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A methodology is developed to identify, as units of study, each decrease in the value of a stock from a given maximum price level. A critical level in the amount of price declines is found to separate a segment operating under a random walk…

Statistical Finance · Quantitative Finance 2017-03-28 Leopoldo Sánchez-Cantú , Carlos Arturo Soto-Campos , Andriy Kryvko

This paper proposes that the mathematical relationship between an entropy distribution and its limit offers some new insight into system performance. This relationship is used to quantify variation among the entities of a system, where…

Information Theory · Computer Science 2007-07-16 Ken Krechmer

Collective systems that self-organise to maximise the group's ability to collect and distribute information can be successful in environments with high spatial and temporal variation. Such organisations are abundant in nature, as sharing…

Populations and Evolution · Quantitative Biology 2025-10-28 R. S. Walker , G. Ramos-Fernandez , D. Boyer , S. E. Smith-Aguilar , X. O'Neill , M. J. Silk

Resilience denotes the capacity of a system to withstand shocks and its ability to recover from them. We develop a framework to quantify the resilience of highly volatile, non-equilibrium social organizations, such as collectives or…

Social and Information Networks · Computer Science 2023-03-13 Frank Schweitzer , Georges Andres , Giona Casiraghi , Christoph Gote , Ramona Roller , Ingo Scholtes , Giacomo Vaccario , Christian Zingg

To comprehend the multipartite organization of large-scale biological and social systems, we introduce a new information theoretic approach that reveals community structure in weighted and directed networks. The method decomposes a network…

Physics and Society · Physics 2008-02-13 M. Rosvall , C. T. Bergstrom

A new measure of information in quantum mechanics is proposed which takes into account that for quantum systems the only feature known before an experiment is performed are the probabilities for various events to occur. The sum of the…

Quantum Physics · Physics 2009-11-06 Caslav Brukner , Anton Zeilinger

The importance of structured, complex connectivity patterns found in several real-world systems is to a great extent related to their respective effects in constraining and even defining the respective dynamics. Yet, while complex networks…

Tissues and Organs · Quantitative Biology 2008-05-16 Matheus P. Viana , Bruno A. N. Travencolo , E. Tanck , Luciano da F. Costa

Pedestrian crowds can very realistically be simulated with a social force model which describes the different influences affecting individual pedestrian motion by a few simple force terms. The model is able to reproduce the emergence of…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing , Peter Molnar

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

The orderly behaviors observed in large-scale groups, such as fish schooling and the organized movement of crowds, are both ubiquitous and essential for the survival and stability of these systems. Understanding how such complex collective…

Physics and Society · Physics 2025-10-28 Yu Xia , Alex McAvoy , Qi Su

Higher-order networks are widely used to describe complex systems in which interactions can involve more than two entities at once. In this paper, we focus on inclusion within higher-order networks, referring to situations where specific…

Physics and Society · Physics 2025-07-22 Nicholas W. Landry , Jean-Gabriel Young , Nicole Eikmeier

This paper describes a metric for measuring the success of a complex system composed of agents performing autonomous behaviours. Because of the difficulty in evaluating such systems, this metric will help to give an initial indication as to…

Multiagent Systems · Computer Science 2014-03-05 Kieran Greer

The work is devoted to study of the following problem: can we use any qualitative criteria for realization of such universal phenomenon as self-organization in open systems? We have defined values of information at fixed points of…

Adaptation and Self-Organizing Systems · Physics 2016-10-04 Zeinulla Zh. Zhanabaev , Yeldos T. Kozhagulov , Serik A. Khokhlov

We analyze a distributed information network in which each node has access to the information contained in a limited set of nodes (its neighborhood) at a given time. A collective computation is carried out in which each node calculates a…

Social and Information Networks · Computer Science 2014-04-18 Antonio Córdoba , Daniel Aguilar-Hidalgo , M. Carmen Lemos

The ability to achieve coordinated behavior --engineered or emergent-- on networked systems has attracted widespread interest over several fields. This has led to remarkable advances on the development of a theoretical understanding of the…

Systems and Control · Computer Science 2019-09-16 Hancheng Min , Enrique Mallada

The concept of {\em complexity} (as a quantity) has been plagued by numerous contradictory and confusing definitions. By explicitly recognising a role for the observer of a system, an observer that attaches meaning to data about the system,…

Popular Physics · Physics 2016-09-08 Russell K. Standish

Emergent behavior that appears at a given level of organization may be characterized as arising from an organizationally lower level in such a way that it transcends a mere increase in the behavioral degree of complexity. It is therefore to…

General Physics · Physics 2013-07-22 Gerald E. Marsh

Collaboration is a fundamental and essential characteristic of many complex systems, ranging from ant colonies to human societies. Each component within a complex system interacts with others, even at a distance, to accomplish a given task.…

Multiagent Systems · Computer Science 2025-09-04 Mehdi Bakhshipoor , Yousef Azizi , Seyed Ehsan Nedaaee Oskoee

Complex networks describe a wide range of systems in nature and society, much quoted examples including the cell, a network of chemicals linked by chemical reactions, or the Internet, a network of routers and computers connected by physical…

Statistical Mechanics · Physics 2016-08-31 Reka Albert , Albert-Laszlo Barabasi

Collective movement is observed widely in nature, where individuals interact locally to produce globally ordered, coherent motion. In typical models of collective motion, each individual takes the average direction of multiple neighbors,…

Quantitative Methods · Quantitative Biology 2026-01-23 Yogesh Kumar KC , Arshed Nabeel , Srikanth Iyer , Vishwesha Guttal
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