相关论文: Clustered Volatility in Multiagent Dynamics

Financial price changes obey two universal properties: they follow a power law and they tend to be clustered in time. The second regularity, known as volatility clustering, entails some predictability in the price changes: while their sign…

Over the past few decades, the research community has been interested in the study of multi-agent systems and their emerging collective dynamics. These systems are all around us in nature, like bacterial colonies, fish schools, bird flocks,…

This paper introduces a novel approach of clustering, which is based on group consensus of dynamic linear high-order multi-agent systems. The graph topology is associated with a selected multi-agent system, with each agent corresponding to…

This paper studies a consensus problem of multi-agent systems subjected to external disturbances over the clustered network. It considers that the agents are divided into several clusters. They are almost all the time isolated one from…

This work studies the effects of a weak notion of symmetry on diffusively-coupled multi-agent systems. We focus on networks comprised of agents and controllers which are maximally equilibrium independent passive, and show that these…

A group behavior of a heterogeneous multi-agent system is studied which obeys an "average of individual vector fields" under strong couplings among the agents. Under stability of the averaged dynamics (not asking stability of individual…

Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…

An approach for understanding the behavior of multiplicity distributions in restricted phase-space intervals derived on the basis of global observables is proposed. We obtain a unifying connection between local multiparticle clusters and…

This paper studies the operation of multi-agent networks engaged in multi-task decision problems under the paradigm of simultaneous learning and adaptation. Two scenarios are considered: one in which a decision must be taken among multiple…

Different collective behaviors emerging from the unknown have been examined in networks of mobile agents in recent years. Mobile systems, far from being limited to modeling and studying various natural and artificial systems in motion and…

This paper considers the collective circular motion of multi-agent systems in which all the agents are required to traverse different circles or a common circle at a prescribed angular velocity. It is required to achieve these collective…

The volatility of financial instruments is rarely constant, and usually varies over time. This creates a phenomenon called volatility clustering, where large price movements on one day are followed by similarly large movements on successive…

We explore the effect of discounting and experimentation in a simple model of interacting adaptive agents. Agents belong to either of two types and each has to decide whether to participate a game or not, the game being profitable when…

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional location based economic activity. This model…

We investigate the stability and robustness properties of a continuification-based strategy for the control of large-scale multiagent systems. Within continuation-based strategy, one transforms the microscopic, agent-level description of…

A multiagent based model for a system of cooperative agents aiming at growth is proposed. This is based on a set of generalized Verhulst-Lotka-Volterra differential equations. In this study, strong cooperation is allowed among agents having…

The recent framework of performative prediction is aimed at capturing settings where predictions influence the target/outcome they want to predict. In this paper, we introduce a natural multi-agent version of this framework, where multiple…

In this paper we consider a distributed coordination game played by a large number of agents with finite information sets, which characterizes emergence of a single dominant attribute out of a large number of competitors. Formally, $N$…

Many real-world complex systems rely on cluster synchronization to function properly. A cluster of nodes exhibits synchronous behavior while others behave erratically. Predicting the emergence of these clusters and understanding the…

A microscopic model of financial markets is considered, consisting of many interacting agents (spins) with global coupling and discrete-time thermal bath dynamics, similar to random Ising systems. The interactions between agents change…