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As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…

其他凝聚态物理 · 物理学 2007-05-23 Jie Wang , Chun-Xia Yang , Pei-Ling Zhou , Ying-Di Jin , Tao Zhou , Bing-Hong Wang

This article deals with the emergence of a specific mating preference pattern called homogamy in a population. Individuals are characterized by their genotype at two haploid loci, and the population dynamics is modelled by a non-linear…

概率论 · 数学 2019-09-25 Coron Camille , Costa Manon , Laroche Fabien , Leman Hélène , Smadi Charline

Stochastic fluctuations are central to the understanding of extinction dynamics. In the context of population models they allow for the description of the transition from the vicinity of a non-trivial fixed point of the deterministic…

统计力学 · 物理学 2015-08-04 Claudia Cianci , Duccio Fanelli , Alan J. McKane

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…

交易与市场微观结构 · 定量金融 2009-11-13 V. Alfi , M. Cristelli , L. Pietronero , A. Zaccaria

We consider the problem of categorizing and describing the dynamic properties and behaviours of crowds over time. Previous work has tended to focus on a relatively static "typology"-based approach, which does not account for the fact that…

多智能体系统 · 计算机科学 2024-04-15 Martyn Amos , Steve Gwynne , Anne Templeton

Pertaining to Agent-based Computational Economics (ACE), this work presents two models for the rise and downfall of speculative bubbles through an exchange price fixing based on double auction mechanisms. The first model is based on a…

计算机科学与博弈论 · 计算机科学 2016-08-16 Yann Semet , Sylvain Gelly , Marc Schoenauer , Michèle Sebag

About 45,000 years ago, symbolic and technological complexity of human artefacts increased drastically. Computer simulations of Powell, Shennan and Thomas (2009) explained it through an increase of the population density, facilitating the…

物理与社会 · 物理学 2015-05-30 M. A. Sumour , M. A. Radwan , M. M. Shabat , Ali H. El-Astal

Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…

综合金融 · 定量金融 2011-09-07 Thomas Kauê Dal'Maso Peron , Francisco Aparecido Rodrigues

Taking informed decisions, namely acting rationally, is an individual attitude of paramount relevance in nature and human societies. In this work, we study how rationality spreads in a community. To this end, through an agent-based model,…

We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and its liabilities.The capital reserves of a bank are the…

风险管理 · 定量金融 2019-05-30 Lorella Fatone , Francesca Mariani

We study the well-known sociological phenomenon of gang aggregation and territory formation through an interacting agent system defined on a lattice. We introduce a two-gang Hamiltonian model where agents have red or blue affiliation but…

数学物理 · 物理学 2015-06-11 Alethea B. T. Barbaro , Lincoln Chayes , Maria R. D'Orsogna

Random graph models with limited choice have been studied extensively with the goal of understanding the mechanism of the emergence of the giant component. One of the standard models are the Achlioptas random graph processes on a fixed set…

概率论 · 数学 2012-12-24 Shankar Bhamidi , Amarjit Budhiraja , Xuan Wang

We study the evolution of cooperation as a birth-death process in spatially extended populations. The benefit from the altruistic behavior of a cooperator is implemented by decreasing the death rate of its direct neighbors. The cost of…

种群与进化 · 定量生物学 2020-04-14 Konstantin Klemm , Nagi Khalil

Mathematical theory of selection is developed within the frameworks of general models of inhomogeneous populations with continuous time. Methods that allow us to study the distribution dynamics under natural selection and to construct…

种群与进化 · 定量生物学 2009-12-22 Georgy P. Karev

Due to the co-evolution of supermassive black holes and their host galaxies, understanding the mechanisms that trigger active galactic nuclei (AGN) are imperative to understanding galaxy evolution and the formation of massive galaxies. It…

宇宙学与河外天体物理 · 物理学 2015-06-04 Aden R. Draper , David R. Ballantyne

Cryptocurrencies have recently been in the spotlight of public debate due to their embrace by the new US President, with crypto fans expecting a 'bull run'. The global cryptocurrency market capitalisation is more than \$3.50 trillion, with…

计算工程、金融与科学 · 计算机科学 2025-11-12 Marco Venturini , Daniel García-Costa , Elena Álvarez-García , Francisco Grimaldo , Flaminio Squazzoni

We present here a general framework, expressed by a system of nonlinear differential equations, suitable for the modelling of taxation and redistribution in a closed (trading market) society. This framework allows to describe the evolution…

物理与社会 · 物理学 2011-09-06 Maria Letizia Bertotti , Giovanni Modanese

We study the effect of altruism in two simple asset exchange models: the yard sale model (winner gets a random fraction of the poorer player's wealth) and the theft and fraud model (winner gets a random fraction of the loser's wealth). We…

物理与社会 · 物理学 2009-11-11 M. Rodriguez-Achach , R. Huerta-Quintanilla

Bet-hedging is a phenotype diversification strategy that combines a fast-growing vulnerable phenotype with a slow-growing resistant phenotype. In environments switching between favorable and unfavorable conditions, bet-hedging optimizes…

种群与进化 · 定量生物学 2024-06-18 Manuel Dávila-Romero , Francisco J. Cao-García , Luis Dinis

Cretaceous-Cenozoic history of angiosperms led to the a certain character of the distribution of taxa of different levels (the number of species and genera in families, species/genera ratio in families, the number of species in the genera).…

种群与进化 · 定量生物学 2016-04-22 Serge Sheremet'ev , Xenia Chebotareva