In the age of data-driven decision-making, understanding how to assign a fair price to information has become a pressing and complex challenge. Information, in the form of intangible data that can be traded in exchange of money, does not follow the standard supply-demand rules that govern tangible assets. We address this problem by developing a game-theoretic and statistical physics framework...
Discontinuous phase transitions are a desirable phenomenon in models of opinion dynamics because they capture abrupt shifts in collective behavior, critical mass effects, and social hysteresis. These transitions help explain real-world phenomena such as political polarization, the persistence of vaccine hesitancy, and delayed responses to policy changes. Therefore, identifying the conditions...
Financial markets are data-rich systems where prices and their dynamics emerge from the continuous interaction of many agents. In this talk, I present a framework that combines deep learning with ideas from statistical physics to understand and predict short-term price movements in modern electronic markets. At the core of this framework is the Limit Order Book (LOB)—a high-frequency, tabular...
In the linear overdamped Langevin equation, the effect on a mesoscopic particle (e.g., a colloid) of its collisions with the molecules of the surrounding medium is described by instantaneous friction accompanied by a random force modeled by Gaussian white
noise, yielding a Markovian dynamics of the particle. Such a description hinges on the assumption of time-scale separation, i.e., that the...
In developing embryo cells determine their fate by reading diffusing chemical signals called morphogens. Yet, as the initially imposed morphogens wear out, the corresponding pattern of gene expression remains self-sustained in cells. In order to achieve this, the pattern-maintaining mechanism must be robust enough to overcome significant amounts of noise, inherent to the gene expression...
