摘要翻译：
我们给出了一个自组织现象的详细分析，在这个自组织现象中，程式化的事实源于关于考虑的主体数目的有限规模效应，而在无限种群的极限中消失。通过引入代理人可以根据价格行为进入或离开市场的可能性，可以证明系统在一个具有有限数量代理人的制度中自组织，这与程式化的事实相对应。进入或离开市场的机制是基于这样一个想法，即过于稳定的市场对交易者没有吸引力，而价格波动的存在吸引代理人进入和投机市场。我们证明了这一机制也与代理人在较短时间内被嘈杂和风险的市场所吓倒的观点相一致。我们还表明，自组织机制对于退出/进入规则的变化是稳健的，试图在一个没有程式化事实的区域中触发系统自组织会导致不切实际的动力学。我们在一个特定的基于agent的模型中研究自组织，但我们认为基本思想应该是普遍有效的。
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英文标题：
《Mechanisms of Self-Organization and Finite Size Effects in a Minimal
  Agent Based Model》
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作者：
V. Alfi, M. Cristelli, L. Pietronero, A. Zaccaria
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最新提交年份：
2008
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分类信息：

一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Physics        物理学
二级分类：Statistical Mechanics        统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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英文摘要：
  We present a detailed analysis of the self-organization phenomenon in which the stylized facts originate from finite size effects with respect to the number of agents considered and disappear in the limit of an infinite population. By introducing the possibility that agents can enter or leave the market depending on the behavior of the price, it is possible to show that the system self-organizes in a regime with a finite number of agents which corresponds to the stylized facts. The mechanism to enter or leave the market is based on the idea that a too stable market is unappealing for traders while the presence of price movements attracts agents to enter and speculate on the market. We show that this mechanism is also compatible with the idea that agents are scared by a noisy and risky market at shorter time scales. We also show that the mechanism for self-organization is robust with respect to variations of the exit/entry rules and that the attempt to trigger the system to self-organize in a region without stylized facts leads to an unrealistic dynamics. We study the self-organization in a specific agent based model but we believe that the basic ideas should be of general validity.
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PDF链接：
https://arxiv.org/pdf/0811.4256