相关论文: Structurally dynamic spin market networks

We investigate equilibrium properties of small world networks, in which both connectivity and spin variables are dynamic, using replicated transfer matrices within the replica symmetric approximation. Population dynamics techniques allow us…

We consider a nonlinear dynamical system on a signed graph, which can be interpreted as a mathematical model of social networks in which the links can have both positive and negative connotations. In accordance with a concept from social…

We consider the dynamics of a smart grid system characterized by widespread distributed generation and storage devices. We assume that agents are free to trade electric energy over the network and we focus on the emerging market dynamics.…

The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved [in such dynamics] have been harder to grasp than…

A computer model is described which is used to assess the dynamical complexity of a class of networks of spiking neurons with small-world properties. Networks are constructed by forming an initially segregated set of highly intra-connected…

We present a dynamical model for the price evolution of financial assets. The model is based in a two level structure. In the first stage one finds an agent-based model that describes the present state of the investors' beliefs,…

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

We consider the prisoner's dilemma being played repeatedly on a dynamic network, where agents may choose their actions as well as their co-players. This leads to co-evolution of network structure and strategy patterns of the players.…

Classic market design theory is rooted in static models where all participants trade simultaneously. In contrast, modern platform-mediated digital markets are fundamentally dynamic, defined by the asynchronous and stochastic arrival of…

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 the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…

One of the paramount challenges in neuroscience is to understand the dynamics of individual neurons and how they give rise to network dynamics when interconnected. Historically, researchers have resorted to graph theory, statistics, and…

Artificial stock market simulation based on agent is an important means to study financial market. Based on the assumption that the investors are composed of a main fund, small trend and contrarian investors characterized by four…

In this paper we consider the modeling of opinion dynamics over time dependent large scale networks. A kinetic description of the agents' distribution over the evolving network is considered which combines an opinion update based on binary…

Modeling human dynamics responsible for the formation and evolution of the so-called social networks - structures comprised of individuals or organizations and indicating connectivities existing in a community - is a topic recently…

We consider a financial network represented at any time instance by a random liability graph which evolves over time. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the…

We study the evolution of a random weighted network with complex nonlinear dynamics at each node, whose activity may cease as a result of interactions with other nodes. Starting from a knowledge of the micro-level behaviour at each node, we…

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

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…

The analysis of financial markets using models inspired by statistical physics offers a fruitful approach to understand collective and extreme phenomena [3, 14, 15] In this paper, we present a study based on a 2D Ising network model where…