774 citations · 2.8k across the 77 of their papers we have counts for
23 papers · 1 filter
Finding critical points and correlation length exponents using finite size scaling of Gini index
Soumyaditya Das, Soumyajyoti Biswas, Anirban Chakraborti +1
The order parameter for a continuous transition shows diverging fluctuation near the critical point. Here we show, through numerical simulations and scaling arguments, that the ine…
Effect of bond-disorder on the phase-separation kinetics of binary mixtures: a Monte Carlo simulation study
Awaneesh Singh, Amrita Singh, Anirban Chakraborti
We present Monte Carlo (MC) simulation studies of phase separation in binary (AB) mixtures with bond-disorder that is introduced in two different ways: (i) at randomly selected lat…
Thermal Equilibrium in D-dimensions: From Fluids and Polymers to Kinetic Wealth Exchange Models
Marco Patriarca, Els Heinsalu, Amrita Singh +1
In this paper we discuss some examples of systems composed of units, which exchange a conserved quantity according to some given stochastic rule, from some standard kinetic…
A threshold induced phase transition in the kinetic exchange models
Asim Ghosh, Urna Basu, Anirban Chakraborti +1
We study an ideal-gas-like model where the particles exchange energy stochastically, through energy conserving scattering processes, which take place if and only if at least one of…
Variational principle for the Pareto power law
Anirban Chakraborti, Marco Patriarca
A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with d…
Gibbs versus non-Gibbs distributions in money dynamics
Marco Patriarca, Anirban Chakraborti, Kimmo Kaski
We review a simple model of closed economy, where the economic agents make money transactions and a saving criterion is present. We observe the Gibbs distribution for zero saving p…
Searching good strategies in adaptive minority games
Marko Sysi-Aho, Anirban Chakraborti, Kimmo Kaski
In this paper we introduce adaptation mechanism based on genetic algorithms in minority games. If agents find their performances too low, they modify their strategies in hope to im…
Asset trees and asset graphs in financial markets
J. -P. Onnela, A. Chakraborti, K. Kaski +2
This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both ar…
Biology helps you to win a game
Marko Sysi-Aho, Anirban Chakraborti, Kimmo Kaski
We present a game of interacting agents which mimics the complex dynamics found in many natural and social systems. These agents modify their strategies periodically, depending on…
Dynamics of market correlations: Taxonomy and portfolio analysis
J. -P. Onnela, A. Chakraborti, K. Kaski +2
The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the ``asset tree'' have been studied to reflect the economic…
Dynamic asset trees and Black Monday
J. -P. Onnela, A. Chakraborti, K. Kaski +1
The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised…
Adaptation using hybridized genetic crossover strategies
Marko Sysi-Aho, Anirban Chakraborti, Kimmo Kaski
We present a simple game which mimics the complex dynamics found in most natural and social systems. Intelligent players modify their strategies periodically, depending on their pe…
Intelligent Minority Game with genetic-crossover strategies
Marko Sysi-Aho, Anirban Chakraborti, Kimmo Kaski
We develop a game theoretical model of heterogeneous interacting agents called the intelligent minority game. The ``intelligent'' agents play the basic minority game and depend…
Dynamic asset trees and portfolio analysis
J. -P. Onnela, A. Chakraborti, K. Kaski +1
The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns and provides a meaningful economic taxonomy of the st…
Distributions of money in model markets of economy
Anirban Chakraborti
We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conse…
Market application of the percolation model: Relative price distribution
Anirban Chakraborti
We study a variant of the Cont-Bouchaud model which utilizes the perco lation approach of multi-agent simulations of the stock market fluctuations. Here, instead of considering the…
The Euclidean travelling salesman problem: Frequency distribution of neighbours for small-size systems
Anirban Chakraborti
We have studied numerically the frequency distribution of the n-th neighbour along the optimal tour in the Euclidean travelling salesman problem for N cities, in dimensions…
The average distance of the n-th neighbour in a uniform distribution of random points
Pratip Bhattacharyya, Bikas K. Chakrabarti, Anirban Chakraborti
We first review the derivation of the exact expression for the average distance of the n-th neighbour of a reference point among a set of N random points distributed unifor…
A Self-organising Model of Market with Single Commodity
Anirban Chakraborti, Srutarshi Pradhan, Bikas K. Chakrabarti
We have studied here the self-organising features of the dynamics of a model market, where the agents `trade' for a single commodity with their money. The model market consists of…
Statistical mechanics of money: How saving propensity affects its distribution
Anirban Chakraborti, Bikas K. Chakrabarti
We consider a simple model of a closed economic system where the total money is conserved and the number of economic agents is fixed. In analogy to statistical systems in equilibri…
The travelling salesman problem on randomly diluted lattices: results for small-size systems
Anirban Chakraborti, Bikas K. Chakrabarti
If one places N cities randomly on a lattice of size L, we find that the normalized optimal travel distances per city in the Euclidean and Manhattan metrics vary monotonically with…
Anomalous Transmission in a Hierarchical Lattice
Anirban Chakraborti, Bibhas Bhattacharyya, Arunava Chakrabarti
We present an analytical method of studying "extended" electronic eigenstates of a diamond hierarchical lattice, which may be taken as the simplest of the hierarchical models recen…
Statistical Physics of the Travelling Salesman Problem
Anirban Chakraborti, Bikas K. Chakrabarti
If one places N cities on a continuum in an unit area, extensive numerical results and their analysis (scaling, etc.) suggest that the best normalized optimal travel distance becom…