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Modeling a Multi-Agents System as a Network: A Metaphoric Exploration of the Unexpected

Modeling a Multi-Agents System as a Network: A Metaphoric Exploration of the Unexpected

Tanya Araújo, Francisco Louçã
Copyright: © 2009 |Volume: 1 |Issue: 4 |Pages: 13
ISSN: 1943-0744|EISSN: 1943-0752|ISSN: 1943-0744|EISBN13: 9781616920814|EISSN: 1943-0752|DOI: 10.4018/jats.2009100102
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MLA

Araújo, Tanya, and Francisco Louçã. "Modeling a Multi-Agents System as a Network: A Metaphoric Exploration of the Unexpected." IJATS vol.1, no.4 2009: pp.17-29. http://doi.org/10.4018/jats.2009100102

APA

Araújo, T. & Louçã, F. (2009). Modeling a Multi-Agents System as a Network: A Metaphoric Exploration of the Unexpected. International Journal of Agent Technologies and Systems (IJATS), 1(4), 17-29. http://doi.org/10.4018/jats.2009100102

Chicago

Araújo, Tanya, and Francisco Louçã. "Modeling a Multi-Agents System as a Network: A Metaphoric Exploration of the Unexpected," International Journal of Agent Technologies and Systems (IJATS) 1, no.4: 17-29. http://doi.org/10.4018/jats.2009100102

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Abstract

The article presents an empirically oriented investigation on the dynamics of a specific case of a multi-agents system, the stock market. It demonstrates that S&P500 market space can be described using the geometrical and topological characteristics of its dynamics. The authors proposed to measure the coefficient R, an index providing information on the evolution of a manifold describing the dynamics of the market. It indicates the moments of perturbations, proving that the dynamics is driven by shocks and by a structural change. This dynamics has a characteristic dimension, which also allows for a description of its evolution. The consequent description of the market as a network of stocks is useful for the identification of patterns that emerge from multi-agent interaction, and defines our research, as it is derived from a system of measure and it is part of the logic of a defined mathematics.

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