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In this article I discuss the outcome of an exploratory research project based on complexity science concepts and theories; this research is focused on the Great Power war dynamics in the time period 1495 - 1945. According to this research,…

Adaptation and Self-Organizing Systems · Physics 2014-09-25 Ingo Piepers

A simple model economy with locally interacting producers and consumers is introduced. When driven by extremal dynamics, the model self-organizes {\em not} to an attractor state, but to an asymptote, on which the economy has a constant rate…

Statistical Mechanics · Physics 2011-04-12 Simon F. Norrelykke , Per Bak

A dynamic scaling Ansatz for the approach to the Self-Organized Critical (SOC) regime is proposed and tested by means of extensive simulations applied to the Bak-Sneppen model (BS), which exhibits robust SOC behavior. Considering the…

Adaptation and Self-Organizing Systems · Physics 2009-11-11 Karina Laneri , Alejandro F. Rozenfeld , Ezequiel V. Albano

We study models of biological evolution and investigate a key factor to yield self-organized criticality (SOC). The Bak-Sneppen (BS) model is the most basic model that shows an SOC state, which is developed based on minimal and plausible…

Populations and Evolution · Quantitative Biology 2018-09-11 Yohsuke Murase , Per Arne Rikvold

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

A punctuated equilibrium model of biological evolution with relative fitness between different species being the fundamental driving force of evolution is introduced. Mutation is modeled as a fitness updating cellular automaton process…

Condensed Matter · Physics 2015-06-25 H. F. Chau , L. Mak , P. K. Kwok

A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows…

Optimization and Control · Mathematics 2021-07-15 Yu-Jui Huang , Zhou Zhou

We present a simple discrete model for the non-linear spatial interaction of different kinds of ``subpopulations'' composed of identical moving entities like particles, bacteria, individuals, etc. The model allows to mimic a variety of…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing , Tadeusz Platkowski

Here we provide a detailed analysis, along with some extensions and additonal investigations, of a recently proposed self-organised model for the evolution of complex networks. Vertices of the network are characterised by a fitness variable…

Physics and Society · Physics 2008-08-29 Guido Caldarelli , Andrea Capocci , Diego Garlaschelli

Slowly driven dissipative systems may evolve to a critical state where long periods of apparent equilibrium are punctuated by intermittent avalanches of activity. We present a self-organized critical model of punctuated equilibrium behavior…

Condensed Matter · Physics 2009-10-28 Stefan Boettcher , Maya Paczuski

The notion that economies should normally be in equilibrium is by now well-established; equally well-established is that economies are almost never precisely in equilibrium. Using a very general formulation, we show that under dynamics that…

General Finance · Quantitative Finance 2012-02-28 Eric Kemp-Benedict

The paper analyzes the interactions among one public firm and $n$ private firms on the market, in the framework of a discrete-time Cournot game with time delay. The production of the public firm is influenced by previous output levels of…

Dynamical Systems · Mathematics 2023-07-07 Loredana Camelia Culda , Eva Kaslik , Mihaela Neamtu

``Self-Organised Criticality'' (SOC) is the mechanism by which complex systems spontaneously settle close to a *critical point*, at the edge between stability and chaos, and characterized by fat-tailed fluctuations and long-memory…

General Finance · Quantitative Finance 2024-09-09 Jean-Philippe Bouchaud

In this work we review some recent development in the mathematical modelling of quantitative sociology by means of statistical mechanics. After a short pedagogical introduction to static and dynamic properties of many body systems, we…

Physics and Society · Physics 2009-10-15 Elena Agliari , Adriano Barra , Raffaella Burioni , Pierluigi Contucci

The mathematical model proposed by George Soros for his theory of reflexivity is analyzed under the framework of discrete dynamical systems. We show the importance of the notion of fixed points for explaining the behavior of a reflexive…

General Finance · Quantitative Finance 2009-01-29 C. P. Kwong

We develop a tractable macroeconomic model that captures dynamic behaviors across multiple timescales, including business cycles. The model is anchored in a dynamic capital demand framework reflecting an interactions-based process whereby…

General Economics · Economics 2022-09-08 Karl Naumann-Woleske , Michael Benzaquen , Maxim Gusev , Dimitri Kroujiline

This paper proposes a strategic model of pollution control. A firm, representative of the productive sector of a country, aims at maximizing its profits by expanding its production. Assuming that the output of production is proportional to…

Optimization and Control · Mathematics 2018-06-08 Giorgio Ferrari , Torben Koch

Competitive equilibrium is a central concept in economics with numerous applications beyond markets, such as scheduling, fair allocation of goods, or bandwidth distribution in networks. Computation of competitive equilibria has received a…

Computer Science and Game Theory · Computer Science 2018-04-24 Yun Kuen Cheung , Martin Hoefer , Paresh Nakhe

Trap models have been initially proposed as toy models for dynamical relaxation in extremely simplified rough potential energy landscapes. Their importance has considerably grown recently thanks to the discovery that the trap like aging…

Disordered Systems and Neural Networks · Physics 2018-04-18 Chiara Cammarota , Enzo Marinari

The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…

Physics and Society · Physics 2019-09-04 Frank Schweitzer