Agent based models are very widely used in different disciplines. In financial markets, they can be used to explain well known features called stylised facts and fit statistical properties of data. For this reason, they can model price movements better than standard models using gaussianity....

This paper discusses the size distribution–in economic terms–of the Italian municipalities over the period 2007–2011. Yearly data are rather well fitted by a modified Lavalette law, while Zipf–Mandelbrot–Pareto law seems to fail in this doing. The analysis is performed either at a...

Among econophysics investigations, studies of religious groups have been of interest. On the one hand, the present paper concerns the Antoinist community financial reports–a community which appeared at the end of the 19-th century in Belgium. Several growth–decay regimes have been previously...

We introduce a two-player model of reinforcement learning with memory. Past actions of an iterated game are stored in a memory and used to determine player’s next action. To examine the behaviour of the model some approximate methods are used and confronted against numerical simulations and...

A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior under heterogeneous spatial economic conditions is reviewed. A birth–death lattice gas model taking into account the influence of an economic environment on the fitness and concentration evolution...

Recent daily data of the Southern Oscillation Index have been analyzed. The power spectrum indicates major intrinsic geophysical short periods. We find interesting “high frequency” oscillations at 24, 27, 37, 76, 100 and 365 days. In particular the 24 days peaks may correspond to the...