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Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks
Mathematical Methods in the Applied Sciences ( IF 2.9 ) Pub Date : 2020-09-04 , DOI: 10.1002/mma.6856
Hyeong‐Ohk Bae 1 , Seung‐Yeal Ha 2, 3 , Doheon Kim 3 , Yongsik Kim 4 , Hyuncheul Lim 5 , Jane Yoo 1
Affiliation  

We study the stochastic aggregation of linearly coupled Cucker–Smale (CS) particles on several asymmetric networks. Our proposed first‐order stochastic CS model was motivated as a stochastic dynamics modeling on the rates of multiasset return. In this study, we consider three asymmetric networks and study sufficient conditions toward stochastic aggregation for each proposed network. We also provide several numerical and empirical examples and compare them with theoretical results. In financial applications, we regard particles or agents as analysts and study their herding behavior based on our proposed model.

中文翻译:

不对称网络上线性耦合的随机Cucker-Smale集合的集体聚集

我们研究了几个不对称网络上线性耦合的Cucker-Smale(CS)粒子的随机聚集。我们提出的一阶随机CS模型的动机是对多资产收益率的随机动力学建模。在这项研究中,我们考虑了三个不对称网络,并为每个拟议网络研究了随机聚集的充分条件。我们还提供了一些数值和经验示例,并将它们与理论结果进行比较。在金融应用中,我们将粒子或代理视为分析人员,并根据我们提出的模型研究其从众行为。
更新日期:2020-09-04
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