scholarly journals A SIMPLE MODEL OF PRICE FORMATION

2002 ◽  
Vol 13 (01) ◽  
pp. 115-123 ◽  
Author(s):  
K. SZNAJD-WERON ◽  
R. WERON
Keyword(s):  
Monte Carlo ◽  
Simple Model ◽  
Monte Carlo Simulations ◽  
Financial Markets ◽  
Spin Model ◽  
Price Formation ◽  
Agent Based ◽  
Ising Spin ◽  
Simple Rules ◽  
Center Site

A simple Ising spin model, which can describe the mechanism of price formation in financial markets is proposed. In contrast to other agent-based models, the influence does not flow inward from the surrounding neighbors to the center site, but spreads outward from the center to the neighbors. The model thus describes the spread of opinions among traders. It is shown via standard Monte Carlo simulations that very simple rules lead to dynamics that duplicate those of asset prices.

scholarly journals OPINION EVOLUTION IN CLOSED COMMUNITY

2000 ◽  
Vol 11 (06) ◽  
pp. 1157-1165 ◽  
Author(s):  
KATARZYNA SZNAJD-WERON ◽  
JÓZEF SZNAJD
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Power Law ◽  
Time Distribution ◽  
Decision Time ◽  
Spin Model ◽  
Ising Spin ◽  
Simple Rules ◽  
Opinion Evolution

A simple Ising spin model which can describe a mechanism of making a decision in a closed community is proposed. It is shown via standard Monte Carlo simulations that very simple rules lead to rather complicated dynamics and to a power law in the decision time distribution. It is found that a closed community has to evolve either to a dictatorship or a stalemate state (inability to take any common decision). A common decision can be taken in a "democratic way" only by an open community.

Monte Carlo simulations of a simple model for the electrocatalytic CO oxidation on platinum

1998 ◽  
Vol 109 (14) ◽  
pp. 6051-6062 ◽  
Author(s):  
M. T. M. Koper ◽  
A. P. J. Jansen ◽  
R. A. van Santen ◽  
J. J. Lukkien ◽  
P. A. J. Hilbers
Keyword(s):  
Monte Carlo ◽  
Simple Model ◽  
Monte Carlo Simulations ◽  
Co Oxidation

The Structure of the Boron-Hydrogen Complex in Silicon

1987 ◽  
Vol 104 ◽  
Author(s):  
A. D. Marwick ◽  
G. S. Oehrlein ◽  
J. H. Barrett ◽  
N. M Johnson
Keyword(s):  
Monte Carlo ◽  
Hydrogen Atom ◽  
Monte Carlo Simulations ◽  
Boron Atom ◽  
Small Proportion ◽  
Crystalline Silicon ◽  
Hydrogen Atoms ◽  
Substitutional Site ◽  
Bond Center ◽  
Center Site

ABSTRACTChanneling and lattice location has been used to investigate the structure of the boron-hydrogen complex in crystalline silicon. The positions of both the boron and hydrogen atoms have been determined. The results are compared with Monte-Carlo simulations. The boron atom in the B-H pair is found to be displaced from a substitutional site by 0.28±0.03Å, while the hydrogen atom is predominantly at a bond-center site, with a small proportion in a back-bonded position.

scholarly journals Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

2015 ◽  
Vol 7 (9) ◽  
pp. 987-997 ◽  
Author(s):  
J. Walpole ◽  
J. C. Chappell ◽  
J. G. Cluceru ◽  
F. Mac Gabhann ◽  
V. L. Bautch ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Time Lapse ◽  
Confocal Imaging ◽  
Agent Based Model ◽  
Agent Based

We developed an agent-based model of endothelial sprout initiations based on time-lapse confocal imaging in vitro that outperforms Monte Carlo simulations, suggesting that sprout location and frequency are not purely stochastic behaviors.

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