相关论文: Consumers don't play dice, influence of social net…

We define and study a rather complex market model, inspired from the Santa Fe artificial market and the Minority Game. Agents have different strategies among which they can choose, according to their relative profitability, with the…

We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…

An agent-based model with interacting low frequency liquidity takers inter-mediated by high-frequency liquidity providers acting collectively as market makers can be used to provide realistic simulated price impact curves. This is possible…

There are numerous examples of societies with extremely stable mix of contrasting opinions. We argue that this stability is a result of an interplay between society network topology adjustment and opinion changing processes. To support this…

Election results are determined by numerous social factors that affect the formation of opinion of the voters, including the network of interactions between them and the dynamics of opinion influence. In this work we study the result of…

We consider the diffusion of new products in social networks, where consumers who adopt the product can later "recover" and stop influencing others to adopt the product. We show that the diffusion is not described by the SIR model, but…

Social influence is ubiquitous in cultural markets, from book recommendations in Amazon, to song popularities in iTunes and the ranking of newspaper articles in the online edition of the New York Times to mention only a few. Yet social…

Large variations in stock prices happen with sufficient frequency to raise doubts about existing models, which all fail to account for non-Gaussian statistics. We construct simple models of a stock market, and argue that the large…

We study social behaviour of agents on capital markets when these are perturbed by small perturbations. We use the mean field method. Social behaviour of agents on capital markets is described: volatility of the market, aversion constant…

The average economic agent is often used to model the dynamics of simple markets, based on the assumption that the dynamics of many agents can be averaged over in time and space. A popular idea that is based on this seemingly intuitive…

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…

We develop a location analysis spatial model of firms' competition in multi-characteristics space, where consumers' opinions about the firms' products are distributed on multilayered networks. Firms do not compete on price but only on…

Social marketing is becoming increasingly important in contemporary business. Central to social marketing is quantifying how consumers choose between alternatives and how they influence each other. This work considers a new but simple…

Widespread interest in the diffusion of information through social networks has produced a large number of Social Dynamics models. A majority of them use theoretical hypothesis to explain their diffusion mechanisms while the few empirically…

Global supply networks in agriculture, manufacturing, and services are a defining feature of the modern world. The efficiency and the distribution of surpluses across different parts of these networks depend on choices of intermediaries.…

On a capital market the social group is formed from traders. Individual behaviour of agents is influenced by the need to associate with other agents and to obtain the approval of other agents in the group. Making decisions an individual…

We study the noisy voter model using a specific non-linear dependence of the rates that takes into account collective interaction between individuals. The resulting model is solved exactly under the all-to-all coupling configuration and…

A large scale agent-based model of common Facebook users was designed to develop an understanding of the underlying mechanism of information diffusion within online social networks at a micro-level analysis. The agent-based model network…

Based on empirical evidences and previous studies, we introduce and mathematically study a perception-driven model for the dynamics of buyer populations in markets of perishable goods. Buyer behaviours are driven partly by some loyalty to…

Behavioral Finance has become a challenge to the scientific community. Based on the assumption that behavioral aspects of investors may explain some features of the Stock Market, we propose an agent based model to study quantitatively this…