相关论文: A Creepy World

Computer modelling for evolutionary systems consists in: 1) to store in the memory the individual features of each member of a large population; and 2) to update the whole system repeatedly, as time goes by, according to some prescribed…

Toward explaining the persistence of biased inferences, we propose a framework to evaluate competing (mis)specifications in strategic settings. Agents with heterogeneous (mis)specifications coexist and draw Bayesian inferences about their…

Many physical systems are well described on domains which are relatively large in some directions but relatively thin in other directions. In this scenario we typically expect the system to have emergent structures that vary slowly over the…

We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…

Disordered materials under an imposed forcing can display creep and aging effects, accompanied by intermittent, spatially heterogeneous dynamics. We propose a unifying microscopic description of these phenomena, based on the notion that as…

Quasistatic evolutions of critical points of time-dependent energies exhibit piecewise smooth behavior, making them useful for modeling continuum mechanics phenomena like elastic-plasticity and fracture. Traditionally, such evolutions have…

In this paper, we propose a dynamical model to capture cascading failures among interconnected organizations in the global financial system. Failures can take the form of bankruptcies, defaults, and other insolvencies. The network that…

We describe systems using Kauffman and similar networks. They are directed funct ioning networks consisting of finite number of nodes with finite number of discr ete states evaluated in synchronous mode of discrete time. In this paper we…

We investigate species-rich mathematical models of ecosystems. While much of the existing literature focuses on the properties of equilibrium fixed points, persistent dynamics (e.g., limit cycles or chaos) have also been observed, both in…

In this paper, we study two standard (Keynesian) dynamic macroeconomic models (one is piecewise linear and the other is nonlinear). Our purpose is twofold: (1)~For each model, we give a complete characterisation for the existence of a…

As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…

We explore a systematic approach to studying the dynamics of evolving networks at a coarse-grained, system level. We emphasize the importance of finding good observables (network properties) in terms of which coarse grained models can be…

An important challenge in several disciplines is to understand how sudden changes can propagate among coupled systems. Examples include the synchronization of business cycles, population collapse in patchy ecosystems, markets shifting to a…

We argue that in Universes where future and past differ only by the entropy content a psychological arrow of time pointing in the direction of entropy increase can arise from natural selection in biological evolution. We show that this…

We argue that establishing the phase diagram of Agent Based Models (ABM) is a crucial first step, together with a qualitative understanding of how collective phenomena come about, before any calibration or more quantitative predictions are…

A variety of nonlinear models of biological systems generate complex chaotic behaviors that contrast with biological homeostasis, the observation that many biological systems prove remarkably robust in the face of changing external or…

We propose a minimal model to simulate long waiting times followed by evolutionary bursts on rugged landscapes. It combines point and inversions-like mutations as sources of genetic variation. The inversions are intended to simulate one of…

In this paper, we propose a new dynamical model to study the two-stage volatility evolution of stock market index after extreme events, and find that the volatility after extreme events follows a stretched exponential decay in the initial…

Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated…

Financial markets of emerging economies are vulnerable to extreme and cascading information spillovers, surges, sudden stops and reversals. With this in mind, we develop a new online early warning system (EWS) to detect what is referred to…