Pau Fonseca i Casas | Searcharxiv

arXiv2026

Conceptualization and experimentation of asset market with price manipulation

The primary goal of this work is to reproduce the behavior of a human trader, detailing his or her psychological processes to understand the effects of his or her decisions on the final value of an asset. The second goal is to use a formal language to detail this behavior as a tool for improving and simplifying the communication between all actors involved in the project, such as specialists from disciplines as diverse as computing, economics and psychology. As a starting point, we use a paper that shows an experiment that analyzes the influence on other trader's behavior when an agent handler and a trading robot attempt to distort the market. This work reproduces this experiment, using virtual traders that belong to a multi-agent simulation model, showing the feasibility to reproduce complex human behaviors and showing the convenience of use formal and graphical languages to simplify the understanding and the validation of the complex behaviors involved in an economic process.

cs.MA↗

arXiv2015

Bartering integer commodities with exogenous prices

The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This research report provides a mathematical and computational details associated to the mathematical programming based approaches proposed by Nasini et al. (accepted 2014) to study pure exchange economies where discrete amounts of commodities are exchanged at fixed prices. Barter processes, consisting in sequences of elementary reallocations of couple of commodities among couples of agents, are formalized as local searches converging to equilibrium allocations. A direct application of the analyzed processes in the context of computational economics is provided, along with a Java implementation of the approaches described in this research report.

q-fin.GN↗