相关论文: Macroscopic approximation methods for the analysis…
Progress in theoretical physics is often made by the investigation of toy models, the model organisms of physics, which provide benchmarks for new methodologies. For complex systems, one such model is the adaptive voter model. Despite its…
Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from…
This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…
Moment-closure approximations are an important tool in the analysis of the dynamics on both static and adaptive networks. Here, we provide a broad survey over different approximation schemes by applying each of them to the adaptive voter…
Dynamical complex systems composed of interactive heterogeneous agents are prevalent in the world, including urban traffic systems and social networks. Modeling the interactions among agents is the key to understanding and predicting the…
In this work we introduce an approach for modeling and analyzing collective behavior of a group of agents using moments. We represent the group of agents via their distribution and derive a method to estimate the dynamics of the moments. We…
We propose a model for equity trading in a population of agents where each agent acts to achieve his or her target stock-to-bond ratio, and, as a feedback mechanism, follows a market adaptive strategy. In this model only a fraction of…
Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…
People organize in groups and contagions spread across them. A simple stochastic process, yet complex to model due to dynamical correlations within and between groups. Moreover, groups can evolve if agents join or leave in response to…
In many real-world complex systems, the time-evolution of the network's structure and the dynamic state of its nodes are closely entangled. Here, we study opinion formation and imitation on an adaptive complex network which is dependent on…
We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…
This paper presents a model of capital accumulation for a large number of heterogenous producer-consumers in an exchange space in which interactions depend on agents' positions. Each agent is described by his production, consumption, stock…
We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling…
The adaptive voter model allows for studying the interplay between homophily, the tendency of like-minded individuals to attract each other, and social influence, the tendency for connected individuals to influence each other. However, it…
Stochastic models in which agents interact with their neighborhood according to a network topology are a powerful modeling framework to study the emergence of complex dynamic patterns in real-world systems. Stochastic simulations are often…
We present a full stochastic description of the pair approximation scheme to study binary-state dynamics on heterogeneous networks. Within this general approach, we obtain a set of equations for the dynamical correlations, fluctuations and…
The rapidly growing field of network analytics requires data sets for use in evaluation. Real world data often lack truth and simulated data lack narrative fidelity or statistical generality. This paper presents a novel, mixed-membership,…
A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…
Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…
For Agent Based Models, in particular the Voter Model (VM), a general framework of aggregation is developed which exploits the symmetries of the agent network $G$. Depending on the symmetry group $Aut_{\omega} (N)$ of the weighted agent…