Related papers: An Investigation of Crash Avoidance in a Complex S…
Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…
In recent years, automotive technology has made a steady progress. In particular, Advanced Driver Assistance System (ADAS) has enabled many safety features in commercial vehicles, for instance, pedestrian detection, lane keeping assist,…
The purpose of this paper is to advance the understanding of the conditions that give rise to flash crash contagion, particularly with respect to overlapping asset portfolio crowding. To this end, we designed, implemented, and assessed a…
A complex system is a system composed of many interacting parts, often called agents, which displays collective behavior that does not follow trivially from the behaviors of the individual parts. Examples include condensed matter systems,…
Game-theoretic approaches are envisioned to bring human-like reasoning skills and decision-making processes for autonomous vehicles (AVs). However, challenges including game complexity and incomplete information still remain to be addressed…
Using the Minority Game model we study a broad spectrum of problems of market mechanism. We study the role of different types of agents: producers, speculators as well as noise traders. The central issue here is the information flow :…
Since 2008, the network analysis of financial systems is one of the most important subjects in economics. In this paper, we have used the complexity approach and Random Matrix Theory (RMT) for analyzing the global banking network. By…
In this work, we analyse the relationship between heterogeneity and cooperation. Previous investigations suggest that this relation is nontrivial, as some authors found that heterogeneity sustains cooperation, while others obtained…
This paper proposes a modification to Minority Game (MG) by adding some agents who play majority game into MG. So it is referred to as mix-game. The highlight of this model is that the two groups of agents in mix-game have different bounded…
The existence of a phase transition with diverging susceptibility in batch Minority Games (MGs) is the mark of informationally efficient regimes and is linked to the specifics of the agents' learning rules. Here we study how the standard…
We report the occurrence of quenching and annealing in a version of the Minority Game (MG) in which the winning option is to join a given fraction of the population that is a free, external parameter. We compare this to the different…
Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related…
We provide a theoretical description of the Minority Game in terms of crowd effects. The size of the fluctuations arising in the game is controlled by the interplay between crowds of like-minded agents and their anti-correlated partners…
Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the…
Complex adaptive systems have been the subject of much recent attention. It is by now well-established that members (`agents') tend to self-segregate into opposing groups characterized by extreme behavior. However, while different social…
In recent years, mean field games (MFGs) have garnered considerable attention and emerged as a dynamic and actively researched field across various domains, including economics, social sciences, finance, and transportation. The inverse…
The generalization of the problem of adaptive competition, known as the minority game, to the case of $K$ possible choices for each player is addressed, and applied to a system of interacting perceptrons with input and output units of the…
We argue that immune system is an adaptive complex system. It is shown that it has emergent properties. Its network structure is of the small world network type. The network is of the threshold type, which helps in avoiding autoimmunity. It…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
There has been an increasing demand for formal methods in the design process of safety-critical synthetic genetic circuits. Probabilistic model checking techniques have demonstrated significant potential in analyzing the intrinsic…