Related papers: Dynamic Coupling and Market Instability
Prediction markets mobilize financial incentives to forecast binary event outcomes through the aggregation of dispersed beliefs and heterogeneous information. Their growing popularity and demonstrated predictive accuracy in political…
We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…
We define and study a rather complex market model, inspired from the Santa Fe artificial market and the Minority Game. Agents have different strategies among which they can choose, according to their relative profitability, with the…
The exact dynamics of the entanglement between two harmonic modes generated by an angular momentum coupling is examined. Such system arises when considering a particle in a rotating anisotropic harmonic trap or a charged particle in a fixed…
The oscillatory dynamics of natural and man-made systems can be disrupted by their time-varying interactions, leading to oscillation quenching phenomena in which the oscillations are suppressed. We introduce a framework for analyzing,…
Understanding how higher-order interactions affect collective behavior is a central problem in nonlinear dynamics and complex systems. Most works have focused on a single higher-order coupling function, neglecting other viable choices. Here…
We study the emergent dynamics of a network of synaptically coupled slow-fast oscillators. Synaptic coupling provides a network-level positive feedback mechanism that cooperates with cellular-level positive feedback to ignite in-phase…
From critical infrastructure, to physiology and the human brain, complex systems rarely occur in isolation. Instead, the functioning of nodes in one system often promotes or suppresses the functioning of nodes in another. Despite advances…
We study the effects of time delayed linear and nonlinear feedbacks on the dynamics of a single Hopf bifurcation oscillator. Our numerical and analytic investigations reveal a host of complex temporal phenomena such as phase slips,…
We explore large populations of phase oscillators interacting via random coupling functions. Two types of coupling terms, the Kuramoto-Daido coupling and the Winfree coupling, are considered. Under the assumption of statistical independence…
In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem we aim to distinguish effects of the two types of dynamics from those depending on the choice of the wave packet. To isolate the former we introduce…
In the study of dynamical systems on networks/graphs, a key theme is how the network topology influences stability for steady states or synchronized states. Ideally, one would like to derive conditions for stability or instability that…
In this work, we study the dynamical robustness in a system consisting of both active and inactive oscillators. We analytically show that the dynamical robustness of such system is determined by the cross link density between active and…
The paper discusses various practical consequences of treating economics and finance as an inherently dynamic and chaotic system. On the theoretical side this looks at the general applicability of the market-making pricing approach to…
We study mean-field Ising models whose coupling depends on the magnetization via a feedback function. We identify mixed phases (MPs) and show that they can be stable at zero temperature for sufficiently strong feedback. Moreover, stable MPs…
We study a generic model for self-referential behaviour in financial markets, where agents attempt to use some (possibly fictitious) causal correlations between a certain quantitative information and the price itself. This correlation is…
The spiking properties of a subcritical Hopf oscillator with a time delayed nonlinear feedback is investigated. Finite time delay is found to significantly affect both the statistics and the fine structure of the spiking behavior. These…
Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of scaling behavior in such systems, where the interaction…
We introduce a new model that mimics the strong and sudden effects induced by conformity in tightly interacting human societies. Such effects range from mere crowd phenomena to dramatic political turmoil. The model is a modified version of…
We examine the design of the entrainment process for an uncountably infinite collection of coupled phase oscillators that are all subject to the same periodic driving signal. In the absence of coupling, an appropriately designed input can…