Statistical Physics Of Agent Based Modeling For Social Systems

Author : Jun-ichi Inoue
Publisher : Springer
Page : 128 pages
File Size : 47,8 Mb
Release : 2016-10-18
Category : Business & Economics
ISBN : 4431551859

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Statistical Physics of Agent-Based Modeling for Social Systems by Jun-ichi Inoue Pdf

​This is the first book to provide useful concepts and tools for dealing with agent-based modeling of social systems from the point of view of statistical physics. The statistical physics approach links social scientists with physicists and computer scientists through correlations in empirical data sets. Especially important is that readers will easily be able to recognize that spin systems including the Ising model and its variants can be applied to various social and economic systems as a minimal but universal model to determine the macroscopic properties of an artificial society. It has also been discovered that various empirical data can be built into the model through external fields acting on each spin or interaction between spins. In this sense, the model is regarded as random spin systems including so-called spin glasses. Drastic changes such as bubbles, crashes, or breakdowns in society due to interacting agents are well understood as phase transitions in the literature of physics. This book presents various examples of such remarkable phenomena and provides a useful guide for readers to utilize statistical physics modeling and analysis by applying them to topics such as financial markets, labor markets, housing markets, and social problems. Each interacting agent as a minimum gradient of artificial society can be regarded as a spin, namely, a tiny magnet on an atomic-scale length. By carefully solving the exercises with data analyses in this well-organized book, readers who have no background in physics can easily come to understand the statistical physics approach. For that reason, this book is highly recommended to researchers who seek to learn unconventional ways of thinking about social and economic systems.

Author : Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh
Publisher : Springer Science & Business Media
Page : 302 pages
File Size : 44,8 Mb
Release : 2013-09-07
Category : Science
ISBN : 9783319000237

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Econophysics of Agent-Based Models by Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh Pdf

The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations. Most standard economic models assume the existence of the representative agent, who is “perfectly rational” and applies the utility maximization principle when taking action. One reason for this is the desire to keep models mathematically tractable: no tools are available to economists for solving non-linear models of heterogeneous adaptive agents without explicit optimization. In contrast, multi-agent models, which originated from statistical physics considerations, allow us to go beyond the prototype theories of traditional economics involving the representative agent. This book is based on the Econophys-Kolkata VII Workshop, at which many such modelling efforts were presented. In the book, leading researchers in their fields report on their latest work, consider recent developments and review the contemporary literature.

Author : Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji
Publisher : Springer Nature
Page : 458 pages
File Size : 47,7 Mb
Release : 2019-10-23
Category : Business & Economics
ISBN : 9789811383199

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Network Theory and Agent-Based Modeling in Economics and Finance by Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji Pdf

This book presents the latest findings on network theory and agent-based modeling of economic and financial phenomena. In this context, the economy is depicted as a complex system consisting of heterogeneous agents that interact through evolving networks; the aggregate behavior of the economy arises out of billions of small-scale interactions that take place via countless economic agents. The book focuses on analytical modeling, and on the econometric and statistical analysis of the properties emerging from microscopic interactions. In particular, it highlights the latest empirical and theoretical advances, helping readers understand economic and financial networks, as well as new work on modeling behavior using rich, agent-based frameworks. Innovatively, the book combines observational and theoretical insights in the form of networks and agent-based models, both of which have proved to be extremely valuable in understanding non-linear and evolving complex systems. Given its scope, the book will capture the interest of graduate students and researchers from various disciplines (e.g. economics, computer science, physics, and applied mathematics) whose work involves the domain of complexity theory.

