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相关论文: Modelling Trading Networks and the Role of Trust

200 篇论文

A simple computer simulation model of a closed market on a fixed network with free flow of goods and money is introduced. The model contains only two variables : the amount of goods and money beside the size of the system. An initially flat…

适应与自组织系统 · 物理学 2012-09-25 Marcel Ausloos , Andrzej Pekalski

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…

物理与社会 · 物理学 2015-06-22 Sanchari Goswami , Parongama Sen

Leading agent-based trust models address two important needs. First, they show how an agent may estimate the trustworthiness of another agent based on prior interactions. Second, they show how agents may share their knowledge in order to…

多智能体系统 · 计算机科学 2014-01-17 Yonghong Wang , Chung-Wei Hang , Munindar P. Singh

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

统计力学 · 物理学 2009-10-31 Filippo Castiglione

We propose a simple market model where agents trade different types of products with each other by using money, relying only on local information. Value fluctuations of single products, combined with the condition of maximum profit in…

凝聚态物理 · 物理学 2015-06-24 Raul Donangelo , Alex Hansen , Kim Sneppen , Sergio R. Souza

We describe a simple model for speculative trading based on adaptive behavior of economic agents.The adaptive behavior is expressed through a feedback mechanism for changing agents' stock-to-bond ratios, depending on the past performance of…

交易与市场微观结构 · 定量金融 2018-09-26 Misha Perepelitsa

We study the problem of an agent continuously faced with the decision of placing or not placing trust in an institution. The agent makes use of Bayesian learning in order to estimate the institution's true trustworthiness and makes the…

物理与社会 · 物理学 2024-02-06 Benedikt V. Meylahn , Arnoud V. den Boer , Michel Mandjes

We consider a dynamic social network model in which agents play repeated games in pairings determined by a stochastically evolving social network. Individual agents begin to interact at random, with the interactions modeled as games. The…

概率论 · 数学 2007-05-23 Brian Skyrms , Robin Pemantle

In this paper, we present a model of a trust-based recommendation system on a social network. The idea of the model is that agents use their social network to reach information and their trust relationships to filter it. We investigate how…

适应与自组织系统 · 物理学 2008-09-07 Frank E. Walter , Stefano Battiston , Frank Schweitzer

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 our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

多智能体系统 · 计算机科学 2007-05-23 Jose M. Vidal , Edmund H. Durfee

A dynamic herding model with interactions of trading volumes is introduced. At time $t$, an agent trades with a probability, which depends on the ratio of the total trading volume at time $t-1$ to its own trading volume at its last trade.…

交易与市场微观结构 · 定量金融 2009-11-03 F. Ren , B. Zheng , P. Chen

Involving effects of media, opinion leader and other agents on the opinion of individuals of market society, a trader based model is developed and utilized to simulate price via supply and demand. Pronounced effects are considered with…

物理与社会 · 物理学 2009-11-11 Caglar Tuncay

An agent's assessment of its trust in another agent is commonly taken to be a measure of the reliability/predictability of the latter's actions. It is based on the trustor's past observations of the behaviour of the trustee and requires no…

人工智能 · 计算机科学 2019-06-03 Kinzang Chhogyal , Abhaya Nayak , Aditya Ghose , Hoa Khanh Dam

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

综合金融 · 定量金融 2018-03-14 Carlo Brugna , Giuseppe Toscani

Recently, in order to explore the mechanism behind wealth or income distribution, several models have been proposed by applying principles of statistical mechanics. These models share some characteristics, such as consisting of a group of…

物理与社会 · 物理学 2008-12-02 Yougui Wang , Ning Ding , Ning Xi

We provide simple models for the utility function (or psychology) of an actor trading a multitude of goods for money. In this framework, money has no intrinsic consumption value, but is required as a medium of exchange. A collection of such…

物理与社会 · 物理学 2026-05-25 Robert S. Farr

A model for the joint evolution of opinions and how much the agents trust each other is presented. The model is built using the framework of the Continuous Opinions and Discrete Actions (CODA) model. Instead of a fixed probability that the…

物理与社会 · 物理学 2014-11-19 André C. R. Martins

We investigate the dynamics of a trust game on a mixed population where individuals with the role of buyers are forced to play against a predetermined number of sellers, whom they choose dynamically. Agents with the role of sellers are also…

综合金融 · 定量金融 2013-01-11 Tiago P. Peixoto , Stefan Bornholdt

We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…

计量经济学 · 经济学 2024-05-07 James T. Wilkinson , Jacob Kelter , John Chen , Uri Wilensky
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