Related papers: Stochastic Cellular Automata Model for Stock Marke…
Number-conserving cellular automata are discrete dynamical systems that simulate interacting particles like e.g. grains of sand. In an earlier paper, I had already derived a uniform construction for all transition rules of one-dimensional…
A new model for stocks markets using integer values for each stock price is presented. In contrast with previously reported models, the variables used in the model are not of binary type, but of more general integer type. It is shown how…
We present a new type of spin market model, populated by hierarchical agents, represented as configurations of sites and arcs in an evolving network. We describe two analytic techniques for investigating the asymptotic behavior of this…
Stochastic processes govern the time evolution of a huge variety of realistic systems throughout the sciences. A minimal description of noisy many-particle systems within a Markovian picture and with a notion of spatial dimension is given…
A new kind of cellular automaton (CA) for the study of the dynamics of urban systems is proposed. The state of a cell is not described using a finite set, but by means of continuum variables. A population sector is included, taking into…
We present a stochastic approach to modeling the dynamics of coexistence of prey and predator populations. It is assumed that the space of coexistence is explicitly subdivided in a grid of cells. Each cell can be occupied by only one…
We construct a cellular automaton (CA) model that describes the movement of a particle in a disordered system. The mathematical properties of the CA model were examined by varying the configuration of grid and determining the number of…
In this paper we study the dynamics of 1- and 2- dimensional cellular automata, using a 2-adic representation of the states, we give a simple graphical technique for finding periodic solutions. We also study the continuity properties of the…
We construct a two dimensional Cellular Automata based model for the description of pedestrian dynamics. Wide range of complicated pattern formation phenomena in pedestrian dynamics are described in the model, e.g. lane formation, jams in a…
A small-world cellular automaton network has been formulated to simulate the long-range interactions of complex networks using unconventional computing methods in this paper. Conventional cellular automata use local updating rules. The new…
We consider a probabilistic cellular automaton to analyze the stochastic dynamics of a predator-prey system. The local rules are Markovian and are based in the Lotka-Volterra model. The individuals of each species reside on the sites of a…
The classical dynamical systems model of continuous stirred tank reactors (CSTR) in which a first order chemical reaction takes place is reformulated in terms of stochastic cellular automata by extending previous works of Seyborg (1997) and…
We investigate a probabilistic cellular automaton model which has been introduced recently. This model describes single-lane traffic flow on a ring and generalizes the asymmetric exclusion process models. We study the equilibrium properties…
We propose a simple stochastic model of market behavior. Dividing market participants into two groups: trend-followers and fundamentalists, we derive the general form of a stochastic equation of market dynamics. The model has two…
We explore some aspects of phase transitions in cellular automata. We start recalling the standard formulation of statistical mechanics of discrete systems (Ising model), illustrating the Monte Carlo approach as Markov chains and stochastic…
Dynamic properties of a one-dimensional probabilistic cellular automaton are studied by monte-carlo simulation near a critical point which marks a second-order phase transition from a active state to a effectively unique absorbing state.…
We introduce a stochastic cellular automaton with power law spatial decaying long-range interactions. In some limit this model reduces to the Domany-Kinzel cellular automaton. Monte Carlo and mean field calculations of the phase diagram of…
A general stochastic traffic cellular automaton (CA) model, which includes slow-to-start effect and driver's perspective, is proposed in this paper. It is shown that this model includes well known traffic CA models such as…
We give a stochastic microscopic modelling of stock markets driven by continuous double auction. If we take into account the mimetic behavior of traders, when they place limit order, our virtual markets shows the power-law tail of the…
We have developed a coarse-grained formulation for modeling the dynamic behavior of cells quantitatively, based on stochasticity and heterogeneity, rather than on biochemical reactions. We treat each reaction as a continuous-time stochastic…