Information dissipation as an early-warning signal for the Lehman Brothers collapse in financial time series
In financial markets, participants locally optimize their profit which can result in a globally
unstable state leading to a catastrophic change. The largest crash in the past decades is the …
unstable state leading to a catastrophic change. The largest crash in the past decades is the …
Resource savings from fault-tolerant circuit design
AK Tan, IL Chuang - arXiv preprint arXiv:2311.02132, 2023 - arxiv.org
Using fault-tolerant constructions, computations performed with unreliable components can
simulate their noiseless counterparts though the introduction of a modest amount of …
simulate their noiseless counterparts though the introduction of a modest amount of …
Understanding How Short‐Termism and a Dynamic Investor Network Affects Investor Returns: An Agent‐Based Perspective
M Oldham - Complexity, 2019 - Wiley Online Library
The unexplained and inconsistent behavior of financial markets provides the motivation to
engage interdisciplinary approaches to understand its intricacies better. A proven approach …
engage interdisciplinary approaches to understand its intricacies better. A proven approach …
Dynamical clustering as a generator of complex system dynamics
Z Zhao, A Kirou, B Ruszczycki… - Mathematical Models and …, 2009 - World Scientific
The challenge to understand the dynamics of Complex Systems is attracting attention from a
wide range of disciplines across the natural, biological and social sciences. Recent turmoil …
wide range of disciplines across the natural, biological and social sciences. Recent turmoil …
DIFFUSION PROCESSES THROUGH SOCIAL GROUPS'DYNAMICS
A Apolloni, F Gargiulo - Advances in Complex Systems, 2011 - World Scientific
Axelrod's model describes the dissemination of a set of cultural traits in a society constituted
by individual agents. In a social context, nevertheless, individual choices toward a specific …
by individual agents. In a social context, nevertheless, individual choices toward a specific …
Towards reliable organisms: fault-tolerance in unconventional models of computation
AK Tan - 2024 - dspace.mit.edu
Computation is often described in abstract and idealized terms. In this setting, the details of
the computer can be neglected: different models of computation are interchangeable for a …
the computer can be neglected: different models of computation are interchangeable for a …
Market fluctuations explained by dividends and investor networks
M Oldham - Advances in Complex Systems, 2017 - World Scientific
The inability of investors and academics to consistently predict, and understand the behavior
of financial markets has forced the search for alternative analytical frameworks. Analyzing …
of financial markets has forced the search for alternative analytical frameworks. Analyzing …
An expressive event-based language for representing user behavior patterns
H Sharghi, K Sartipi - Journal of Intelligent Information Systems, 2017 - Springer
In-depth analysis of user interactions with applications in large systems is widely adopted as
a means to understand user's behavior for strategic purposes such as fraud detection …
a means to understand user's behavior for strategic purposes such as fraud detection …
Emergence of heterogeneity and political organization in information exchange networks
N Guttenberg, N Goldenfeld - Physical Review E—Statistical, Nonlinear, and …, 2010 - APS
We present a simple model of the emergence of the division of labor and the development of
a system of resource subsidy from an agent-based model of directed resource production …
a system of resource subsidy from an agent-based model of directed resource production …
Quantifying the concerns of Dimon and Buffett with data and computation
M Oldham - Journal of Economic Dynamics and Control, 2020 - Elsevier
Despite considerable efforts, the determinants of firm growth and financial market volatility
have not been definitively identified, yet sets of stylized facts–most notably power-law …
have not been definitively identified, yet sets of stylized facts–most notably power-law …