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We establish new results for estimation and inference in financial durations models, where events are observed over a given time span, such as a trading day, or a week. For the classical autoregressive conditional duration (ACD) models by…
We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation…
A class of models of biological population and communities with a singular equilibrium at the origin is analyzed; it is shown that these models can possess a dynamical regime of deterministic extinction, which is crucially important from…
A recently proposed stochastic cellular automaton model ({\it J. Phys. A 35, L573 (2002)}), motivated by the motions of ants in a trail, is investigated in detail in this paper. The flux of ants in this model is sensitive to the probability…
Many real epidemics of an infectious disease are not straightforwardly super- or sub-critical, and the understanding of epidemic models that exhibit such complexity has been identified as a priority for theoretical work. We provide insights…
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We consider excursions for a class of stochastic processes describing a population of discrete individuals experiencing density-limited growth, such that the population has a finite carrying capacity and behaves qualitatively like the…
The collapse of large social systems, often referred to as civilizations or empires, is a well known historical phenomenon, but its origins are the object of an unresolved debate. In this paper, we present a simple biophysical model which…
Brazilian communities on Telegram have increasingly turned to apocalyptic and survivalist theories, especially in times of crisis such as the COVID-19 pandemic, where narratives of occultism and esotericism find fertile ground. Therefore,…
We consider a population of interconnected individuals that, with respect to a piece of information, at each time instant can be subdivided into three (time-dependent) categories: agnostics, influenced, and evangelists. A dynamical process…
A simple agent-based model (ABM) of the evolution of faith-based systems (FBS) in human social networks is presented. In the model, each agent subscribes to a single FBS, and may be converted to share a different agent's FBS during social…
We demonstrate by mathematical analysis and systematic computer simulations that redistribution can lead to sustainable growth in a society. The human capital dynamics of each agent is described by a stochastic multiplicative process which,…
In many indigenous societies, people are categorised into several cultural groups, or clans, within which they believe to share ancestors. Clan attributions provide certain rules for marriage and descent. Such rules between clans constitute…
An explicit algorithm for the travelling salesman problem is constructed in the framework of adiabatic quantum computation, AQC. The initial Hamiltonian for the AQC process admits canonical coherent states as the ground state, and the…
We present a novel microscopic stock market model consisting of a large number of random agents modeling traders in a market. Each agent is characterized by a set of parameters that serve to make iterated predictions of two successive…
Cultural trends and popularity cycles can be observed all around us, yet our theories of social influence and identity expression do not explain what perpetuates these complex, often unpredictable social dynamics. We propose a theory of…
This paper presents a model of capital accumulation for a large number of heterogenous producer-consumers in an exchange space in which interactions depend on agents' positions. Each agent is described by his production, consumption, stock…
We explore various extensions of Challet and Zhang's Minority Game in an attempt to gain insight into the dynamics underlying financial markets. First we consider a heterogeneous population where individual traders employ differing `time…
Social evolutionary theory seeks to explain increases in the scale and complexity of human societies, from origins to present. Over the course of the twentieth century, social evolutionary theory largely fell out of favor as a way of…
Identifying systemic risk patterns in geopolitical, economic, financial, environmental, transportation, epidemiological systems and their impacts is the key to risk management. This paper proposes a new nonlinear time series model:…