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相关论文: Hallmarks of Deception in Asset-Exchange Models

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We investigate a variant of the standard Bennati-Dragulescu-Yakovenko (BDY) game \cite{dragulescu_statistical_2000} inspired by the very recent work \cite{blom_hallmarks_2024}, where agents involving in a money exchange dynamics are…

概率论 · 数学 2025-05-13 Fei Cao

In this manuscript, we develop and analyze a continuous version of the well-known Bennati-Dragulescu-Yakovenko (BDY) dollar-exchange discrete model. Starting from the conservative BDY exchange mechanism, we rely on kinetic theory for…

偏微分方程分析 · 数学 2025-12-09 Fei Cao , Nadia Loy

Many-body dynamical models in which Boltzmann statistics can be derived directly from the underlying dynamical laws without invoking the fundamental postulates of statistical mechanics are scarce. Interestingly, one such model is found in…

统计力学 · 物理学 2023-11-06 Maggie Miao , Kristian Blom , Dmitrii E. Makarov

We investigate the classical Bennati-Dragulescu-Yakovenko (BDY) dollar exchange model introduced in \cite{dragulescu_statistical_2000} where the effects of wealth ceiling and wealth flooring are explored. In our model, $N$ identical…

概率论 · 数学 2026-02-03 Fei Cao , Sebastien Motsch , Wendy Garcia Umbarita

We propose a stochastic model of evolution of wealth in a society of economic agents. In the model, an agent can be in two states: inactive and active. Transitions between the states occur at random time intervals. In the active state, the…

物理与社会 · 物理学 2007-05-23 Indrani Bose , Subhasis Banerjee

The conservative wealth-exchange process derived from trade interactions is modeled as a multiplicative stochastic transference of value, where each interaction multiplies the wealth of the poorest of the two intervening agents by a random…

综合金融 · 定量金融 2015-05-30 Cristian F. Moukarzel

The universal prevalence of cooperation is puzzling, as defection typically yields higher payoffs than cooperation, motivating searches for hidden pathways to cooperation. Here we study a game-theoretic model on a lattice structured…

物理与社会 · 物理学 2026-03-12 Hyun Gyu Lee , Hyeong-Chai Jeong , Deok-Sun Lee

We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…

物理与社会 · 物理学 2015-06-22 Sanchari Goswami , Parongama Sen

In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…

物理与社会 · 物理学 2017-09-12 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier

We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly, the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space". On the other hand, we…

物理与社会 · 物理学 2011-01-04 Arnab Chatterjee , Parongama Sen

We construct a diffusion approximation of a repeated game in which agents make bets on outcomes of i.i.d. random vectors and their strategies are close to an asymptotically optimal strategy. This model can be interpreted as trading in an…

数理金融 · 定量金融 2021-08-30 Mikhail Zhitlukhin

Aiming to describe the wealth distribution evolution, several models consider an ensemble of interacting economic agents that exchange wealth in binary fashion. Intriguingly, models that consider an unbiased market, that gives to each agent…

综合金融 · 定量金融 2021-06-30 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

Deception plays critical roles in economics and technology, especially in emerging interactions in cyberspace. Holistic models of deception are needed in order to analyze interactions and to design mechanisms that improve them. Game theory…

密码学与安全 · 计算机科学 2018-04-19 Jeffrey Pawlick , Edward Colbert , Quanyan Zhu

We look at how asset exchange models can be mapped to random iterated function systems (IFS) giving new insights into the dynamics of wealth accumulation in such models. In particular, we focus on the "yard-sale" (winner gets a random…

统计力学 · 物理学 2009-11-10 Sitabhra Sinha

We have studied numerically the statistical mechanics of the dynamic phenomena, including money circulation and economic mobility, in some transfer models. The models on which our investigations were performed are the basic model proposed…

物理与社会 · 物理学 2008-12-02 Yougui Wang , Ning Ding

The dishonest casino is a well-known hidden Markov model (HMM) often used in education to introduce HMMs and graphical models. A sequence of die rolls is observed with the casino switching between a fair and a loaded die. Instead of…

机器学习 · 计算机科学 2026-01-09 Martin Haugh , Raghav Singal

The spread of disinformation poses a significant threat to societal well-being. We analyze this phenomenon using an evolutionary game theory model of the sender-receiver game, where senders aim to mislead receivers and receivers aim to…

物理与社会 · 物理学 2025-05-05 Eduardo V. M. Vieira , José F. Fontanari

We investigate the problem of wealth distribution from the viewpoint of asset exchange. Robust nature of Pareto's law across economies, ideologies and nations suggests that this could be an outcome of trading strategies. However, the simple…

交易与市场微观结构 · 定量金融 2009-11-13 M. Ali Saif , Prashant M. Gade

A money transfer involves a buyer and a seller. A buyer buys goods or services from a seller. The money the buyer decreases is the same as that the seller increases. At each time step, a pair of socially connected agents are selected and…

数理金融 · 定量金融 2023-07-07 Hsin-Lun Li

We present a game-theoretic model for the spread of deviant behavior in online social networks. We utilize a two-strategy framework wherein each player's behavior is classified as normal or deviant and evolves according to the…

计算机科学与博弈论 · 计算机科学 2014-08-19 Sarah Rajtmajer , Christopher Griffin , Derek Mikesell , Anna Squicciarini
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