitative Finance 2014-12-30 Stanislao Gualdi , Marco Tarzia , Francesco Zamponi , Jean-Philippe Bouchaud

We propose a minimal multi-agent model for the collective dynamics of opinion formation in the society, by modifying kinetic exchange dynamics studied in the context of income, money or wealth distributions in a society. This model has an…

Physics and Society · Physics 2015-05-19 Mehdi Lallouache , Anindya S. Chakrabarti , Anirban Chakraborti , Bikas K. Chakrabarti

In a social group its members are caled here agents. Any two agents from the group may interact. The interaction consists of the exchange of information and it costs some energy. There exist subgroups of interacting agents which are…

Statistical Mechanics · Physics 2021-08-19 Ondrej Hudak , Jana Tothova

In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on…

General Economics · Economics 2019-01-30 Aurélien Hazan

We investigate a generalized stochastic model with the property known as mean reversion, that is, the tendency to relax towards a historical reference level. Besides this property, the dynamics is driven by multiplicative and additive…

Physics and Society · Physics 2009-11-11 C. Anteneodo , R. Riera

Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…

Statistical Mechanics · Physics 2025-10-15 Mauricio J. del Razo , Margarita Kostré

The models of statistical physics used to study collective phenomena in some interdisciplinary contexts, such as social dynamics and opinion spreading, do not consider the effects of the memory on individual decision processes. On the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Luca Dall'Asta , Andrea Baronchelli

We present a detailed study of the statistical properties of an Agent Based Model and of its generalization to the multiplicative dynamics. The aim of the model is to consider the minimal elements for the understanding of the origin of the…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 V. Alfi , M. Cristelli , L. Pietronero , A. Zaccaria

The phenomenon of brain drain, that is the emigration of highly skilled people, has many undesirable effects, particularly for developing countries. In this study, an agent-based model is developed to understand the dynamics of such…

Physics and Society · Physics 2021-03-30 Furkan Gürsoy , Bertan Badur
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