适应与自组织系统

We discuss a special aspect of agents placed in a social network. If an agent can be seen as comprising many components, the expressions and interactions among these components may be crucial. We discuss the role of patterns within the…

Complex systems (CS) are ubiquitous in nature. It is argued that fractional order (FO) calculus is more suitable to describe fractal systems. Motivated by the fractal space time theory some fractional generalizations of Scrodinger and…

Euler-Poincare equations are derived for the dynamical folding of charged molecular strands (such as DNA) modeled as flexible continuous filamentary distributions of interacting rigid charge conformations. The new feature is that the…

Phenomena of emergence of regular and chaotic fine structure (FS) in stimulated emission (SE) power spectra of an autonomous microwave phonon laser (phaser) have been revealed and investigated experimentally in pink ruby at liquid helium…

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…

A variety of modeling frameworks have been proposed and utilized in complex systems studies, including dynamical systems models that describe state transitions on a system of fixed topology, and self-organizing network models that describe…

Animal and human clusters are complex adaptive systems and many are organized in cluster sizes $s$ that obey the frequency-distribution $D(s)\propto s^{-\tau}$. Exponent $\tau$ describes the relative abundance of the cluster sizes in a…

We examine avalanche statistics of rain- and vibration-driven granular slides in miniature sand mounds. A crossover from power-law to non power-law avalanche-size statistics is demonstrated as a generic driving rate $\nu$ is increased. For…

This is a comment on a recent paper by Yoshimura and Arai [Phys. Rev. Lett. 101, 154101 (2008)] on phase reduction of noisy limit-cycle oscillators, in which the authors claimed that the conventional phase stochastic differential equation…

We propose a model of emergence of cooperation in evolutionary games that high- lights the role of network formation and effect of network structure. In line with empirical data, the model proposes a mechanism that explains the persistence…

This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility of correlated defaults. Under fairly general assumptions for the distribution of the total net…

The instability of historical risk factor correlations renders their use in estimating portfolio risk extremely questionable. In periods of market stress correlations of risk factors have a tendency to quickly go well beyond estimated…

In this work we comment some conclusions derived from the analysis of recent proposals on the field of chaos-based cryptography. These observations remark the main problems detected in some of those schemes under examination. Therefore,…

An array system of coupled maps is proposed as a model for economy evolution. The local dynamics of each map or agent is controlled by two parameters. One of them represents the growth capacity of the agent and the other one is a control…

This article considers a model for alternative processes for securities prices and compares this model with actual return data of several securities. The distributions of returns that appear in the model can be Gaussian as well as…

We consider a simple model of rational agents competing in a single product market described by simple linear demand curve. Contrary to accepted economic theory, the agents' production levels synchronise in the absence of conscious…

The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic data post-statistical-data analysis and micro-simulation analysis. Theoretical…

In this paper, we present a simple stock market model (the market game) which incorporates, as ab initio dynamics delayed majority dynamics, according to which agents (with heterogeneous strategies and price expectations) are rewarded if…

This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility of correlated defaults. Using a multivariate normal Copula function for the joint default…

A two-variable model is developed to forecast the probability of recession in the U.S. economy. Like many others, the model uses data a year or more old to explain movements of a dichotomous dependent variable for recession. The innovation…