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(- ∞ ) General Background: The Microscopic Representation of Complex Macroscopic Phenomena,, Annual Reviews of Computational Physics II p 243, ed D. Stauffer, World Scientific 1995 The Microscopic Representation of Complex Macroscopic Phenomena, Complexity a Science at 30, Europhysics News Feb-March 2003 p54.
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(- ∞ ) General Background: The Microscopic Representation of Complex Macroscopic Phenomena,, Annual Reviews of Computational Physics II p 243, ed D. Stauffer, World Scientific 1995 The Microscopic Representation of Complex Macroscopic Phenomena, Complexity a Science at 30, Europhysics News Feb-March 2003 p54. Fig 1 Map of Complexity and its Neighbouring Fields (for a more detailed interactive version see http://complexity.cogniview.com/MapIndex.html )http://complexity.cogniview.com/MapIndex.html
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-1) Realistic Market Modeling Platforms (Lev) A microscopic model of the stock market; Cycles, booms and crashes, Economics Letters 45 (1994) 103-111.A microscopic model of the stock market; Cycles, booms and crashes, Behaviorally realistic simulations of stock markets; Traders with a soul, Computer Physics Communications 121-122 (1999) 161. http://xxx.lanl.gov/abs/adap-org/9901003 Microscopic Simulation of Financial Markets, Academic Press, New York, 2000.http://xxx.lanl.gov/abs/adap-org/9901003
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Kahneman-Tversky
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Lev Thesis; The string market: Statistical Mechanics of Conventional Traders May Lead to Non-Conventional Market Behavior, Physica Scripta. Vol. T106, 41, 2003 Market 'spikes' are seen by traders as freak events. Physicists expect them, Thursday October 3, 2002 Stock market shock explained Physicists model recent trading frenzy.
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Lev; Frantisek; The Interacting Gaps Model: Physica A 330 (2003) 232. Given offered prices around current price at intervals Limit orderLimit order (left unsaturated at current price) Limit order
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One may have a new limit order close to the current price: changing the price by 1 tick Limit order
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Or one may have a new market order that eliminates the order at the current price and goes to the first neighbor: Limit order and
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Or one may have a new market order that eliminates the order at the current price and goes to the first neighbor followed by the next limit order Limit order and
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Else one may have a new market order that eliminates the order at the current price at the common price and goes to the first neighbor followed by the next limit order Limit order and If one has M limit orders per Market order, the distribution of interval lengths is A power laws with exponent given by the implicit transcendental equation: For M~1 one gets ~1.9 consistent with the market data and not with the continuous approx
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0) Social Critical Percolation, Social percolation models Physica A: 277 (1-2) (2000) 239 http://shum.huji.ac.il/~sorin/soc-per.ps Gerardhttp://shum.huji.ac.il/~sorin/soc-per.ps Social Percolators and Self Organized Criticality in Handbook of Graphs and Networks: From the Genome to the Internet, p.113 eds. S. Bornholdt and H. G. Schuster, Wiley-VCH, Berlin, 2002. Anti-Percolation; antivirus ; Parallel Networks (SN); herding (Tom help)
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Density of potential adopters: 26 /48 > 50%
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Percolation transition From non-sales at all to a lot of sales Infinitely sharp at infinite size system
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0) Social Critical Percolation, Social percolation models Physica A: 277 (1-2) (2000) 239 http://shum.huji.ac.il/~sorin/soc-per.ps Gerardhttp://shum.huji.ac.il/~sorin/soc-per.ps Social Percolators and Self Organized Criticality in Handbook of Graphs and Networks: From the Genome to the Internet, p.113 eds. S. Bornholdt and H. G. Schuster, Wiley-VCH, Berlin, 2002. Anti-Percolation; antivirus ; Parallel Networks (SN); herding (Tom help)
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prob
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Effects of Expectations Adaptation Self tunning to criticality Fractal fluctuations and correlations
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ALSO: effects of Expectations Adaptation Fractal space-time fluctuations Product Success prediction (15/ 17)
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Resistance
