Related papers: Structurally dynamic spin market networks
We study an agent-based stock market model with heterogeneous agents and friction. Our model is based on that of Foellmer-Schweizer(1993): The process of a stock price in a discrete-time framework is determined by temporary equilibria via…
We present the result of a dual modeling of opinion network. The model complements the agent-based opinion models by attaching to the social agent (voters) network a political opinion (party) network having its own intrinsic mechanisms of…
Dynamic networks have been increasingly used to characterize brain connectivity that varies during resting and task states. In such characterizations, a connectivity network is typically measured at each time point for a subject over a…
The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and…
Dynamical networks are powerful tools for modeling a broad range of complex systems, including financial markets, brains, and ecosystems. They encode how the basic elements (nodes) of these systems interact altogether (via links) and evolve…
The structure and dynamic of social network are largely determined by the heterogeneous interaction activity and social capital allocation of individuals. These features interplay in a non-trivial way in the formation of network and…
To understand the structural dynamics of a large-scale social, biological or technological network, it may be useful to discover behavioral roles representing the main connectivity patterns present over time. In this paper, we propose a…
Many biological systems collectively construct complex, adaptive, and functional architectures, where function emerges from bottom-up building processes rather than top-down planning or centralized control. However, general strategies for…
In many complex systems, states and interaction structure coevolve towards a dynamic equilibrium. For the adaptive contact process, we obtain approximate expressions for the degree distributions that characterize the interaction network in…
We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…
The objective of this paper is to identify and analyze the response actions of a set of players embedded in sub-networks in the context of interaction and learning. We characterize strategic network formation as a static game of…
We investigate a model of stratified economic interactions between agents when the notion of spatial location is introduced. The agents are placed on a network with near-neighbor connections. Interactions between neighbors can occur only if…
We propose a model of a learning agent whose interaction with the environment is governed by a simulation-based projection, which allows the agent to project itself into future situations before it takes real action. Projective simulation…
Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large…
Complex networks describe a wide range of systems in nature and society, much quoted examples including the cell, a network of chemicals linked by chemical reactions, or the Internet, a network of routers and computers connected by physical…
Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditional rule-based market simulators often fall short in…
We construct and analyze a rate-based neural network model in which self-interacting units represent clusters of neurons with strong local connectivity and random inter-unit connections reflect long-range interactions. When sufficiently…
Many real-world networks such as social networks consist of strategic agents. The topology of these networks often plays a crucial role in determining the ease and speed with which certain information driven tasks can be accomplished.…
In this study, we developed a computational framework for simulating large-scale agent-based financial markets. Our platform supports trading multiple simultaneous assets and leverages distributed computing to scale the number and…
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…