相关论文: Clustered Volatility in Multiagent Dynamics

We investigate in detail a recent model of colliding mobile agents [Phys. Rev. Lett.~96, 088702], used as an alternative approach to construct evolving networks of interactions formed by the collisions governed by suitable dynamical rules.…

We present a modeling framework for dynamical and bursty contact networks made of agents in social interaction. We consider agents' behavior at short time scales, in which the contact network is formed by disconnected cliques of different…

Multi-agent models have been used in many contexts to study generic collective behavior. Similarly, complex networks have become very popular because of the diversity of growth rules giving rise to scale-free behavior. Here we study…

A model of Boolean agents competing in a market is presented where each agent bases his action on information obtained from a small group of other agents. The agents play a competitive game that rewards those in the minority. After a long…

The dynamics of prices in financial markets has been studied intensively both experimentally (data analysis) and theoretically (models). Nevertheless, a complete stochastic characterization of volatility is still lacking. What it is well…

This study is a detailed analysis of Speculation Game, a minimal agent-based model of financial markets, in which the round-trip trading and the dynamic wealth evolution with variable trading volumes are implemented. Instead of herding…

We consider a version of large population games whose players compete for resources using strategies with adaptable preferences. The system efficiency is measured by the variance of the decisions. In the regime where the system can be…

We present new conditions to obtain synchronization and consensus patterns in complex network systems. The key idea is to exploit symmetries of the nodes' vector fields to induce a desired synchronization/consensus pattern, where nodes are…

Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schools, we consider a mean field games (MFG)-like scenario where a large number of agents…

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

A control strategy is employed that modifies the stochastic escape times from one basin of attraction to another in a model of a double-gyre flow. The system studied captures the behavior of a large class of fluid flows that circulate and…

Clusters appear in nature in a diversity of contexts, involving distances as long as the cosmological ones, and down to atoms and molecules and the very small nuclear size. They also appear in several other scenarios, in particular in…

Many real world networks, such as social networks, are primarily formed through local interactions between agents. Additionally, in contrast with common network models, social and biological networks exhibit a high degree of clustering.…

In this paper we study the price dynamics in a simple model of financial markets with heterogeneous agents. We concentrate on how increases in the total number of active traders influences fluctuations of asset prices. We find that a…

This paper proposes and analyzes a novel multi-agent opinion dynamics model in which agents have access to actions which are quantized version of the opinions of their neighbors. The model produces different behaviors observed in social…

In multiagent systems autonomous agents interact with each other to achieve individual and collective goals. Typical interactions concern negotiation and agreement on resource exchanges. Modeling and formalizing these agreements pose…

For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored,…

The behavior of heterogeneous multi-agent systems is studied when the coupling matrices are possibly all different and/or singular, that is, its rank is less than the system dimension. Rank-deficient coupling allows exchange of limited…

In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic generation mechanism of the sector structure is not yet…

We consider large fluctuations, namely overload of servers, in a network with dynamic routing of messages. The servers form a circle. The number of input flows is equal to the number of servers, the messages of any flow are distributed…