Boltzmann-type models for price formation in the presence of behavioral aspects

DOI10.3934/nhm.2015.10.543zbMath1342.35204OpenAlexW2406678653MaRDI QIDQ258513

Giuseppe Toscani, Carlo Brugna

Publication date: 10 March 2016

Published in: Networks and Heterogeneous Media (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/nhm.2015.10.543

zbMATH Keywords

multi-agent systemsopinion formationkinetic modelsmarkets and trades

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Trade models (91B60) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Heterogeneous agent models (91B69) Boltzmann equations (35Q20)

Related Items (9)

Swarms dynamics approach to behavioral economy: theoretical tools and price sequences ⋮ Kinetic models for goods exchange in a multi-agent market ⋮ Unnamed Item ⋮ Concentration effects in a kinetic model with wealth and knowledge exchanges ⋮ Modeling behavioral social systems ⋮ Fokker–Planck equations in the modeling of socio-economic phenomena ⋮ Kinetic models for the trading of goods ⋮ On the steady state of continuous-time stochastic opinion dynamics with power-law confidence ⋮ Reducing Complexity of Multiagent Systems with Symmetry Breaking: An Application to Opinion Dynamics with Polls

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Kinetic models of opinion formation
• Mathematical modeling of collective behavior in socio-economic and life sciences
• On a kinetic model for a simple market economy
• On steady distributions of kinetic models of conservative economies
• Wealth distribution and collective knowledge: a Boltzmann approach
• The Statistical Mechanics of Financial Markets
• Prospect Theory: An Analysis of Decision under Risk
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

This page was built for publication: Boltzmann-type models for price formation in the presence of behavioral aspects