88 citations · 121 across the 4 of their papers we have counts for
7 papers
Opinion Dynamics of Learning Agents: Does Seeking Consensus Lead to Disagreement?
Renato Vicente, Andre C. R. Martins, Nestor Caticha
We study opinion dynamics in a population of interacting adaptive agents voting on a set of complex multidimensional issues. We consider agents which can classify issues into for o…
An Opinion Dynamics Model for the Diffusion of Innovations
Andre C. R. Martins, Carlos de B. Pereira, Renato Vicente
We study the dynamics of the adoption of new products by agents with continuous opinions and discrete actions (CODA). The model is such that the refusal in adopting a new idea or p…
The Effect of a Random Drift on Mixed and Pure Strategies in the Snowdrift Game
Andre C. R. Martins, Renato Vicente
The replicator dynamics of players choosing either mixed or pure strategies are usually regarded as equivalent, as long as strategies are played with identical frequencies. In this…
Long Term Economic Relationships From Cointegration Maps
Renato Vicente, Carlos de B. Pereira, Vitor B. P. Leite +1
We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we intro…
Underlying Dynamics of Typical Fluctuations of an Emerging Market Price Index: The Heston Model from Minutes to Months
Renato Vicente, Charles M. de Toledo, Vitor B. P. Leite +1
We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOV…
Common Underlying Dynamics in an Emerging Market: From Minutes to Months
Renato Vicente, Charles M. de Toledo, Vitor B. P. Leite +1
We analyse a period spanning 35 years of activity in the Sao Paulo Stock Exchange Index (IBOVESPA) and show that the Heston model with stochastic volatility is capable of explainin…