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FilterBubbles_in_Carley1991
Benoît Desmarchelier | Published Wednesday, May 21, 2025The model is an extension of: Carley K. (1991) “A theory of group stability”, American Sociological Review, vol. 56, pp. 331-354.
The original model from Carley (1991) works as follows:
- Agents know or ignore a series of knowledge facts;
- At each time step, each agent i choose a partner j to interact with at random, with a probability of choice proportional to the degree of knowledge facts they have in common.
- Agents interact synchronously. As such, interaction happens only if the partnert j is not already busy interacting with someone else.
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An agent-based artificial stock with a dynamic investor network
Matthew Oldham | Published Tuesday, June 25, 2019The model is an agent-based artificial stock market where investors connect in a dynamic network. The network is dynamic in the sense that the investors, at specified intervals, decide whether to keep their current adviser (those investors they receive trading advise from). The investors also gain information from a private source and share public information about the risky asset. Investors have different tendencies to follow the different information sources, consider differing amounts of history, and have different thresholds for investing.