中文
相关论文

相关论文: Stylized Facts Generated Through Cellular Automata…

200 篇论文

The Game of Life cellular automaton is a classical example of a massively parallel collision-based computing device. The automaton exhibits mobile patterns, gliders, and generators of the mobile patterns, glider guns, in its evolution. We…

计算复杂性 · 计算机科学 2007-05-23 J. -P. Rennard

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…

统计力学 · 物理学 2015-06-25 Pratip Bhattacharyya

We show how to construct a deterministic nearest-neighbour cellular automaton (CA) with four states which emulates diffusion on a one-dimensional lattice. The pseudo-random numbers needed for directing random walkers in the diffusion…

元胞自动机与格子气 · 物理学 2023-12-19 Henryk Fukś

A simple relation of the order of $n$ abstract objects generates an $n-2$ dimensional basis of three dimensional vectors. A cellular automaton-like model of evolution of this system is postulated. During this evolution, some quantities…

元胞自动机与格子气 · 物理学 2017-08-14 Marek Pietrow

The existence of stylized facts in financial data has been documented in many studies. In the past decade the modeling of financial markets by agent-based computational economic market models has become a frequently used modeling approach.…

综合金融 · 定量金融 2019-12-06 Simon Cramer , Torsten Trimborn

We systematically study the boundaries of one-dimensional, 2-color cellular automata depending on 4 cells, begun from simple initial conditions. We determine the exact growth rates of the boundaries that appear to be reducible. Morphic…

元胞自动机与格子气 · 物理学 2015-03-13 Charles D. Brummitt , Eric Rowland

We Propose A Novel Automaton Model which uses Arithmetic Operations as the Evolving Rules, each cell has the states of the Natural Numbers k = (N), a radius of r = 1/2 and operates on an arbitrary input size. The Automaton reads an…

形式语言与自动机理论 · 计算机科学 2017-05-18 Abdulrhman Elnekiti

Cellular automata are a set of computational models in discrete space that have a discrete time evolution defined by neighbourhood rules. They are used to simulate many complex systems in physics and science in general. In this work,…

元胞自动机与格子气 · 物理学 2023-05-12 Luca Bertolani , Andrea Idini

This paper proposes a methodology to empirically validate an agent-based model (ABM) that generates artificial financial time series data comparable with real-world financial data. The approach is based on comparing the results of the ABM…

计算金融 · 定量金融 2022-06-22 Luis Goncalves de Faria

We propose a calibrated two-dimensional cellular automaton model to simulate pedestrian motion behavior. It is a v=4 (3) model with exclusion statistics and random shuffled dynamics. The underlying regular grid structure results in a…

物理与社会 · 物理学 2021-04-01 Michael Schultz , Hartmut Fricke

In this paper we propose an approach for measuring growth of complexity of emerging patterns in complex systems such as cellular automata. We discuss several ways how a metric for measuring the complexity growth can be defined. This…

元胞自动机与格子气 · 物理学 2022-07-22 Hugo Cisneros , Josef Sivic , Tomas Mikolov

The involution walk is the random walk on $S_n$ generated by involutions with a binomially distributed with parameter $1-p$ number of $2$-cycles. This is a parallelization of the transposition walk. The involution walk is shown in this…

组合数学 · 数学 2016-07-05 Megan Bernstein

The Game of Life (GoL), one well known 2D cellular automaton, does not typically ensure interesting long-term phenotypic dynamics. Therefore, while being Turing complete, GoL cannot be said to be open-ended. In this work, we extend GoL with…

元胞自动机与格子气 · 物理学 2024-06-21 Aarati Shrestha , Felix Reimers , Sanyam Jain , Paolo Baldini , Michele Braccini , Andrea Roli , Stefano Nichele

We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…

统计力学 · 物理学 2009-11-11 G. Oshanin , R. Voituriez , S. Nechaev , O. Vasilyev , F. Hivert

We propose a new method (implemented in an R-program) to simulate long-range daily stock-price data. The program reproduces various stylized facts much better than various parametric models from the extended GARCH-family. In particular, the…

统计金融 · 定量金融 2016-12-16 Laurie Davies , Walter Krämer

Results of experimental investigation are presented of evolutionary dynamics of several stochastic pattern formation and growth models designed by modifications of the famous mathematical Game of Life. The modifications are two-fold: Game…

元胞自动机与格子气 · 物理学 2013-10-30 Leonid Yaroslavsky

We investigate a connection between a property of the distribution and a conserved quantity for the reversible cellular automaton derived from a discrete-time quantum walk in one dimension. As a corollary, we give a detailed information of…

量子物理 · 物理学 2009-11-10 Norio Konno , Kenichi Mitsuda , Takahiro Soshi , Hyun Jae Yoo

We study the qualitative and quantitative appearance of stylized facts in several agent-based computational economic market (ABCEM) models. We perform our simulations with the SABCEMM (Simulator for Agent-Based Computational Economic Market…

综合经济学 · 经济学 2019-11-18 Maximilian Beikirch , Simon Cramer , Martin Frank , Philipp Otte , Emma Pabich , Torsten Trimborn

Random graphs are a central element of the study of complex dynamical networks such as the internet, the brain, or socioeconomic phenomena. New methods to generate random graphs can spawn new applications and give insights into more…

量子物理 · 物理学 2020-04-06 Hamza Jnane , Giuseppe Di Molfetta , Filippo M. Miatto

We consider a class of self-interacting random walks in deterministic or random environments, known as excited random walks or cookie walks, on the d-dimensional integer lattice. The main purpose of this paper is two-fold: to give a survey…

概率论 · 数学 2013-05-15 Elena Kosygina , Martin P. W. Zerner