相关论文: Clustered Volatility in Multiagent Dynamics

Learning and adaptation play great role in emergent socio-economic phenomena. Complex dynamics has been previously found in the systems of multiple learning agents interacting via a simple game. Meanwhile, the single agent adaptation is…

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally…

In this work, we consider a multi-population system where the dynamics of each agent evolve according to a system of stochastic differential equations in a general functional setup, determined by the global state of the system. Each agent…

Clustering is one of the mayor collective phenomena observed in active matter. We study the overdamped motion of interacting active Brownian particles in two dimensions. An instability in the pair correlation function causes the onset of…

Chaos is widely understood as being a consequence of sensitive dependence upon initial conditions. This is the result of an instability in phase space, which separates trajectories exponentially. Here, we demonstrate that this criterion…

We study the synchronization of coupled dynamical systems on a variety of networks. The dynamics is governed by a local nonlinear map or flow for each node of the network and couplings connecting different nodes via the links of the…

This paper presents a method for future motion prediction of multi-agent systems by including group formation information and future intent. Formation of groups depends on a physics-based clustering method that follows the agglomerative…

This paper focuses on the consensus and formation problems of multiagent systems under unknown persistent disturbances. Specifically, we propose a novel method that combines an existing consensus (or formation) algorithm with a new…

Cooperation or defection and participation or withdrawal are well-known options of behavior in game-like activities in free societies, yet the co-evolutionary dynamics of these behavioral traits in the individual level are not well…

As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…

Increased day-trading activity and the subsequent jump in intraday volatility and trading volume fluctuations has raised considerable interest in models for financial market microstructure. We investigate the random transitions between two…

In this paper, we consider a multi-agent system consisting of mobile agents with second-order dynamics. The communication network is determined by the so-called topological interaction rule: agents interact with a fixed number of their…

We propose a model of multiagent systems whose agents have a tendency to balance their decisions in time. We find phase transitions to oscillatory behavior, explainable by the aggregation of agents into two groups. On a longer time scale,…

We propose an opinion model based on agents located at the vertices of a regular lattice. Each agent has an independent opinion (among an arbitrary, but fixed, number of choices) and its own degree of conviction. The latter changes every…

In this work we compare social clusters with spin clusters and compare different properties. We also try to compare phase changes in market and labor stratification with phase changes of spin clusters. Then we compare the requisites for…

Resource allocation takes place in various types of real-world complex systems such as urban traf- fic, social services institutions, economical and ecosystems. Mathematically, the dynamical process of complex resource allocation can be…

In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…

Understanding the evolutionary stability of cooperation is a central problem in biology, sociology, and economics. There exist only a few known mechanisms that guarantee the existence of cooperation and its robustness to cheating. Here, we…

This note outlines a method for clustering time series based on a statistical model in which volatility shifts at unobserved change-points. The model accommodates some classical stylized features of returns and its relation to GARCH is…

Relaxation in the time correlation between operators is studied. Quantized chaotic systems are shown to have distinct relaxation fluctuations that are universal and can be usefully modelled by Random Matrix Theory. Various quantized maps…