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- Sven Banisch, Ricardo Lima, Tanya Araújo
- Social Networks
- 2012

This paper introduces a Markov chain approach that allows a rigorous analysis of agent based opinion dynamics as well as other related agent based models (ABM). By viewing the ABM dynamics as a microdescription of the process, we show how the corresponding macro-description is obtained by a projection construction. Then, well known conditions for… (More)

- Sven Banisch, Tanya Araújo
- 2012

We analyze the dynamics of agent–based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of macroscopic observables that are useful for a precise understanding of the model dynamics. In this way the dynamics of collective variables may be studied,… (More)

- Sven Banisch, Tanya Araújo, Jorge Louçã
- Advances in Complex Systems
- 2010

This paper examines the interplay of opinion exchange dynamics and communication network formation. An opinion formation procedure is introduced which is based on an abstract representation of opinions as k–dimensional bit–strings. Individuals interact if the difference in the opinion strings is below a defined similarity threshold dI . Depending on dI ,… (More)

- Rui Vilela Mendes, R. Limaand, Tanya Araújo
- 2001

The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is carried out for market fluctuation processes. Gibbs measures and chains with complete connections are considered. Some… (More)

- Tanya Araújo, Rui Vilela Mendes
- Advances in Complex Systems
- 2009

A model is developed to study the effectiveness of innovation and its impact on structure creation on agent-based societies. The abstract model that is developed is easily adapted to any particular field. In an interacting environment, the agents receive something from the environment (the other agents) in exchange for their effort and pay the environment a… (More)

- Tanya Araújo, R. Vilela Mendes
- Complex Systems
- 2000

The main problem we address in this paper is whether function determines form when a society of agents organizes itself for some purpose or whether the organizing method is more important than the functionality in determining the structure of the ensemble. As an example, we use a neural network that learns the same function by two different learning… (More)

This paper investigates the dynamics of stocks in the S&P500 index for the last 30 years. Using a stochastic geometry technique, we investigate the evolution of the market space and define a new measure for that purpose, which is a robust index of the dynamics of the market structure and provides information on the intensity and the sectoral impact of the… (More)

- Tanya Araújo, Francisco Louçã
- IJATS
- 2009

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… (More)

A model is developed to study the effectiveness of innovation and its impact on structure creation and structure change on agent-based societies. The abstract model that is developed is easily adapted to any particular field. In any interacting environment, the agents receive something from the environment (the other agents) in exchange for their effort and… (More)

The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where crossborder financial linkages play the fundamental role. It has also been emphasized that the relevance of these networks relies on the representation of changes follow on the occurrence of stress events. Here, from series of… (More)