154 citations · 1.2k across the 65 of their papers we have counts for
7 papers · 1 filter
Abrupt structural transitions involving functionally optimal networks
Timothy C. Jarrett, Douglas J. Ashton, Mark Fricker +1
We show analytically that abrupt structural transitions can arise in functionally optimal networks, driven by small changes in the level of transport congestion. Our findings are b…
Using Artificial Market Models to Forecast Financial Time-Series
Nachi Gupta, Raphael Hauser, Neil F. Johnson
We discuss the theoretical machinery involved in predicting financial market movements using an artificial market model which has been trained on real financial data. This approach…
Decision Making, Strategy dynamics, and Crowd Formation in Agent-based models of Competing Populations
K. P. Chan, Pak Ming Hui, Neil F. Johnson
The Minority Game (MG) is a basic multi-agent model representing a simplified and binary form of the bar attendance model of Arthur. The model has an informationally efficient phas…
Transitions in collective response in multi-agent models of competing populations driven by resource level
Sonic H. Y. Chan, T. S. Lo, P. M. Hui +1
We aim to study the effects of controlling the resource level in agent-based models. We study, both numerical and analytically, a Binary-Agent-Resource (B-A-R) model in which a…
Competitive Advantage for Multiple-Memory Strategies in an Artificial Market
Kurt E. Mitman, Sehyo Charley Choe, Neil F. Johnson
We consider a simple binary market model containing competitive agents. The novel feature of our model is that it incorporates the tendency shown by traders to look for pattern…
What shakes the FX tree? Understanding currency dominance, dependence and dynamics
Neil F. Johnson, Mark McDonald, Omer Suleman +2
There is intense interest in understanding the stochastic and dynamical properties of the global Foreign Exchange (FX) market, whose daily transactions exceed one trillion US dolla…
Many-Body Theory for Multi-Agent Complex Systems
Neil F. Johnson, David M. D. Smith, Pak Ming Hui
Multi-agent complex systems comprising populations of decision-making particles, have wide application across the biological, informational and social sciences. We uncover a formal…