相关论文: An Interacting Agent Model of Economic Crisis
Dynamics of complex systems are often driven by interactions that extend beyond pairwise links, underscoring the need to establish a correspondence between interpretable system parameters and emergent phenomena in hypergraph-based networks.…
The sectoral synchronization observed for the Japanese business cycle in the Indices of Industrial Production data is an example of synchronization. The stability of this synchronization under a shock, e.g., fluctuation of supply or demand,…
In social networks, bursts of activity often result from the imitative behavior between interacting agents. The Ising model, along with its variants in the social sciences, serves as a foundational framework to explain these phenomena…
Assessing the stability of economic systems is a fundamental research focus in economics, that has become increasingly interdisciplinary in the currently troubled economic situation. In particular, much attention has been devoted to the…
We present a novel interdisciplinary framework that bridges synchronization theory and multi-agent AI systems by adapting the Kuramoto model to describe the collective dynamics of heterogeneous AI agents engaged in complex task execution.…
This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First,…
In order to figure out and to forecast the emergence phenomena of social systems, we propose several probabilistic models for the analysis of financial markets, especially around a crisis. We first attempt to visualize the collective…
We study the collective behavior of interacting agents in a simple model of market economics originally introduced by N{\o}rrelykke and Bak. A general theoretical framework for interacting traders on an arbitrary network is presented, with…
Synchronization in networks of interconnected oscillators is a fascinating phenomenon that appear naturally in many independent fields of science and engineering. A substantial amount of work has been devoted to understanding all possible…
Many real-world systems of coupled agents exhibit directed interactions, meaning that the influence of an agent on another is not reciprocal. Furthermore, interactions usually do not have identical amplitude and/or sign. To describe…
An agent-based model with interacting low frequency liquidity takers inter-mediated by high-frequency liquidity providers acting collectively as market makers can be used to provide realistic simulated price impact curves. This is possible…
Synchronization of an ensemble of oscillators is an emergent phenomenon present in several complex systems, ranging from social and physical to biological and technological systems. The most successful approach to describe how coherent…
In this paper we present an interacting-agent model of stock markets. We describe a stock market through an Ising-like model in order to formulate the tendency of traders getting to be influenced by the other traders' investment attitudes…
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also…
Populations of self-propelled mobile agents - animal groups, robot swarms or crowds of people - that exchange information with their surrounding, host fascinating cooperative behaviors. While in many situations of interest the agents motion…
The increasing integration of world economies, which organize in complex multilayer networks of interactions, is one of the critical factors for the global propagation of economic crises. We adopt the network science approach to quantify…
Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…
A paradigmatic framework to study the phenomenon of spontaneous collective synchronization is provided by the Kuramoto model comprising a large collection of limit-cycle oscillators of distributed frequencies that are globally coupled…
We present an interacting-agent model of speculative activity explaining bubbles and crashes in stock markets. We describe stock markets through an infinite-range Ising model to formulate the tendency of traders getting influenced by the…
Synchronization is observed in many natural systems, with examples ranging from neuronal activation to walking pedestrians. The models proposed by Winfree and Kuramoto stand as the classic frameworks for investigating these phenomena. The…