Related papers: Stochastic Cellular Automata Model for Stock Marke…
In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…
We say that a Cellular Automata (CA) is coalescing when its execution on two distinct (random) initial configurations in the same asynchronous mode (the same cells are updated in each configuration at each time step) makes both…
Microscopic traffic models have recently gained considerable importance as a mean of optimising traffic control strategies. Computationally efficient and sufficiently accurate microscopic traffic models have been developed based on the…
To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process…
A cellular automaton model is presented for random walkers with biologically motivated interactions favoring local alignment and leading to collective motion or swarming behavior. The degree of alignment is controlled by a sensitivity…
We investigate the general problem of how to model the kinematics of stock prices without considering the dynamical causes of motion. We propose a stochastic process with long-range correlated absolute returns. We find that the model is…
We study qualitative properties of two-dimensional freezing cellular automata with a binary state set initialized on a random configuration. If the automaton is also monotone, the setting is equivalent to bootstrap percolation. We explore…
We propose the point process model as the Poissonian-like stochastic sequence with slowly diffusing mean rate and adjust the parameters of the model to the empirical data of trading activity for 26 stocks traded on NYSE. The proposed scaled…
Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…
The paper proposes a simple formalism for dealing with deterministic, non-deterministic and stochastic cellular automata in a unifying and composable manner. Armed with this formalism, we extend the notion of intrinsic simulation between…
In this work we introduce a deterministic scheme of synchronization of linear and nonlinear cellular automata (CA) with complex behavior, connected through a master-slave coupling. By using a definition of Boolean derivative, we use the…
A one-dimensional cellular automaton with a probabilistic evolution rule can generate stochastic surface growth in $(1 + 1)$ dimensions. Two such discrete models of surface growth are constructed from a probabilistic cellular automaton…
A coarse-grained cellular automaton is proposed to simulate traffic systems. There, cells represent road sections. A cell can be in two states: jammed or passable. Numerical calculations are performed for a piece of square lattice with open…
In this dissertation, we study temporally stochasticity in cellular automata and the behavior of such cellular automata. The work also explores the computational ability of such cellular automaton that illustrates the computability of…
In the fields of computation and neuroscience, much is still unknown about the underlying computations that enable key cognitive functions including learning, memory, abstraction and behavior. This paper proposes a mathematical and…
Cellular automata represent physical systems where both space and time are discrete, and the associated physical quantities assume a limited set of values. While previous research has applied cellular automata in modeling chemical,…
High-frequency trading requires fast data processing without information lags for precise stock price forecasting. This high-paced stock price forecasting is usually based on vectors that need to be treated as sequential and…
We introduce a stochastic agent-based model for the flocking dynamics of self-propelled particles that exhibit velocity-alignment interactions with neighbours within their field of view. The stochasticity in the dynamics of the model arises…
Exploiting a precise reproduction of a stock exchange, the robustness of the Continuous Double Auction (CDA) mechanism, evaluated by means of the waiting time distributions, has been proved versus 36 different set ups made by varying both…
The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…