相关论文: An Investigation of Crash Avoidance in a Complex S…

Markov chains are a common framework for individual-based state and time discrete models in ecology and evolution. Their use, however, is largely limited to systems with a low number of states, since the transition matrices involved pose…

We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active' and `inactive' strategies is subordinated…

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

This paper discusses serious drawbacks of existing knowledge in macroeconomics and finance in explaining and predicting economic and financial phenomena. Complexity science is proposed as an alternative approach to be used in order to…

Lane changes are complex safety and throughput critical driver actions. Most lane changing models deal with lane-changing maneuvers solely from the merging driver's standpoint and thus ignore driver interaction. To overcome this…

The general picture of game theoretic modeling dealt with here is characterized by a set of big players, also referred to as principals or major agents, acting on the background of large pools of small players, the impact of the behavior of…

With increasing game size, a problem of computational complexity arises. This is especially true in real world problems such as in social systems, where there is a significant population of players involved in the game, and the complexity…

In this work we present a pedagogical introduction to the minority game and various new versions of it with interesting properties, focusing in its applications in socialphysics. For instance, some systems display a kind of social behavior…

We address the important practical issue of understanding, predicting and eventually controlling catastrophic endogenous changes in a collective. Such large internal changes arise as macroscopic manifestations of the microscopic dynamics,…

We show that the Minority Game, a model of interacting heterogeneous agents, can be described as a spin systems and it displays a phase transition between a symmetric phase and a symmetry broken phase where the games outcome is predicable.…

We study a novel control problem in the context of network coordination games: the individuation of the smallest set of players capable of driving the system, globally, from one Nash equilibrium to another one. Our main contribution is the…

We analyze grand-canonical minority games with infinite and finite score memory and different updating timescales (from `on-line' games to `batch' games) in detail with various complementary methods, both analytical and numerical. We focus…

This dissertation highlights connections between the fields of neural networks, game theory and time series generation. The concept of antipredictability is explained, and the properties of time series that are antipredictable for several…

We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be…

Hypothesis Testing Minority Game (HMG) is a variant of the standard Minority Game (MG) that models the inertial behavior of agents in the market. In the earlier study of our group, we find that agents cooperate better in HMG than in the…

We consider a continuum of carbon-emitting firms who seek to maximise their stock price, and a regulator (e.g., Government) who wishes for the economy to flourish, whilst simultaneously punishing firms who behave non-green. Interpreting the…

Machine learning processes, e.g. ''learning in games'', can be viewed as non-linear dynamical systems. In general, such systems exhibit a wide spectrum of behaviors, ranging from stability/recurrence to the undesirable phenomena of chaos…

The Interactive Minority Game (IMG) is an online version of the traditional Minority Game in which human players can enter into competition with the traditional computer-controlled agents. Through the rich (and, importantly, analytically…

The Minority Game is a generic model of competing adaptive agents, which is often believed to be a model of financial markets. We discuss to which extend this is a reasonable statement, and present minimal modifications that make this model…

Predictions of emergent phenomena, appearing on the macroscopic layer of a complex system, can fail if they are made by a microscopic model. This study demonstrates and analyses this claim on a well-known complex system, Conway's Game of…