相关论文: Thought Viruses and Asset Prices

We develop original models to study interacting agents in financial markets and in social networks. Within these models randomness is vital as a form of shock or news that decays with time. Agents learn from their observations and learning…

Among the statistical tools for online information diffusion modeling, both epidemic models and Hawkes point processes are popular choices. The former originate from epidemiology, and consider information as a viral contagion which spreads…

In a collection of particles performing independent random walks on $\mathbb Z^d$ we study the spread of an infection with SIR dynamics. Susceptible particles become infected when they meet an infected particle. Infected particles heal and…

In this paper, we present a discrete-time networked SEIR model using population flow, its derivation, and assumptions under which this model is well defined. We identify properties of the system's equilibria, namely the healthy states. We…

AI agents are increasingly deployed as quasi-autonomous systems for specialized tasks, yet their potential as computational models of decision-making remains underexplored. We develop a generative AI agent to study repetitive policy…

The paradigm for compartment models in epidemiology assumes exponentially distributed incubation and removal times, which is not realistic in actual populations. Commonly used variations with multiple exponentially distributed variables are…

Much research has been conducted arguing that tipping points at which complex systems experience phase transitions are difficult to identify. To test the existence of tipping points in financial markets, based on the alternating offer…

Epidemic models currently play a central role in our attempts to understand and control infectious diseases. Here, we derive a model for the diffusion limit of stochastic susceptible-infectious-removed (SIR) epidemic dynamics on a…

In this work, we study an epidemic model with vaccination coupled with opinion dynamics in a dynamic network. The network structure evolves as agents with differing opinions disconnect from one another and connect with agents that share…

This work is concerned with epidemiological models defined on networks, which highlight the prominent role of the social contact network of a given population in the spread of infectious diseases. In particular, we address the modelling and…

To simplify mathematical models of disease spread, we often assume equal contact rates among hosts, but real-world scenarios differ. Network-based frameworks help capture these complexities and structural variations in actual systems. We…

In this work, the spread of a contagious disease on a society where the individuals may take precautions is modeled. The primary assumption is that the infected individuals transmit the infection to the susceptible members of the community…

Positive feedback trading, which buys when prices rise and sells when prices fall, has long been criticized for being destabilizing as it moves prices away from the fundamentals. Motivated by the relationship between positive feedback…

We consider a class of generalized capital asset pricing models in continuous time with a finite number of agents and tradable securities. The securities may not be sufficient to span all sources of uncertainty. If the agents have…

In this work we analyze mathematically the consequences and effectiveness of strategies to control an epidemic in the framework of classical SEIR models with multiple parallel infectious stages. We define the mathematical concept of a…

We propose a simple SIR model in order to investigate the impact of various confinement strategies on a most virulent epidemic. Our approach is motivated by the current COVID-19 pandemic. The main hypothesis is the existence of two…

Infectious diseases spread through human networks. Susceptible-Infected-Removed (SIR) model is one of the epidemic models to describe infection dynamics on a complex network connecting individuals. In the metapopulation SIR model, each node…

An epidemic model where disease transmission can occur either through global contacts or through local, nearest neighbor interactions is considered. The classical SIR--model describing the global interactions is extended by adding…

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

Two simple agent based models are often employed in epidemic studies: the susceptible-infected (SI) and the susceptible-infected-susceptible (SIS). Both models describe the time evolution of infectious diseases in networks in which vertices…