Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An agent behavior based model for diffusion price processes with
  application to phase transition and oscillations   We present an agent behavior based microscopic model for diffusion price
processes. As such we provide a model not only containing a convenient
framework for describing socio-economic behavior, but also a sophisticated link
to price dynamics. We furthermore establish the circumstances under which the
dynamics converge to diffusion processes in the large market limit. To
demonstrate the applicability of a separation of behavior and price process, we
show how herding behavior of market participants can lead to equilibria
transition and oscillations in diffusion price processes.

11
The categories of this paper are: hep-lat
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
35
The categories of this paper are: mtrl-th
22
The categories of this paper are: chao-dyn
25
The categories of this paper are: patt-sol
1
The categories of this paper are: cs
9
The categories of this paper are: nlin
21
The categories of this paper are: adap-org
8
The categories of this paper are: hep-ex
6
The categories of this paper are: astro-ph
32
The categories of this paper are: atom-ph
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
36
The categories of this paper are: cmp-lg
30
The categories of this paper are: q-alg