Related papers: Application of Chaotic Number Generators in Econop…
We present a new chaotic system of three coupled ordinary differential equations, limited to quadratic nonlinear terms. A wide variety of dynamical regimes are reported. For some parameters, chaotic reversals of the amplitudes are produced…
Economies and societal structures in general are complex stochastic systems which may not lend themselves well to algebraic analysis. An addition of subjective value criteria to the mechanics of interacting agents will further complicate…
Designing a pseudorandom number generator (PRNG) is a difficult and complex task. Many recent works have considered chaotic functions as the basis of built PRNGs: the quality of the output would indeed be an obvious consequence of some…
In the chaotic quantization approach one replaces the Gaussian white noise of the Parisi-Wu approach of stochastic quantization by a deterministic chaotic process on a very small scale. We consider suitable coupled chaotic noise processes…
Chaotic systems, presenting complex and non-reproducible dynamics, may be found in nature from the interaction between planets to the evolution of the weather, but can also be tailored using current technologies for advanced signal…
Models of chaotic inflation with a fractional power-law potential are not only viable but also testable in the foreseeable future. We show that such models can be realized in simple strongly coupled supersymmetric gauge theories. In these…
We discuss several multi-agent models that have their origin in the kinetic exchange theory of statistical mechanics and have been recently applied to a variety of problems in the social sciences. This class of models can be easily adapted…
Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…
We develop a statistical theory of waveform shaping of incident waves that aim to efficiently deliver energy at weakly lossy targets which are embedded inside chaotic enclosures. Our approach utilizes the universal features of chaotic…
Chaotic systems have been investigated in several areas of engineering. In control theory, such systems have instigated the emergence of new techniques as well, have been used as a source of noise generation. The application of chaotic…
A quantum manifestation of chaotic classical dynamics is found in the framework of oscillatory numbers statistics for the model of nonlinear dissipative oscillator. It is shown by numerical simulation of an ensemble of quantum trajectories…
A random number generator is proposed based on a theorem about existence of chaos in fixed point iteration of x= cot2(x). Digital computer simulation of this function iteration exhibits random behavior. A method is proposed to extract…
The statistical description and modeling of volatility plays a prominent role in econometrics, risk management and finance. GARCH and stochastic volatility models have been extensively studied and are routinely fitted to market data, albeit…
Generative modeling aims at producing new datapoints whose statistical properties resemble the ones in a training dataset. In recent years, there has been a burst of machine learning techniques and settings that can achieve this goal with…
Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…
In this paper, a new pseudo-random number generator (PRNG) based on chaotic iterations is proposed. This method also combines the digits of two XORshifts PRNGs. The statistical properties of this new generator are improved: the generated…
Stochastic agent-based models can account for millions of cells with spatiotemporal movement that can be a function of different factors. However, these simulations can be computationally expensive. In this work, we develop a novel…
We use multi-time correlation functions of quantum systems to construct random variables with statistical properties that reflect the degree of complexity of the underlying quantum dynamics.
Risk management resulting from the actions and states of the different elements making up a operating room is a major concern during a surgical procedure. Agent-based simulation shows an interest through its interaction concepts,…
Classical economics has developed an arsenal of methods, based on the idea of representative agents, to come up with precise numbers for next year's GDP, inflation and exchange rates, among (many) other things. Few, however, will disagree…