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Correlation networks were used to detect characteristics which, although fixed over time, have an important influence on the evolution of prices over time. Potentially important features were identified using the websites and whitepapers of…

Computational Finance · Quantitative Finance 2018-06-19 Andrew Burnie

The extended Wild sums considered in this article generalize the classi- cal Wild sums of statistical physics. We first show how to obtain explicit solutions for the evolution equation of a large system where the interactions are given by a…

Mathematical Finance · Quantitative Finance 2015-03-11 Alain Bélanger , Gaston Giroux , Ndouné Ndouné

This manuscript contains nothing new, but synthesizes known results: For the theoretical population geneticist with a probabilistic background, we provide a summary of some key results on stochastic differential equations. For the…

Populations and Evolution · Quantitative Biology 2020-08-25 Peter Czuppon , Arne Traulsen

We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the existence of a density process for the…

Pricing of Securities · Quantitative Finance 2011-04-05 Nick Bush , Ben M. Hambly , Helen Haworth , Lei Jin , Christoph Reisinger

We explore the evolution of cooperation in the framework of the evolutionary game theory using the prisoner's dilemma as metaphor of the problem. We present a minimal model taking into account the growing process of the systems and…

Computer Science and Game Theory · Computer Science 2015-06-03 Ignacio Gomez Portillo

The relationships between game theory and quantum mechanics let us propose certain quantization relationships through which we could describe and understand not only quantum but also classical, evolutionary and the biological systems that…

Physics and Society · Physics 2016-12-12 Esteban Guevara Hidalgo

One of many important features of the tumour microenvironment is that it is a place of active Darwinian selection where different tumour clones become adapted to the variety of ecological niches that make up the microenvironment. These…

Biological Physics · Physics 2019-06-07 Thierry Fredrich , Heiko Rieger , Roberto Chignola , Edoardo Milotti

We review different classes of cryptocurrencies with emphasis on their economic properties. Pure-asset coins such as Bitcoin, Ethereum and Ripple are characterized by not being a liability of any economic agent and most resemble commodities…

General Economics · Economics 2021-09-22 Matheus R. Grasselli , Alexander Lipton

Standard approaches to the theory of financial markets are based on equilibrium and efficiency. Here we develop an alternative based on concepts and methods developed by biologists, in which the wealth invested in a financial strategy is…

General Finance · Quantitative Finance 2022-10-12 Maarten P. Scholl , Anisoara Calinescu , J. Doyne Farmer

Evolution Strategies are inspired in biology and part of a larger research field known as Evolutionary Algorithms. Those strategies perform a random search in the space of admissible functions, aiming to optimize some given objective…

Optimization and Control · Mathematics 2007-12-30 Pedro A. F. Cruz , Delfim F. M. Torres

Multiple species in the ecosystem are believed to compete cyclically for survival and thus maintain balance in nature. Stochasticity has also an inevitable role in this dynamics. Considering these attributes of nature, the stochastic…

Populations and Evolution · Quantitative Biology 2020-08-05 Sirshendu Bhattacharyya , Pritam Sinha , Rina De , Chittaranjan Hens

We review the concept of well-posedness in the context of evolutionary problems from mathematical physics for a particular subclass of problems from elasticity theory. The complexity of physical phenomena appears as encoded in so called…

Analysis of PDEs · Mathematics 2016-10-27 Rainer Picard , Sascha Trostorff , Marcus Waurick

The paper presents an evolutionary game-theoretic approach to open access publishing as an asymmetric game between scientists and publishers. We show how the ordinary differential equations of the model presented can be written as a system…

Optimization and Control · Mathematics 2009-03-27 Katharina Habermann , Lutz Habermann

In biology, the evolution of increasingly cooperative groups has shaped the history of life. Genes collaborate in the control of cells; cells efficiently divide tasks to produce cohesive multicellular individuals; individual members of…

Populations and Evolution · Quantitative Biology 2011-12-15 Steven A. Frank

According to the so-called ``Quantum Darwinist'' approach, the emergence of ``classical islands'' from a quantum background is assumed to obey a (selection) principle of maximal information. We illustrate this idea by considering the…

Quantum Physics · Physics 2009-06-16 Thomas Durt

In the contemporary era, biodiversity conservation emerges as a paramount challenge, necessitating innovative approaches to monitoring, preserving, and enhancing the natural world. This paper explores the integration of blockchain…

Computers and Society · Computer Science 2024-04-19 Kostas Kryptos Chalkias , Angelos Kostis , Ali Alnuaimi , Peter Knez , John Naulty , Allen Salmasi , Ryan Servatius , Rodrigo Veloso

Technological parasitism is a new theory to explain the evolution of technology in society. In this context, this study proposes a model to analyze the interaction between a host technology (system) and a parasitic technology (subsystem) to…

General Economics · Economics 2019-01-29 Mario Coccia

We create a novel optimisation technique inspired by natural ecosystems, where the optimisation works at two levels: a first optimisation, migration of genes which are distributed in a peer-to-peer network, operating continuously in time;…

Neural and Evolutionary Computing · Computer Science 2012-11-26 Gerard Briscoe , Philippe De Wilde

We propose a class of evolutionary models that involves an arbitrary exchangeable process as the breeding process and different selection schemes. In those models, a new genome is born according to the breeding process, and then a genome is…

Neural and Evolutionary Computing · Computer Science 2020-08-25 Jüri Lember , Chris Watkins

When three species compete cyclically in a well-mixed, stochastic system of $N$ individuals, extinction is known to typically occur at times scaling as the system size $N$. This happens, for example, in rock-paper-scissors games or…

Physics and Society · Physics 2019-02-20 Kevin E. Bassler , Erwin Frey , R. K. P. Zia
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