相关论文: Thought Viruses and Asset Prices

We consider the SIR model and study the first time the number of infected individuals begins to decrease and the first time this population is below a given threshold. We interpret these times as functions of the initial susceptible and…

The Susceptible-Infectious-Recovered (SIR) model is the canonical model of epidemics of infections that make people immune upon recovery. Many of the open questions in computational epidemiology concern the underlying contact structure's…

We study SIR type epidemics on graphs in two scenarios: (i) when the initial infections start from a well connected central region, (ii) when initial infections are distributed uniformly. Previously, \'Odor et al. demonstrated on a few…

We consider the problem of maximizing portfolio value when an agent has a subjective view on asset value which differs from the traded market price. The agent's trades will have a price impact which affect the price at which the asset is…

Epidemic models and self-exciting processes are two types of models used to describe diffusion phenomena online and offline. These models were originally developed in different scientific communities, and their commonalities are…

Pandemics involve the high transmission of a disease that impacts global and local health and economic patterns. The impact of a pandemic can be minimized by enforcing certain restrictions on a community. However, while minimizing infection…

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…

On a capital market the social group is formed from traders. Individual behaviour of agents is influenced by the need to associate with other agents and to obtain the approval of other agents in the group. Making decisions an individual…

We study the susceptible-infected-recovered (SIR) epidemic on a random graph chosen uniformly over all graphs with certain critical, heavy-tailed degree distributions. For this model, each vertex infects all its susceptible neighbors and…

We present a simple agent-based model to study the development of a bubble and the consequential crash and investigate how their proximate triggering factor might relate to their fundamental mechanism, and vice versa. Our agents invest…

Intent of this research is to explore how mathematical models, specifically Susceptible-Infected-Removed (SIR) model, can be utilized to forecast peak outbreak timeline of COVID-19 epidemic amongst a population of interest starting from the…

We consider a behavioral-feedback SIR epidemic model, in which the infection rate depends in feedback on the fractions of susceptible and infected agents, respectively. The considered model allows one to account for endogenous adaptation…

Traditional studies about disease dynamics have focused on global stability issues, due to their epidemiological importance. We study a classical SIR-SI model for arboviruses in two different directions: we begin by describing an…

Urban housing markets, along with markets of other assets, universally exhibit periods of strong price increases followed by sharp corrections. The mechanisms generating such non-linearities are not yet well understood. We develop an…

Information spreading in a population can be modeled as an epidemic. Campaigners (e.g. election campaign managers, companies marketing products or movies) are interested in spreading a message by a given deadline, using limited resources.…

We propose an integral model describing an epidemic of an infectious disease. The model is behavioural in the sense that the constitutive law for the force of infection includes a distributed delay, called "information index", that…

We propose a network behavioral-feedback Susceptible-Infected-Recovered (SIR) epidemic model in which the interaction matrix describing the infection rates across subpopulations depends in feedback on the current epidemic state. This model…

The ability to actually implement epidemic models is a crucial stake for public institutions, as they may be overtaken by the increasing complexity of current models and sometimes tend to revert to less elaborate models such as the SIR. In…

It is critical to understand and model the behavior of individuals in a pandemic, as well as identify effective ways to guide people's behavior in order to better control the epidemic spread. However, current research fails to account for…

We propose a mathematical model to analyze the effects of anti-infection behavior on the equilibrium states of an infectious disease. The anti-infection behavior is incorporated into a classical epidemiological SIR model, by considering the…