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We study a variation of the minority game. There are N agents. Each has to choose between one of two alternatives everyday, and there is reward to each member of the smaller group. The agents cannot communicate with each other, but try to…

交易与市场微观结构 · 定量金融 2015-05-27 Deepak Dhar , V. Sasidevan , Bikas K. Chakrabarti

We study the asymptotic macroscopic properties of the mixed majority-minority game, modeling a population in which two types of heterogeneous adaptive agents, namely ``fundamentalists'' driven by differentiation and ``trend-followers''…

统计力学 · 物理学 2009-11-10 A. De Martino , I. Giardina , G. Mosetti

We use the Minority Game and some of its variants to show how efficiency depends on learning in models of agents competing for limited resources. Exact results from statistical physics give a clear understanding of the phenomenology, and…

凝聚态物理 · 物理学 2007-05-23 Damien Challet

We introduce a minimalist dynamical model of wealth evolution and wealth sharing among $N$ agents as a platform to compare the relative merits of altruism and individualism. In our model, the wealth of each agent independently evolves by…

物理与社会 · 物理学 2021-10-20 B. De Bruyne , J. Randon-Furling , S. Redner

We discuss recent work in the study of a simple model for the collective behaviour of diverse speculative agents in an idealized stockmarket, considered from the perspective of the statistical physics of many-body systems. The only…

无序系统与神经网络 · 物理学 2007-05-23 J. P. Garrahan , E. Moro , D. Sherrington

We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, $N$ agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off…

交易与市场微观结构 · 定量金融 2014-02-11 V. Sasidevan , Deepak Dhar

As a schematic model of the complexity economic agents are confronted with, we introduce the ``SK-game'', a discrete time binary choice model inspired from mean-field spin-glasses. We show that even in a completely static environment,…

统计力学 · 物理学 2024-08-27 Jerome Garnier-Brun , Michael Benzaquen , Jean-Philippe Bouchaud

This paper proposes a new way to model behavioral agents in dynamic macro-financial environments. Agents are described as neural networks and learn policies from idiosyncratic past experiences. I investigate the feedback between…

综合经济学 · 经济学 2021-10-25 Artem Kuriksha

Time-inconsistency is a characteristic of human behavior in which people plan for long-term benefits but take actions that differ from the plan due to conflicts with short-term benefits. Such time-inconsistent behavior is believed to be…

计算机科学与博弈论 · 计算机科学 2025-01-15 Yasunori Akagi , Naoki Marumo , Takeshi Kurashima

A network of agents cooperate on a given area. Time evolution of their power is described within a set of nonlinear equations. The limitation of resources is introduced via the Verhulst term, equivalent to a global coupling. Each agent is…

凝聚态物理 · 物理学 2007-05-23 K. Malarz , K. Kulakowski

We model a system of networking agents that seek to optimize their centrality in the network while keeping their cost, the number of connections they are participating in, low. Unlike other game-theory based models for network evolution,…

种群与进化 · 定量生物学 2007-05-23 Petter Holme , Gourab Ghoshal

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…

交易与市场微观结构 · 定量金融 2009-11-13 Z. Burda , A. Krzywicki , O. C. Martin

Complex systems show how surprising and beautiful phenomena can emerge from structures or agents following simple rules. With the recent success of deep reinforcement learning (RL), a natural path forward would be to use the capabilities of…

多智能体系统 · 计算机科学 2021-11-30 Ted Fujimoto

Adaptive populations such as those in financial markets and distributed control can be modeled by the Minority Game. We consider how their dynamics depends on the agents' initial preferences of strategies, when the agents use linear or…

统计金融 · 定量金融 2009-11-13 H. M. Yang , Y. S. Ting , K. Y. Michael Wong

Previous research on organizations often focuses on either the individual, team, or organizational level. There is a lack of multidimensional research on emergent phenomena and interactions between the mechanisms at different levels. This…

综合经济学 · 经济学 2022-03-18 Dario Blanco-Fernandez , Stephan Leitner , Alexandra Rausch

We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In constrast with previous MG, the best strategies are not always targeting the minority but are shifting…

凝聚态物理 · 物理学 2009-11-07 Jorgen Vitting Andersen , Didier Sornette

We introduce a minimal Agent Based Model for financial markets to understand the nature and Self-Organization of the Stylized Facts. The model is minimal in the sense that we try to identify the essential ingredients to reproduce the main…

交易与市场微观结构 · 定量金融 2009-11-13 V. Alfi , M. Cristelli , L. Pietronero , A. Zaccaria

We investigate the dynamics of two agent based models of language competition. In the first model, each individual can be in one of two possible states, either using language $X$ or language $Y$, while the second model incorporates a third…

物理与社会 · 物理学 2015-05-18 F. Vazquez , X. Castello , M. San Miguel

Following some recent works, we investigate the problem of optimising the total population size for logistic diffusive models with respect to resources distributions. Using the spatially heterogeneous Fisher-KPP equation, we obtain a…

最优化与控制 · 数学 2020-10-22 Idriss Mazari , Domenec Ruiz-Balet

Conflict-Based Search is one of the most popular methods for multi-agent path finding. Though it is complete and optimal, it does not scale well. Recent works have been proposed to accelerate it by introducing various heuristics. However,…

人工智能 · 计算机科学 2023-01-23 Chenning Yu , Qingbiao Li , Sicun Gao , Amanda Prorok