Author : Carlos Gershenson,Daniel Polani,Georg Martius
Publisher : Frontiers Media SA
Page : 116 pages
File Size : 55,8 Mb
Release : 2021-05-19
Category : Science
ISBN : 9782889667819

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Complexity and Self-Organization by Carlos Gershenson,Daniel Polani,Georg Martius Pdf

Author : Koen H. van Dam,Igor Nikolic,Zofia Lukszo
Publisher : Springer Science & Business Media
Page : 285 pages
File Size : 44,9 Mb
Release : 2012-10-09
Category : Computers
ISBN : 9789400749320

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Agent-Based Modelling of Socio-Technical Systems by Koen H. van Dam,Igor Nikolic,Zofia Lukszo Pdf

Decision makers in large scale interconnected network systems require simulation models for decision support. The behaviour of these systems is determined by many actors, situated in a dynamic, multi-actor, multi-objective and multi-level environment. How can such systems be modelled and how can the socio-technical complexity be captured? Agent-based modelling is a proven approach to handle this challenge. This book provides a practical introduction to agent-based modelling of socio-technical systems, based on a methodology that has been developed at TU Delft and which has been deployed in a large number of case studies. The book consists of two parts: the first presents the background, theory and methodology as well as practical guidelines and procedures for building models. In the second part this theory is applied to a number of case studies, where for each model the development steps are presented extensively, preparing the reader for creating own models.

Author : Parongama Sen,Bikas K. Chakrabarti
Publisher : Oxford University Press
Page : 298 pages
File Size : 50,6 Mb
Release : 2014
Category : Computers
ISBN : 9780199662456

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Sociophysics: An Introduction by Parongama Sen,Bikas K. Chakrabarti Pdf

This book discusses the study and analysis of the physical aspects of social systems and models, inspired by the analogy with familiar models of physical systems and possible applications of statistical physics tools. Unlike the traditional analysis of the physics of macroscopic many-body or condensed matter systems, which is now an established and mature subject, the upsurge in the physical analysis and modelling of social systems, which are clearly many-body dynamical systems, is a recent phenomenon. Though the major developments in sociophysics have taken place only recently, the earliest attempts of proposing "Social Physics" as a discipline are more than one and a half centuries old. Various developments in the mainstream physics of condensed matter systems have inspired and induced the recent growth of sociophysical analysis and models. In spite of the tremendous efforts of many scientists in recent years, the subject is still in its infancy and major challenges are yet to be taken up. An introduction to these challenges is the main motivation for this book.

Author : Dirk Helbing
Publisher : Springer
Page : 341 pages
File Size : 53,7 Mb
Release : 2012-05-05
Category : Science
ISBN : 9783642240041

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Social Self-Organization by Dirk Helbing Pdf

What are the principles that keep our society together? This question is even more difficult to answer than the long-standing question, what are the forces that keep our world together. However, the social challenges of humanity in the 21st century ranging from the financial crises to the impacts of globalization, require us to make fast progress in our understanding of how society works, and how our future can be managed in a resilient and sustainable way. This book can present only a few very first steps towards this ambitious goal. However, based on simple models of social interactions, one can already gain some surprising insights into the social, ``macro-level'' outcomes and dynamics that is implied by individual, ``micro-level'' interactions. Depending on the nature of these interactions, they may imply the spontaneous formation of social conventions or the birth of social cooperation, but also their sudden breakdown. This can end in deadly crowd disasters or tragedies of the commons (such as financial crises or environmental destruction). Furthermore, we demonstrate that classical modeling approaches (such as representative agent models) do not provide a sufficient understanding of the self-organization in social systems resulting from individual interactions. The consideration of randomness, spatial or network interdependencies, and nonlinear feedback effects turns out to be crucial to get fundamental insights into how social patterns and dynamics emerge. Given the explanation of sometimes counter-intuitive phenomena resulting from these features and their combination, our evolutionary modeling approach appears to be powerful and insightful. The chapters of this book range from a discussion of the modeling strategy for socio-economic systems over experimental issues up the right way of doing agent-based modeling. We furthermore discuss applications ranging from pedestrian and crowd dynamics over opinion formation, coordination, and cooperation up to conflict, and also address the response to information, issues of systemic risks in society and economics, and new approaches to manage complexity in socio-economic systems. Selected parts of this book had been previously published in peer reviewed journals.

Author : Nigel Gilbert
Publisher : SAGE
Page : 113 pages
File Size : 45,5 Mb
Release : 2008
Category : Computers
ISBN : 9781412949644

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Agent-Based Models by Nigel Gilbert Pdf

Aimed at readers with minimal experience in computer programming, this brief book provides a theoretical and methodological rationale for using ABM in the social sciences. It goes on to describe some carefully chosen examples from different disciplines, illustrating different approaches to ABM. It concludes with practical advice about how to design and create ABM, a discussion of validation procedures, and some guidelines about publishing articles based on ABM.

