Related papers: Stochastic Cellular Automata Model for Stock Marke…
We have developed a simple cellular automata model for nonlinearly coupled phase oscillators which can exhibit many important collective dynamical states found in other synchronizing systems. The state of our system is specified by a set of…
We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…
The quintessential property of neuronal systems is their intensive patterns of selective synaptic connections. The current work describes a physics-based approach to neuronal shape modeling and synthesis and its consideration for the…
The dynamics of cellular aggregates is driven by the interplay of mechanochemical processes and cellular activity. Although deterministic models may capture mechanical features, local chemical fluctuations trigger random cell responses,…
We study the signal percolation through heart-like biological system. Starting from an initial distribution of waiting and inactive cells with probabilities $p$ and $(1-p)$ respectively, the signal propagation is observed in terms of active…
Cyclic cellular automata (CCA) are models of excitable media. Started from random initial conditions, they produce several different kinds of spatial structure, depending on their control parameters. We introduce new tools from information…
Market Mill is a complex dependence pattern leading to nonlinear correlations and predictability in intraday dynamics of stock prices. The present paper puts together previous efforts to build a dynamical model reflecting the market mill…
We seek a discussion about the most suitable feedback control structure for stock trading under the consideration of proportional transaction costs. Suitability refers to robustness and performance capability. Both are tested by considering…
Biological functions in living cells are controlled by protein interaction and genetic networks. These molecular networks should be dynamically stable against various fluctuations which are inevitable in the living world. In this paper, we…
We propose that a tree-like hierarchical structure represents a simple and effective way to model the emergent behaviour of financial markets, especially markets where there exists a pronounced intersection between social media influences…
Cellular automata provide a fascinating class of dynamical systems capable of diverse complex behavior. These include simplified models for many phenomena seen in nature. Among other things, they provide insight into self-organized…
A digit function is presented which provides the $i$th-digit in base $p$ of any real number $x$. By means of this function, formulated within $\mathcal{B}$-calculus, the local, nonlocal and global dynamical behaviors of cellular automata…
We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior…
A population of committees of agents that learn by using neural networks is implemented to simulate the stock market. Each committee of agents, which is regarded as a player in a game, is optimised by continually adapting the architecture…
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…
A method for studying the qualitative dynamical properties of abstract computing machines based on the approximation of their program-size complexity using a general lossless compression algorithm is presented. It is shown that the…
Layered Cellular Automata (LCA) extends the concept of traditional cellular automata (CA) to model complex systems and phenomena. In LCA, each cell's next state is determined by the interaction of two layers of computation, allowing for…
We present an intuitive formalism for implementing cellular automata on arbitrary topologies. By that means, we identify a symmetry operation in the class of elementary cellular automata. Moreover, we determine the subset of topologically…
We present a new microscopic stochastic model for an ensemble of interacting investors that buy and sell stocks in discrete time steps via limit orders based on individual forecasts about the price of the stock. These orders determine the…
The Cellular Automaton (CA) modeling and simulation of solid dynamics is a long-standing difficult problem. In this paper we present a new two-dimensional CA model for solid dynamics. In this model the solid body is represented by a set of…