Related papers: Stochastic Cellular Automata Model for Stock Marke…
We present simulations of evacuation processes using a recently introduced cellular automaton model for pedestrian dynamics. This model applies a bionics approach to describe the interaction between the pedestrians using ideas from…
We model thermostatic devices using a stochastic hybrid description, and introduce an external actuation mechanism that creates random switch events in the discrete dynamics. We then conjecture the form of the Fokker-Planck equation and…
Applying the mathematical circulation theory of Markov chains, we investigate the synchronized stochastic dynamics of a discrete network model of yeast cell-cycle regulation where stochasticity has been kept rather than being averaged out.…
A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate…
We present numerical results obtained from the modelling of a stochastic, highly connected and mobile community. The spread of attributes like health, disease among the community members is simulated using cellular automata on a planar 2…
The agent-based model of stock price dynamics on a directed evolving complex network is suggested and studied by direct simulation. The stationary regime is maintained as a result of the balance between the extremal dynamics, adaptivity of…
Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…
We present a diagrammatic method to build up sophisticated cellular automata (CAs) as models of complex physical systems. The diagrams complement the mathematical approach to CA modeling, whose details are also presented here, and allow CAs…
Cellular automata crowd simulation models have been extensively used to determine the performance and the safety of crowded structures. In conventional cellular automata systems, all the cells are of the size of a typical pedestrian. The…
We introduce a new class of two-dimensional cellular automata with a bootstrap percolation-like dynamics. Each site can be either empty or occupied by a single particle and the dynamics follows a deterministic updating rule at discrete…
The work introduces a 3D cellular automaton model for the spatial and crystallographic prediction of spherulite growth phenomena in polymers at the mesoscopic scale. The automaton is discrete in time, real space, and orientation space. The…
We study the statistical properties of a cellular automata model of traffic flow with the look-ahead potential. The model defines stochastic rules for the movement of cars on a lattice. We analyze the underlying statistical assumptions…
Emergent processes in complex systems such as cellular automata can perform computations of increasing complexity, and could possibly lead to artificial evolution. Such a feat would require scaling up current simulation sizes to allow for…
The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent cross-stock trading behaviors, which we denote as…
Complexity has been a recurrent research topic in cellular automata because they represent systems where complex behaviors emerge from simple local interactions. A significant amount of previous research has been conducted proposing…
Mounting empirical evidence suggests that the observed extreme prices within a trading period can provide valuable information about the volatility of the process within that period. In this paper we define a class of stochastic volatility…
Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…
The spatial structure, fluctuations as well as all state probabilities of self-organized (steady) states of cellular automata can be found (almost) exactly and {\em explicitly} from their Markovian dynamics. The method is shown on an…
Cellular automata (CA) exemplify systems where simple local interaction rules can lead to intricate and complex emergent phenomena at large scales. The various types of dynamical behavior of CA are usually categorized empirically into…
Probabilistic cellular automata (CA) provides a classic framework for studying non-equilibrium statistical physics on a lattices. A notable example is the Domany-Kinzel CA, which has been used to investigate the process of directed…