相关论文: Swarm behavior of traders with different subjectiv…

Theoretical models of populations and swarms typically start with the assumption that the motion of agents is governed by the local stimuli. However, an intelligent agent, with some understanding of the laws that govern its habitat, can…

The emerging collective motions of swarms of interacting agents are a subject of great interest in application areas ranging from biology to physics and robotics. In this paper, we conduct a careful analysis of the collective dynamics of a…

Swarms are self-organized dynamical coupled agents which evolve from simple rules of communication. They are ubiquitous in nature, and be- coming more prominent in defense applications. Here we report on a preliminary study of swarm…

In this study, we present a simple stochastic order-book model for investors' swarm behaviors seen in the continuous double auction mechanism, which is employed by major global exchanges. Our study shows a characteristic called "fat tail"…

We study the limits of linear modeling of swarm behavior by characterizing the inflection point beyond which linear models of swarm collective behavior break down. The problem we consider is a central place object gathering task. We design…

Collective behavior, and swarm formation in particular, has been studied from several perspectives within a large variety of fields, ranging from biology to physics. In this work, we apply Projective Simulation to model each individual as…

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer…

We introduce a multi-agent model for exploring how selection of neighbours determines some aspects of order and cohesion in swarms. The model algorithm states that every agents' motion seeks for an optimal distance from the nearest…

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

Swarms of large numbers of agents appear in many biological and engineering fields. Dynamic bi-stability of co-existing spatio-temporal patterns has been observed in many models of large population swarms. However, many reduced models for…

Many studies have shown that there are regularities in the way human beings make decisions. However, our ability to obtain models that capture such regularities and can accurately predict unobserved decisions is still limited. We tackle…

Individual cooperative strategy influences the surrounding dynamic population, which in turn affects cooperative strategy. To better model this phenomenon, we develop a Markov decision chain based game transitions model and examine the…

Emergence and emergent behaviors are often defined as cases where changes in local interactions between agents at a lower level effectively changes what occurs in the higher level of the system (i.e., the whole swarm) and its properties.…

There are no solid arguments to sustain that digital currencies are the future of online payments or the disruptive technology that some of its former participants declared when used to face critiques. This paper aims to solve the…

We explore a simplified class of models we call swarms, which are inspired by the collective behavior of social insects. We perform a mean-field stability analysis and perform numerical simulations of the model. Several interesting types of…

Making use of swarm methods in financial market modeling of liquidity, and techniques from financial analysis in swarm analysis, holds the potential to advance both research areas. In swarm research, the use of game theory methods holds the…

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…

Standard economic theory assumes that agents in markets behave rationally. However, the observation of extremely large fluctuations in the price of financial assets that are not correlated to changes in their fundamental value, as well as…

We propose a simple adaptive-network model describing recent swarming experiments. Exploiting an analogy with human decision making, we capture the dynamics of the model by a low-dimensional system of equations permitting analytical…

Financial markets are subject to long periods of polarized behavior, such as bull-market or bear-market phases, in which the vast majority of market participants seem to almost exclusively choose one action (between buying or selling) over…