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In recent years, there has been a proliferation of online gambling sites, which made gambling more accessible with a consequent rise in related problems, such as addiction. Hence, the analysis of the gambling behaviour at both the…

物理与社会 · 物理学 2019-07-24 Giuseppe Toscani , Andrea Tosin , Mattia Zanella

The continuous time model of dynamic asset trading is the central model of modern finance. Because trading cannot in fact take place at every moment of time, it would seem desirable to show that the continuous time model can be viewed as…

理论经济学 · 经济学 2022-07-08 William R. Zame

This short review presents a selected history of the mutual fertilization between physics and economics, from Isaac Newton and Adam Smith to the present. The fundamentally different perspectives embraced in theories developed in financial…

综合金融 · 定量金融 2015-06-19 D. Sornette

We present a stylized model with feedback loops for the evolution of a population's wealth over generations. Individuals have both talent and wealth: talent is a random variable distributed identically for everyone, but wealth is a random…

计算机科学与博弈论 · 计算机科学 2022-09-16 Krishna Acharya , Eshwar Ram Arunachaleswaran , Sampath Kannan , Aaron Roth , Juba Ziani

Numerous researchers from various disciplines have explored commonalities and divergences in the evolution of complex social formations. Here, we explore whether there is a 'characteristic' time-course for the evolution of social complexity…

应用统计 · 统计学 2024-02-08 Tobias Wand , Dan Hoyer

There is a significant amount of online human activity which is either clandestine or illicit in nature, and hence where individuals operate under fear of exposure or capture. Yet there is little theoretical understanding of what models…

物理与社会 · 物理学 2017-12-20 Zhenfeng Cao , Minzhang Zheng , Pedro D. Manrique , Zhou He , Neil F. Johnson

Terrorist organizations change over time because of processes such as recruitment and training as well as counter-terrorism (CT) measures, but the effects of these processes are typically studied qualitatively and in separation from each…

动力系统 · 数学 2015-05-13 Alexander Gutfraind

An important task in the analysis of multiagent systems is to understand how groups of selfish players can form coalitions, i.e., work together in teams. In this paper, we study the dynamics of coalition formation under bounded rationality.…

计算机科学与博弈论 · 计算机科学 2011-03-03 John Augustine , Ning Chen , Edith Elkind , Angelo Fanelli , Nick Gravin , Dmitry Shiryaev

The transient fluctuation of the prosperity of firms in a network economy is investigated with an abstract stochastic model. The model describes the profit which firms make when they sell materials to a firm which produces a product and the…

分子网络 · 定量生物学 2013-07-19 Yoshiharu Maeno

We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the…

概率论 · 数学 2009-09-29 Alexander Roitershtein

In this work we study a model of tax evasion. We considered a fixed population divided in three compartments, namely honest tax payers, tax evaders and a third class between the mentioned two, which we call \textit{susceptibles} to become…

物理与社会 · 物理学 2017-05-24 Rafael M. Brum , Nuno Crokidakis

This paper proposes a non-phenomenological model of population growth that is based on the interactions between the individuals that compose the system. It is assumed that the individuals interact cooperatively and competitively. As a…

种群与进化 · 定量生物学 2014-02-18 Fabiano Lemes Ribeiro

We present an agent-based model of microscopic wealth exchange in a dynamic network to study the topological features associated with economic inequality. The model evolves through two alternating processes, the conservative exchange of…

物理与社会 · 物理学 2024-08-30 Gustavo Kohlrausch , Sebastián Gonçalves

We present a model in which we investigate the structure and evolution of a random network that connects agents capable of exchanging wealth. Economic interactions between neighbors can occur only if the difference between their wealth is…

物理与社会 · 物理学 2015-06-19 A. Agreda , K. Tucci

We have shown, in a series of articles, that a classical description of a large number of economic agents can be replaced by a statistical fields formalism. To better understand the accumulation and allocation of capital among different…

综合金融 · 定量金融 2024-01-15 Pierre Gosselin , Aïleen Lotz

We propose a simple method to extract the community structure of large networks. Our method is a heuristic method that is based on modularity optimization. It is shown to outperform all other known community detection method in terms of…

物理与社会 · 物理学 2008-12-01 Vincent D. Blondel , Jean-Loup Guillaume , Renaud Lambiotte , Etienne Lefebvre

We investigate the containment of epidemic spreading in networks from a normative point of view. We consider a susceptible/infected model in which agents can invest in order to reduce the contagiousness of network links. In this setting, we…

理论经济学 · 经济学 2020-07-16 Geraldine Bouveret , Antoine Mandel

Advances in synthetic biology allow us to engineer bacterial collectives with pre-specified characteristics. However, the behavior of these collectives is difficult to understand, as cellular growth and division as well as extra-cellular…

细胞行为 · 定量生物学 2017-09-13 James J. Winkle , Oleg Igoshin , Matthew R. Bennett , Krešimir Josić , William Ott

This research deals with the mathematical modeling of the physical capital diffusion through the borders of the countries. The physical capital is considered an important variable for the economic growth of a country. Here we use an…

We consider finite-range, many-body fermionic lattice models and we study the evolution of their thermal equilibrium state after introducing a weak and slowly varying time-dependent perturbation. Under suitable assumptions on the external…

数学物理 · 物理学 2024-07-12 Rafael L. Greenblatt , Markus Lange , Giovanna Marcelli , Marcello Porta