We propose a simple model of a financial market populated with heterogeneous agents. The market represents a network with nodes symbolizing the agents and edges standing for connections between them, thus, embodying local interactions in the market. By local interactions we mean any kind of...

In this paper we investigate the effects of network topologies on asset price dynamics. We introduce network communications into a simple asset pricing model with heterogeneous beliefs. The agents may switch between several belief types according to their performance. The performance information...

In this paper we investigate the effects of network topologies on asset price dynamics. We introduce network communications into a simple asset pricing model with heterogeneous beliefs. The agents may switch between several belief types according to their performance. The performance information...

This paper surveys deep learning algorithms, IoT cyber security and risk models, and established mathematical formulas to identify the best approach for developing a dynamic and self-adapting system for predictive cyber risk analytics supported with Artificial Intelligence and Machine Learning...

The Holy Grail of a decentralised stablecoin is achieved on rigorous mathematical frameworks, obtaining multiple advantageous proofs: stability, convergence, truthfulness, faithfulness, and malicious-security. These properties could only be attained by the novel and interdisciplinary combination...

In this paper we develop an heterogenous agents model of asset price and inventory with a market maker who considers the excess demand of two groups of agents that employ the same trading rule (i.e. fundamentalists) with different beliefs on the fundamental value. The dynamics of our model is...