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Resistant Acceptant Accepted already Acceptant
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Resistant Accepted already Acceptant
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Resistant Accepted already Acceptant Acceptant blocked
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Resistant Accepted already Acceptant Acceptant blocked
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Resistance Resistant Accepted already Acceptant
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“ANTI-Percolation” Antivirus
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Parallel Networks Consumption; Home Workplace Expectations Consumption; No herding Expectations No herding + Consumption+ Expectations= Herding home work Consumption; Home Workplace Expectations home work
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0.1 Testing the Turing Test; Do Men Pass the Humanity Test? International Journal of Modern Physics C (Ruthy; to appear)
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3) Can one predict and verify predictions in Economics? Connecting wealth distribution exponent to market returns exponent Pioneers on a new continent: on physics and economics Quantitative Finance (IoP) Vol 3, No 1, C12 Feb 2003 2) Stability of Pareto-Zipf law in non-stationary economies in: Economics with heterogeneous interacting agents, ed. A.Kirman and J.B. Zimmermann, Lecture Notes in Economics and Mathematical Systems, Springer, 2001 p 141 http://xxx.lanl.gov/abs/cond-mat/012479 http://xxx.lanl.gov/abs/cond-mat/012479 Co-Evolutionist Stochastic Dynamics: Emergence of Power-LawsPower-laws in stochastic Lotka-Volterra-Eigen-Schuster Systems in: "Towards Cognitive Economics", Eds: P. Bourgine and J.-P. Nadal, Springer (2003). Go To special presentation
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4) AB- Model, Emergence of Localized, Adaptive, Resilient objects from Noise, The importance of being discrete: Life always wins on the surface Proc. Natl. Acad. Sci. USA, Vol. 97, Issue 19, 10322-10324, September 12, 2000 http://xxx.lanl.gov/abs/adap-org/9912005 http://xxx.lanl.gov/abs/adap-org/9912005 The risk of being unfair, the unstable fate of globalization (2003) Artific Life 4(9) 357 Innovations Refuse to Die:-The Unforeseen Longevity of Society Fundamental Ideas.(2004) Technological forecasting and Social Change In press The Immune self; Emergence of the Body Self-Cognition Proliferation and competition in discrete biological systems. (2003) Bulletin of mathematical biology 65(3) 375-396 Go To special presentation
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5) Artificial Creativity Creative Sparks Science 285: 1495-1496, 1999; http://shum.huji.ac.il/~sorin/creative- sparks.htmhttp://shum.huji.ac.il/~sorin/creative- sparks.htm Communication at the speed of sound Herald Tribune
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6) Diagonal Link and Novelty Emergence Templates of original innovation: Projecting original incremental innovations from intrinsic information (1999) Technological Forecasting and Social Change, May, Vol. 61/1 P. 1-12. 7) What are Stories made of? What Are Stories Made Of? Quantitative Categorical Deconstruction of Creation International Journal of Modern Physics C, Vol. 11, No. 4 (2000) 827-835 http://xxx.lanl.gov/abs/cond-mat/0008192 International Journal of Modern Physics C, Vol. 11, No. 4 (2000) 827-835 http://xxx.lanl.gov/abs/cond-mat/0008192 Figure 2b: General scheme underlying the replacement version of the pictorial analogy template
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8) Traces of Mind; Emergence of Meaning in Drawings Emergence of Representation in Drawing: The Relation Between Kinematic and Referential Aspects Cognitive Development 13, 25-51 (1998)
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9) Microscopic Seers and the emergence of 3 d vision Restricted Ability to Recover 3D Global Motion from 1 D Motion Signals: Theoretical Observations, Vision Research 35 (1995) 569-578. Restricted Ability to Recover 3D Global Motion from 1 D Motion Signals: Theoretical Observations, 10) Complexity Faces the Music. Structures of the Mind and Universal Music Science 2001 June 29; 292: 2433 http://shum.huji.ac.il/~sorin/structures.htm http://shum.huji.ac.il/~sorin/structures.htm 11) Solving Traffic Jams: Human Intervention or Self-Organization? International Journal of Modern Physics, Vol. 14, No. 8 p 1007 12) Living Tree of knowledge; DiscussionDistrict; Self-mapping, Self-Organization and Dynamical Ontology of Communities
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13) Networks and K-cores scaling 14) Genetic vs Internet network; K ~(1+ L/M) A B C DC A 36546, Z=46 B 253270, Z=23 826, Z=2.83 442, Z=2.22 Surf->link Copy of gene at other location
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