相关论文: Explicit solutions to a vector time series model a…

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…

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

We consider stochastic discrete event dynamic systems that have time evolution represented with two-dimensional state vectors through a vector equation that is linear in terms of an idempotent semiring. The state transitions are governed by…

To implement the previously formulated principles of sustainable economic development, all non-negative solutions of the linear system of equations and inequalities, which are satisfied by the vector of real consumption, are completely…

In finance, economics and many other fields, observations in a matrix form are often observed over time. For example, many economic indicators are obtained in different countries over time. Various financial characteristics of many…

We study a multi-agent output regulation problem, where not all agents have access to the exosystem's dynamics. We propose a fully distributed controller that solves the problem for linear, heterogeneous, and uncertain agent dynamics as…

In this chapter, an input-output economic model with multiple interactive economic systems is considered. The model captures the multi-dimensional nature of the economic sectors or industries in each economic system, the interdependencies…

In this article, we discuss a novel approach to solving number sequence problems, in which sequences of numbers following unstated rules are given, and missing terms are to be inferred. We develop a methodology of decomposing test sequences…

Evolutionary game theory is a mathematical toolkit to analyse the interactions that an individual agent has in a population and how the composition of strategies in this population evolves over time. While it can provide neat solutions to…

We consider continuous-time consensus seeking systems whose time-dependent interactions are cut-balanced, in the following sense: if a group of agents influences the remaining ones, the former group is also influenced by the remaining ones…

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…

Multi-agent approach has become popular in computer science and technology. However, the conventional models of multi-agent and multicomponent systems implicitly or explicitly assume existence of absolute time or even do not include time in…

Agents' heterogeneity is recognized as a driver mechanism for the persistence of financial volatility. We focus on the multiplicity of investment strategies' horizons, we embed this concept in a continuous time stochastic volatility…

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Inspired by the need for effective stochastic models to describe the complex behavior of biological motor proteins that move on linear tracks exact results are derived for the velocity and dispersion of simple linear sequential models (or…

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

We present a model of an economy inspired by individual based model approaches in evolutionary ecology. We demonstrate that evolutionary dynamics in a space of companies interconnected through a correlated interaction matrix produces time…

Presented here is the explicit solution to the continuous time approximation of the Albert-Barab\'asi scale-free network model at any time t. The solution is found by recursively solving the differential equations via integrating factors,…

Multi-species reaction-diffusion systems, with nearest-neighbor interaction on a one-dimensional lattice are considered. Necessary and sufficient constraints on the interaction rates are obtained, that guarantee the closedness of the time…

Many complex adaptive systems contain a large diversity of specialized components. The specialization at the level of the microscopic degrees of freedom, and diversity at the level of the system as a whole are phenomena that appear during…