We study the relation between the trading behavior of agents and volatility in toy markets of adaptive inductively rational agents. We show that excess volatility, in such simplified markets, arises as a consequence of (i) the neglect of market impact implicit in price taking behavior and of...

Online systems, where users purchase or collect items of some kind, can be effectively represented by temporal bipartite networks where both nodes and links are added with time. We use this representation to predict which items might become popular in the near future. Various prediction methods...