Author : Andreas Tolk,John Fowler,Guodong Shao,Enver Yücesan
Publisher : Springer
Page : 355 pages
File Size : 44,9 Mb
Release : 2017-08-27
Category : Computers
ISBN : 9783319641829

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Advances in Modeling and Simulation by Andreas Tolk,John Fowler,Guodong Shao,Enver Yücesan Pdf

​This broad-ranging text/reference presents a fascinating review of the state of the art of modeling and simulation, highlighting both the seminal work of preeminent authorities and exciting developments from promising young researchers in the field. Celebrating the 50th anniversary of the Winter Simulation Conference (WSC), the premier international forum for disseminating recent advances in the field of system simulation, the book showcases the historical importance of this influential conference while also looking forward to a bright future for the simulation community. Topics and features: examines the challenge of constructing valid and efficient models, emphasizing the benefits of the process of simulation modeling; discusses model calibration, input model risk, and approaches to validating emergent behaviors in large-scale complex systems with non-linear interactions; reviews the evolution of simulation languages, and the history of the Time Warp algorithm; offers a focus on the design and analysis of simulation experiments under various goals, and describes how data can be “farmed” to support decision making; provides a comprehensive overview of Bayesian belief models for simulation-based decision making, and introduces a model for ranking and selection in cloud computing; highlights how input model uncertainty impacts simulation optimization, and proposes an approach to quantify and control the impact of input model risk; surveys the applications of simulation in semiconductor manufacturing, in social and behavioral modeling, and in military planning and training; presents data analysis on the publications from the Winter Simulation Conference, offering a big-data perspective on the significant impact of the conference. This informative and inspiring volume will appeal to all academics and professionals interested in computational and mathematical modeling and simulation, as well as to graduate students on the path to form the next generation of WSC pioneers.

Author : Sven Banisch
Publisher : Springer
Page : 205 pages
File Size : 49,5 Mb
Release : 2015-12-21
Category : Science
ISBN : 9783319248776

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Markov Chain Aggregation for Agent-Based Models by Sven Banisch Pdf

This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting “micro-chain” including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the updating rule and governs the dynamics at a Markovian level, plays a crucial part in the analysis of “voter-like” models used in population genetics, evolutionary game theory and social dynamics. The book demonstrates that the problem of aggregation in ABMs - and the lumpability conditions in particular - can be embedded into a more general framework that employs information theory in order to identify different levels and relevant scales in complex dynamical systems

Author : Luis Antunes,Keiki Takadama
Publisher : Springer
Page : 194 pages
File Size : 52,7 Mb
Release : 2007-10-25
Category : Computers
ISBN : 9783540765394

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Multi-Agent-Based Simulation VII by Luis Antunes,Keiki Takadama Pdf

This book constitutes the thoroughly refereed proceedings of the 7th International Workshop on Multi-Agent-Based Simulation, MABS 2006. This was held in Hakodate, Japan, May 8, 2006 as an associated event of AAMAS 2006, the main international conference on autonomous agents and multi-agent systems. The 12 revised full papers presented together with three short papers and two invited papers were carefully reviewed and selected from 25 submissions during two rounds of reviewing.

Author : Sascha Hokamp,Laszlo Gulyas,Matthew Koehler,Sanith Wijesinghe
Publisher : John Wiley & Sons
Page : 388 pages
File Size : 55,6 Mb
Release : 2018-03-19
Category : Mathematics
ISBN : 9781119155683

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Agent-based Modeling of Tax Evasion by Sascha Hokamp,Laszlo Gulyas,Matthew Koehler,Sanith Wijesinghe Pdf

