相关论文: An Interacting Agent Model of Economic Crisis
In complex systems, many different parts interact in non-obvious ways. Traditional research focuses on a few or a single aspect of the problem so as to analyze it with the tools available. To get a better insight of phenomena that emerge…
Industrial symbiosis involves creating integrated cycles of by-products and waste between networks of industrial actors in order to maximize economic value, while at the same time minimizing environmental strain. In such a network, the…
The role of Network Theory in the study of the financial crisis has been widely spotted in the latest years. It has been shown how the network topology and the dynamics running on top of it can trigger the outbreak of large systemic crisis.…
Recent pandemics have highlighted vulnerabilities in our global economic systems, especially supply chains. Possible future pandemic raises a dilemma for businesses owners between short-term profitability and long-term supply chain…
The Kuramoto model describes a system of globally coupled phase-only oscillators with distributed natural frequencies. The model in the steady state exhibits a phase transition as a function of the coupling strength, between a low-coupling…
In this paper, we demonstrate how multiport network theory can be used as a powerful modeling tool in economics. The critical insight is using the port concept to pair the flow of goods (the electrical current) with the agent's incentive…
We define and study a rather complex market model, inspired from the Santa Fe artificial market and the Minority Game. Agents have different strategies among which they can choose, according to their relative profitability, with the…
We study the Kuramoto model on complex networks, in which natural frequencies of phase oscillators and the vertex degrees are correlated. Using the annealed network approximation and numerical simulations we explore a special case in which…
We study the emergence of synchronization in scale-free networks by considering the Kuramoto model of coupled phase oscillators. The natural frequencies of oscillators are assumed to be correlated with their degrees and a time delay is…
We consider a network of interacting agents and we model the process of choice on the adoption of a given innovative product by means of statistical-mechanics tools. The modelization allows us to focus on the effects of direct interactions…
It is frequently hypothesized that cortical networks operate close to a critical point. Advantages of criticality include rich dynamics well-suited for computation and critical slowing down, which may offer a mechanism for dynamic memory.…
We consider the dynamics and the interactions of multiple reinforcement learning optimal execution trading agents interacting with a reactive Agent-Based Model (ABM) of a financial market in event time. The model represents a market ecology…
Modelling how a shock propagates in a temporal network and how the system relaxes back to equilibrium is challenging but important in many applications, such as financial systemic risk. Most studies so far have focused on shocks hitting a…
Modeling multi-agent systems on networks is a fundamental challenge in a wide variety of disciplines. Given data consisting of multiple trajectories, we jointly infer the (weighted) network and the interaction kernel, which determine,…
The 2008 financial crisis illustrated the need for a thorough, functional understanding of systemic risk in strongly interconnected financial structures. Dynamic processes on complex networks being intrinsically difficult, most recent…
Economic integration, globalization and financial crises represent examples of processes whose understanding requires the analysis of the underlying network structure. Of particular interest is establishing whether a real economic network…
Critical transitions are observed in many complex systems. This includes the onset of synchronization in a network of coupled oscillators or the emergence an epidemic state within a population. "Explosive" first-order transitions have…
We introduce a prototype agent-based model of the macroeconomy, with budgetary constraints at its core. The model is related to a class of constraint satisfaction problems (CSPs), which has been thoroughly investigated in computer science.…
We introduce the concept of synchronization bombs as large networks of coupled heterogeneous oscillators that operate in a bistable regime and abruptly transit from incoherence to phase-locking (or vice-versa) by adding (or removing) one or…
I review computational studies of different models of elastic network self-organization leading to the existence of a globally isostatic (rigid but unstressed) or nearly isostatic intermediate phase. A common feature of all models…