相关论文: Clustered Volatility in Multiagent Dynamics

A multi-agent model for individuals endowed with strategies and subject to diffusive effects is proposed. The microscopic state of each agent is described by a spatial position and a probability measure, interpreted as a mixed strategy,…

We introduce a modified model of random walk, and then develop two novel clustering algorithms based on it. In the algorithms, each data point in a dataset is considered as a particle which can move at random in space according to the…

Gathering is a fundamental task for multi-agent systems and the problem has been studied under various assumptions on the sensing capabilities of mobile agents. This paper addresses the problem for a group of agents that are identical and…

Resource allocation takes place in various kinds of real-world complex systems, such as the traffic systems, social services institutions or organizations, or even the ecosystems. The fundamental principle underlying complex…

In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…

We study a simple continuous-time multi-agent system related to Krause's model of opinion dynamics: each agent holds a real value, and this value is continuously attracted by every other value differing from it by less than 1, with an…

We develop a new method to find the number of volatility regimes in a nonstationary financial time series by applying unsupervised learning to its volatility structure. We use change point detection to partition a time series into locally…

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

A Multi-Agent System is a distributed system where the agents or nodes perform complex functions that cannot be written down in analytic form. Multi-Agent Systems are highly connected, and the information they contain is mostly stored in…

The price clustering phenomenon manifesting itself as an increased occurrence of specific prices is widely observed and well-documented for various financial instruments and markets. In the literature, however, it is rarely incorporated…

Common experience suggests that attracting invariant sets in nonlinear dynamical systems are generally stable. Contrary to this intuition, we present a dynamical system, a network of pulse-coupled oscillators, in which \textit{unstable…

We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. Diversity among the agents reduces their maladpative behavior. We find interesting scaling relations with…

We investigate the dynamics of a trust game on a mixed population where individuals with the role of buyers are forced to play against a predetermined number of sellers, whom they choose dynamically. Agents with the role of sellers are also…

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…

There are rich emergent phase behaviors in non-equilibrium active systems. Flocking and clustering are two representative dynamic phases. The relationship between these two phases is still unclear. In the paper, we numerically investigate…

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…

We propose a multi-agent algorithm able to automatically discover relevant regularities in a given dataset, determining at the same time the set of configurations of the adopted parametric dissimilarity measure yielding compact and…

Most complex networks serve as conduits for various dynamical processes, ranging from mass transfer by chemical reactions in the cell to packet transfer on the Internet. We collected data on the time dependent activity of five natural and…

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…

The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…