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The use of kinetic modelling based on partial differential equations for the dynamics of stock price formation in financial markets is briefly reviewed. The importance of behavioral aspects in market booms and crashes and the role of…

交易与市场微观结构 · 定量金融 2010-07-12 Dario Maldarella , Lorenzo Pareschi

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

交易与市场微观结构 · 定量金融 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…

交易与市场微观结构 · 定量金融 2013-09-09 Zhi-Qiang Jiang , Wen-Jie Xie , Xiong Xiong , Wei Zhang , Yong-Jie Zhang , W. -X. Zhou

The neural mechanism of memory has a very close relation with the problem of representation in artificial intelligence. In this paper a computational model was proposed to simulate the network of neurons in brain and how they process…

神经元与认知 · 定量生物学 2020-12-02 Hui Wei

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

适应与自组织系统 · 物理学 2007-05-23 David P. Chassin

Synaptic connections between neurons in the brain are dynamic because of continuously ongoing spine dynamics, axonal sprouting, and other processes. In fact, it was recently shown that the spontaneous synapse-autonomous component of spine…

神经元与认知 · 定量生物学 2018-01-08 David Kappel , Robert Legenstein , Stefan Habenschuss , Michael Hsieh , Wolfgang Maass

We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…

计算机科学与博弈论 · 计算机科学 2015-03-14 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Yashodhan Kanoria , Andrea Montanari

We investigate a dynamic model of network marketing in a small-world network structure artificially constructed similarly to the Watts-Strogatz network model. Different from the traditional marketing, consumers can also play the role of the…

物理与社会 · 物理学 2009-11-11 Beom Jun Kim , Tackseung Jun , Jeong-Yoo Kim , M. Y. Choi

This paper considers some designs for sampling and interventions in dynamic networks and spatial temporal settings. The sample spreads through the population largely by tracing network links, although random sampling or spatial designs may…

统计方法学 · 统计学 2013-06-05 Steven K. Thompson

We present a simple dynamical model for describing trading interactions between agents in a social network by considering only two dynamical variables, namely money and goods or services, that are assumed conserved over the whole time span…

物理与社会 · 物理学 2017-02-01 Rafael A. Barrio , Tzipe Govezensky , Élfego Ruiz-Gutiérrez , Kimmo K. Kaski

Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where, for some purposes, constraints imposed by market institutions dominate intelligent agent behavior. We use data…

统计力学 · 物理学 2008-12-02 J. Doyne Farmer , Paolo Patelli , Ilija I. Zovko

In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…

综合金融 · 定量金融 2018-06-13 Fausto Cavalli , Ahmad Naimzada , Nicolò Pecora , Marina Pireddu

We propose a general framework to extract microscopic interactions from raw configurations with deep neural networks. The approach replaces the modeling Hamiltonian by the neural networks, in which the interaction is encoded. It can be…

计算物理 · 物理学 2020-08-19 Lingxiao Wang , Yin Jiang , Kai Zhou

We consider a monopolistic seller in a market that may be segmented. The surplus of each consumer in a segment depends on the price that the seller optimally charges, which depends on the set of consumers in the segment. We study which…

理论经济学 · 经济学 2022-10-25 Nima Haghpanah , Ron Siegel

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…

统计力学 · 物理学 2009-10-31 Maya Paczuski , Kevin E. Bassler , Alvaro Corral

Industrial symbiosis fosters circularity by enabling firms to repurpose residual resources, yet its emergence is constrained by socio-spatial frictions that shape costs, matching opportunities, and market efficiency. Existing models often…

计算机科学与博弈论 · 计算机科学 2026-02-17 Matthieu Mastio , Paul Saves , Benoit Gaudou , Nicolas Verstaevel

Traditional evolutionary game theory describes how certain strategy spreads throughout the system where individual player imitates the most successful strategy among its neighborhood. Accordingly, player doesn't have own authority to change…

多智能体系统 · 计算机科学 2016-04-14 Sundong Kim , Jin-Jae Lee

The mutual influence of dynamics and structure is a central issue in complex systems. In this paper we study by simulation slow evolution of network under the feedback of a local-majority-rule opinion process. If performance-enhancing local…

物理与社会 · 物理学 2009-11-13 Zhen Shao , Haijun Zhou

Artificial Intelligence has looked into biological systems as a source of inspiration. Although there are many aspects of the brain yet to be discovered, neuroscience has found evidence that the connections between neurons continuously grow…

神经与进化计算 · 计算机科学 2020-10-29 Javier Lopez Randulfe , Leon Bonde Larsen

A simple Ising spin model which can describe the mechanism of price formation in financial markets is proposed. In contrast to other agent-based models, the influence does not flow inward from the surrounding neighbors to the center site,…

统计力学 · 物理学 2009-11-07 K. Sznajd-Weron , R. Weron