The only single-source guide to understanding, using, adapting, and designing state-of-the-art agent-based modelling of tax evasion A computational method for simulating the behavior of individuals or groups and their effects on an entire system, agent-based modeling has proven itself to be a powerful new tool for detecting tax fraud. While interdisciplinary groups and individuals working in the tax domain have published numerous articles in diverse peer-reviewed journals and have presented their findings at international conferences, until Agent-based Modelling of Tax Evasion there was no authoritative, single-source guide to state-of-the-art agent-based tax evasion modeling techniques and technologies. Featuring contributions from distinguished experts in the field from around the globe, Agent-Based Modelling of Tax Evasion provides in-depth coverage of an array of field tested agent-based tax evasion models. Models are presented in a unified format so as to enable readers to systematically work their way through the various modeling alternatives available to them. Three main components of each agent-based model are explored in accordance with the Overview, Design Concepts, and Details (ODD) protocol, each section of which contains several sub elements that help to illustrate the model clearly and that assist readers in replicating the modeling results described. Presents models in a unified and structured manner to provide a point of reference for readers interested in agent-based modelling of tax evasion Explores the theoretical aspects and diversity of agent-based modeling through the example of tax evasion Provides an overview of the characteristics of more than thirty agent-based tax evasion frameworks Functions as a solid foundation for lectures and seminars on agent-based modelling of tax evasion The only comprehensive treatment of agent-based tax evasion models and their applications, this book is an indispensable working resource for practitioners and tax evasion modelers both in the agent-based computational domain and using other methodologies. It is also an excellent pedagogical resource for teaching tax evasion modeling and/or agent-based modeling generally.

Author : Elka Korutcheva
Publisher : Nova Publishers
Page : 394 pages
File Size : 42,8 Mb
Release : 2004
Category : Science
ISBN : 1590338995

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Advances in Condensed Matter and Statistical Physics by Elka Korutcheva Pdf

This book collects recent results in systems whose evolutions are dominated by fluctuations, driven systems in which the way to dissipate driving forces is relevant, and systems in which disorder induces highly non-trivial dynamics leading naturally to questions of computational complexity. Topics of the 14 papers include multiplicative noise in non-equilibrium phase transitions, the stochastic population dynamics of spiking neurons, anomalous velocity distributions in elastic Maxwell gases, universality issues in surface kinetic roughening of thin solid films, and multi-state neural networks based upon spin glasses. Some of the chapters have appeared in the arXiv.org database. No information is given about the authors. Annotation : 2004 Book News, Inc., Portland, OR (booknews.com).

Author : Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh
Publisher : Springer
Page : 353 pages
File Size : 44,7 Mb
Release : 2015-01-27
Category : Science
ISBN : 9783319084732

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Econophysics and Data Driven Modelling of Market Dynamics by Frédéric Abergel,Hideaki Aoyama,Bikas K. Chakrabarti,Anirban Chakraborti,Asim Ghosh Pdf

This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the financial market landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature.

Author : Lorenzo Magnani,Tommaso Bertolotti
Publisher : Springer
Page : 1180 pages
File Size : 54,5 Mb
Release : 2017-05-22
Category : Technology & Engineering
ISBN : 9783319305264

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Springer Handbook of Model-Based Science by Lorenzo Magnani,Tommaso Bertolotti Pdf

This handbook offers the first comprehensive reference guide to the interdisciplinary field of model-based reasoning. It highlights the role of models as mediators between theory and experimentation, and as educational devices, as well as their relevance in testing hypotheses and explanatory functions. The Springer Handbook merges philosophical, cognitive and epistemological perspectives on models with the more practical needs related to the application of this tool across various disciplines and practices. The result is a unique, reliable source of information that guides readers toward an understanding of different aspects of model-based science, such as the theoretical and cognitive nature of models, as well as their practical and logical aspects. The inferential role of models in hypothetical reasoning, abduction and creativity once they are constructed, adopted, and manipulated for different scientific and technological purposes is also discussed. Written by a group of internationally renowned experts in philosophy, the history of science, general epistemology, mathematics, cognitive and computer science, physics and life sciences, as well as engineering, architecture, and economics, this Handbook uses numerous diagrams, schemes and other visual representations to promote a better understanding of the concepts. This also makes it highly accessible to an audience of scholars and students with different scientific backgrounds. All in all, the Springer Handbook of Model-Based Science represents the definitive application-oriented reference guide to the interdisciplinary field of model-based reasoning.