Related papers: Self-similar approach to market analysis
Many biological systems are governed by difference equations and exhibit discrete-time dynamics. Examples include the size of a population when generations are non-overlapping, and the incidence of a disease when infections are recorded at…
Kinetics of collision processes with linear mixing rules are investigated analytically. The velocity distribution becomes self-similar in the long time limit and the similarity functions have algebraic or stretched exponential tails. The…
The measured correlations of financial time series in subsequent epochs change considerably as a function of time. When studying the whole correlation matrices, quasi-stationary patterns, referred to as market states, are seen by applying…
Evolution has produced a multi-scale mosaic of interacting adaptive units. Innovations arise when perturbations push parts of the system away from stable equilibria into new regimes where previously well-adapted solutions no longer work.…
Financial markets are highly correlated systems that reveal both the inter-market dependencies and the correlations among their different components. Standard analyzing techniques include correlation coefficients for pairs of signals and…
Markets have internal dynamics leading to excess volatility and other phenomena that are difficult to explain using rational expectations models. This paper studies these using a nonequilibrium price formation rule, developed in the context…
Imitation learning aims to extract knowledge from human experts' demonstrations or artificially created agents in order to replicate their behaviors. Its success has been demonstrated in areas such as video games, autonomous driving,…
The possibility to use competitive evolutionary algorithms to generate long-term progress is normally prevented by the convergence on limit cycle dynamics in which the evolving agents keep progressing against their current competitors by…
Statistical systems are conceived from the standpoint of statistical mechanics, as made of a (generally large) number of identical units and exhibiting a (generally large) number of different configurations (microstates), among which only…
This paper will introduce a theory of emergent animal social complexity using various results from computational models and empirical results. These results will be organized into a vertical model of social complexity. This will support the…
Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…
Scale independence is a ubiquitous feature of complex systems which implies a highly skewed distribution of resources with no characteristic scale. Research has long focused on why systems as varied as protein networks, evolution and stock…
Cellular automata have been useful artificial models for exploring how relatively simple rules combined with spatial memory can give rise to complex emergent patterns. Moreover, studying the dynamics of how rules emerge under artificial…
Finding the most powerful node in a dynamic random network, the largest set in a partition-valued stochastic process, or the largest family in an evolving population at a given time, can be a very difficult problem. This is particularly the…
Imitation learning is an approach in which an agent learns how to execute a task by trying to mimic how one or more teachers perform it. This learning approach offers a compromise between the time it takes to learn a new task and the effort…
Our research is concerned with studying behavioural changes within a dynamic system, i.e. health care, and their effects on the decision-making process. Evolutionary Game theory is applied to investigate the most probable strategy(ies)…
The searching for the stable patterns in the evolution of cellular automata is implemented using stochastic synchronization between the present structures of the system and its precedent configurations. For most of the known evolution rules…
The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis,…
Same-sex sexual behavior is ubiquitous in the animal kingdom, but its adaptive origins remain a prominent puzzle. Here I suggest the possibility that same-sex sexual behavior arises as a consequence of the competition between an…
The main objective of this article is to develop a matrix pencil approach for the study of the controllability and reachability of a class of linear singular discrete time systems. The description equation of a practical system may be…