(-8) General Background: The Microscopic Representation of Complex Macroscopic Phenomena, , Annual Reviews of Computational Physics II p 243, ed D. Stauffer, World Scientific 1995 - PowerPoint PPT Presentation

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Title: (-8) General Background: The Microscopic Representation of Complex Macroscopic Phenomena, , Annual Reviews of Computational Physics II p 243, ed D. Stauffer, World Scientific 1995


1
.
(-8) General BackgroundThe Microscopic
Representation of Complex Macroscopic Phenomena,
, Annual Reviews of Computational Physics II p
243, ed D. Stauffer, World Scientific
1995 Complexity a Science at 30, Europhysics
News Feb-March 2003 p54
  
2
.
(-8) General BackgroundThe Microscopic
Representation of Complex Macroscopic Phenomena,
, Annual Reviews of Computational Physics II p
243, ed D. Stauffer, World Scientific
1995 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 )
  
3
-1) Realistic Market Modeling Platforms (Lev) A
microscopic model of the stock market Cycles,
booms and crashes, Economics Letters 45 (1994)
103-111. Behaviorally realistic simulations of
stock markets Traders with a soul, Computer
Physics Communications 121-122 (1999) 161 .
http//xxx.lanl.gov/abs/adap-org/9901003Microscop
ic Simulation of Financial Markets, Academic
Press, New York, 2000.
4
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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  
9
Lev Frantisek The Interacting Gaps Model
Physica A 330 (2003) 232. Given offered prices
around current price at intervals
Limit order
Limit order (left unsaturated at current price)
Limit order
10
One may have a new limit order close to the
current price changing the price by 1 tick
Limit order
Limit order
Limit order
11
Or one may have a new market order that
eliminates the order at the current price and
goes to the first neighbor
and
Limit order
Limit order
Limit order
12
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
and
Limit order
Limit order
Limit order
13
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
and
Limit order
Limit order
Limit order
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 M1 one gets 1.9 consistent with the
market data and not with the continuous approx
14
0) Social Critical Percolation, Social
percolation models Physica A 277 (1-2) (2000)
239 http//shum.huji.ac.il/sorin/soc-per.ps
Gerard 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)
15
Density of potential adopters 26 /48 gt 50
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Percolation transition
From non-sales at all to a lot of
sales Infinitely sharp at infinite size system
26
0) Social Critical Percolation, Social
percolation models Physica A 277 (1-2) (2000)
239 http//shum.huji.ac.il/sorin/soc-per.ps
Gerard 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)
27
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prob
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  • Effects of
  • Expectations Adaptation
  • Self tunning to criticality
  • Fractal fluctuations
  • and correlations

30
ALSO effects of Expectations Adaptation
Fractal space-time fluctuationsProduct Success
prediction (15/ 17)
31
Resistance
32
Resistant
Acceptant
Acceptant
Acceptedalready
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Resistant
Acceptant
Acceptant
Acceptedalready
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Resistant
Acceptant blocked
Acceptant
Acceptedalready
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Resistant
Acceptant blocked
Acceptant
Acceptedalready
36
Resistance
Resistant
Acceptant
Acceptant
Acceptedalready
37
ANTI-Percolation Antivirus
38
ConsumptionNo herding
Consumption Home

ExpectationsNo herding
Workplace Expectations
Parallel Networks
ConsumptionExpectationsHerding
Consumption home
WorkExpectations
39
0.1 Testing the Turing Test Do Men Pass the
Humanity Test? International Journal of Modern
Physics C (Ruthy to appear)
40
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
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).
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 Quantitati
ve Finance (IoP) Vol 3, No 1, C12 Feb 2003
Go To special presentation
41
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 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
42
5) Artificial Creativity Creative Sparks
Science 285 1495-1496, 1999 http//shum.huji.ac
.il/sorin/creative-sparks.htm
Communication at the speed of sound
Herald Tribune
43
6) Diagonal Link and Novelty EmergenceTemplates
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
Figure 2b General scheme underlying the
replacement version of the pictorial analogy
template
44
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)
45
9) Microscopic Seers and the emergence of 3 d
visionRestricted Ability to Recover 3D Global
Motion from 1 D Motion Signals Theoretical
Observations, Vision Research 35 (1995) 569-578.
10) Complexity Faces the Music. Structures of
the Mind and Universal Music Science 2001 June
29 292 2433 http//shum.huji.ac.il/sorin/struc
tures.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
46
13) Networks and K-cores scaling 14) Genetic
vs Internet network
? K(1 L/M)
Surf-gtlink
Copy of gene at other location
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