相关论文: A biological circuit to anticipate trend
For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…
The use of moving averages is pervasive in macroeconomic monitoring, particularly for tracking noisy series such as inflation. The choice of the look-back window is crucial. Too long of a moving average is not timely enough when faced with…
In biology and ecology, individuals or communities of individuals living in unpredictable environments often alternate between different evolutionary strategies to spread and reduce risks. Such behavior is commonly referred to as…
We present a stochastic model of gait rhythm dynamics, based on transitions between different ``neural centers'', that reproduces distinctive statistical properties of normal human walking. By tuning one model parameter, the hopping range,…
We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…
1. Animal movement patterns contribute to our understanding of variation in breeding success and survival of individuals, and the implications for population dynamics. 2. Over time, sensor technology for measuring movement patterns has…
Biological populations are subject to two types of noise: demographic stochasticity due to fluctuations in the reproductive success of individuals, and environmental variations that affect coherently the relative fitness of entire…
Continuous adaptation to variable environments is crucial for the survival of living organisms. Here, we analyze how adaptation, forecasting, and resource mobilization towards a target state, termed actionability, interact to determine…
Molecular motion through pores plays a crucial role in various natural and industrial processes. One of the most fascinating features of biological channel-facilitated transport is a stochastic gating process, when the channels dynamically…
Time series momentum strategies are widely applied in the quantitative financial industry and its academic research has grown rapidly since the work of Moskowitz, Ooi and Pedersen (2012). However, trading signals are usually obtained via…
Unlike many physical nonequilibrium systems, in biological systems, the coupling to external energy sources is not a fixed parameter but adaptively controlled by the system itself. We do not have theoretical frameworks that allow for such…
Biological systems perform an astonishing array of dynamical processes -- including development and repair, regulation, behavior and motor control, sensing and signaling, and adaptation, among others. Powered by the transduction of stored…
Competition between species and genotypes is a dominant factor in a variety of ecological and evolutionary processes. Biological dynamics are typically highly stochastic, and therefore, analyzing a competitive system requires accounting for…
Bacteria live in environments that are continuously fluctuating and changing. Exploiting any predictability of such fluctuations can lead to an increased fitness. On longer timescales bacteria can "learn" the structure of these fluctuations…
Ecosystems, which are intricate amalgams of biological communities and their surrounding environments, continually evolve under the influence of their myriad interactions. The world is currently facing intensifying environmental…
For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…
Many biological systems are governed by difference equations and exhibit discrete-time dynamics. Examples include the size of a population when generations are non-overlapping, and the incidence of a disease when infections are recorded at…
The time evolution of many physical, chemical, and biological systems can be modelled by stochastic transitions between the minima of the potential energy surface describing the system of interest. We show that in cases where there are two…
A central goal of evolutionary biology is to explain the origins and distribution of diversity across life. Beyond species or genetic diversity, we also observe diversity in the circuits (genetic or otherwise) underlying complex functional…
Markets have internal dynamics leading to excess volatility and other phenomena that are difficult to explain using rational expectations models. This paper studies these using a nonequilibrium price formation rule, developed in the context…