相关论文: Optimizing Economic Markets through Monte Carlo Si…

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

We proposed a model of interacting market agents based on the Ising spin model. The agents can take three actions: "buy," "sell," or "stay inactive." We defined a price evolution in terms of the system magnetization. The model reproduces…

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…

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

A kinetic Ising model is analyzed where spin variables correspond to lattice cells with mobile or immobile particles. Introducing additional restrictions for the flip processes according to the n-spin facilitated kinetic Ising model and…

Properties of the self-adjusted Monte Carlo algorithm applied to 2d Ising ferromagnet are studied numerically. The endogenous feedback form expressed in terms of the instant running averages is suggested in order to generate a biased random…

The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…

We briefly introduce a new promising field of applications of statistical physics, opinion dynamics, where the systems at study are social groups or communities and the atoms/spins are the individuals (or agents) belonging to such groups.…

This discussion serves as an introduction to the use of Monte Carlo simulations as a useful way to evaluate the observables of a ferromagnet. Key background is given about the relevance and effectiveness of this stochastic approach and in…

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…

Most national economies are linked by international trade. Consequently, economic globalization forms a massive and complex economic network with strong links, that is, interactions arising from increasing trade. Various interesting…

We introduce quantum fluctuations into the simulated annealing process of optimization problems, aiming at faster convergence to the optimal state. The idea is tested by the two models, the transverse Ising model and the traveling salesman…

We study a dynamical Ising model of agents' opinions (buy or sell) with coupling coefficients reassessed continuously in time according to how past external news (magnetic field) have explained realized market returns. By combining herding,…

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…

We explore the effects of social influence in a simple market model in which a large number of agents face a binary choice: 'to buy/not to buy' a single unit of a product at a price posted by a single seller (the monopoly case). We consider…

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

A financial market is a system resulting from the complex interaction between participants in a closed economy. We propose a minimal microscopic model of the financial market economy based on the real economy's symmetry constraint and…

We employ Monte Carlo techniques, utilizing the Metropolis and Wolff algorithms, to investigate phase behavior and phase transitions in anisotropic Ising models. Our study encompasses the thermodynamic properties, evaluating energy,…

Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…

Influence maximization in social networks has typically been studied in the context of contagion models and irreversible processes. In this paper, we consider an alternate model that treats individual opinions as spins in an Ising system at…