Social networks are organized into communities with dense internal connections, giving rise to high values of the clustering coefficient. In addition, these networks have been observed to be assortative, i.e., highly connected vertices tend to connect to other highly connected vertices, and have...

Tick size is an important aspect of the micro-structural level organization of financial markets. It is the smallest institutionally allowed price increment, has a direct bearing on the bid–ask spread, influences the strategy of trading order placement in electronic markets, affects the price...

Correlation matrices inferred from stock return time series contain information on the behaviour of the market, especially on clusters of highly correlating stocks. Here we study a subset of New York Stock Exchange (NYSE) traded stocks and compare three different methods of analysis: (i)...

We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE) traded stocks with stocks corresponding to nodes and the links between them added one after the other, according to the strength of the correlation between the nodes. The eigenvalue spectrum of...

We present a simple model for the formation of pairs in multi-agent populations of type A and B which move freely on a spatial network. Each agent of population A (and B) is labeled as Ai (and Bj) with i=1,...,NA (and j=1,...,NB) and carries its own individual list of characteristics or...

We present numerical and analytic results for a new version of the minority game (MG) in which strategy performance is recorded over a finite time horizon. The dynamics of this time horizon minority game (THMG) exhibit many distinct features from the MG and depend strongly on whether the...

There is much disagreement concerning how best to control global carbon emissions. We explore quantitatively how different control schemes affect the collective emission dynamics of a population of emitting entities. We uncover a complex trade-off which arises between average emissions...

We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time series. A third-party game is trained on a black-box time series, and is then run into the future to extract next-step and multi-step predictions. In addition to...

We investigate the complex relationships between countries in the Eurovision Song Contest, by recasting past voting data from 1992–2003 in terms of a dynamical network. Our analysis shows that the UK is remarkably compatible, or ‘in tune’, with other European countries during the period of...

The goal of developing a firmer theoretical understanding of inhomogeneous temporal processes–in particular, the waiting times in some collective dynamical system–is attracting significant interest among physicists. Quantifying the deviations between the waiting-time distribution and the...