English
Related papers

Related papers: Application of Chaotic Number Generators in Econop…

200 papers

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

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…

Chaotic Dynamics · Physics 2010-08-05 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…

Adaptation and Self-Organizing Systems · Physics 2009-01-09 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We introduce new families of enhanced chaotic number generators in order to compute very fast long series of pseudorandom numbers. The key feature of these generators being the use of chaotic numbers themselves for sampling chaotic…

Dynamical Systems · Mathematics 2008-02-20 R. Lozi

Chaos enables the emergence of randomness in deterministic physical systems. Therefore it can be exploited for the conception of true random number generators (RNG) mandatory in classical cryptography applications. Meanwhile, nanomechanical…

Mesoscale and Nanoscale Physics · Physics 2022-09-14 Guilhem Madiot , Franck Correia , Sylvain Barbay , Rémy Braive

Climate change is a major global challenge today. To assess how policies may lead to mitigation, economists have developed Integrated Assessment Models, however, most of the equilibrium based models have faced heavy critiques. Agent-based…

General Economics · Economics 2023-01-23 Karl Naumann-Woleske

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…

Machine Learning · Computer Science 2023-01-31 William Gilpin

The chaotic properties of simple two-dimensional rotation-translation models are explored and simulated. The models are given in difference equation forms, while the corresponding differential equations systems are studied and the resulting…

Chaotic Dynamics · Physics 2007-05-23 Christos H. Skiadas , Charilaos Skiadas

While there have been many publications on potential applications of chaos to fields such as communications, radar, sonar, random signal generation, channel equalization and others, designing continuous chaotic systems is still an unsolved…

Signal Processing · Electrical Eng. & Systems 2022-10-14 Thomas L. Carroll

Chaos and nonlinear economic dynamics are addressed for a quantum coupled map lattice model of an artificial economy, with quantized supply and demand equilibrium conditions. The measure theoretic properties and the patterns that emerge in…

Chaotic Dynamics · Physics 2012-03-01 Carlos Pedro Gonçalves

We present an inverse method to construct large classes of chaotic invariant sets together with their exact statistics. The associated dynamical systems are characterized by a probability distribution and a two-form. While our emphasis is…

Chaotic Dynamics · Physics 2009-11-13 Zachary Guralnik

Computer-based modelling and simulation have become useful tools to facilitate humans to understand systems in different domains, such as physics, astrophysics, chemistry, biology, economics, engineering and social science. A complex system…

Artificial Intelligence · Computer Science 2021-02-03 Xing Su , Yan Kong , Weihua Li

Models for spin systems known from statistical physics are used in econometrics in the form of agent-based models. Econophysics research in econometrics is increasingly developing general market models that describe exchange phenomena and…

Statistical Finance · Quantitative Finance 2024-01-18 Christoph J. Börner , Ingo Hoffmann , John H. Stiebel

Controlling Chaos could be a big factor in getting great stable amounts of energy out of small amounts of not necessarily stable resources. By definition, Chaos is getting huge changes in the system's output due to unpredictable small…

Machine Learning · Computer Science 2017-01-04 Ibrahim Ighneiwaa , Salwa Hamidatoua , Fadia Ben Ismaela

In recent years, individual-based/agent-based modeling has been applied to study a wide range of applications, ranging from engineering problems to phenomena in sociology, economics and biology. Simulating such agent-based models over…

Numerical Analysis · Mathematics 2014-04-30 Ping Liu , Giovanni Samaey , C. William Gear , Ioannis G. Kevrekidis

With the constant increase of the number of autonomous vehicles and connected objects, tools to understand and reproduce their mobility models are required. We focus on chaotic dynamics and review their applications in the design of…

Multiagent Systems · Computer Science 2023-03-30 Martin Rosalie , Serge Chaumette

This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…

General Finance · Quantitative Finance 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We have used agent-based modeling as our numerical method to artificially simulate a dynamic real economy where agents are rational maximizers of an objective function of Cobb-Douglas type. The economy is characterised by heterogeneous…

Theoretical Economics · Economics 2024-01-17 Subhamon Supantha , Naresh Kumar Sharma

Machine learning studies need colossal power to process massive datasets and train neural networks to reach high accuracies, which have become gradually unsustainable. Limited by the von Neumann bottleneck, current computing architectures…

Machine Learning · Computer Science 2023-09-26 Bahadır Utku Kesgin , Uğur Teğin

A chaotic system under periodic forcing can develop a periodically visited strange attractor. We discuss simple models in which the phenomenon, quite easy to see in numerical simulations, can be completely studied analytically.

Chaotic Dynamics · Physics 2012-09-19 Giovanni Gallavotti , Guido Gentile , Alessandro Giuliani
‹ Prev 1 2 3 10 Next ›