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We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe... more
We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe the interaction between traders and hierarchical cascade models to unravel the possible correlation accross time scales, including the log-periodic signatures associated to financial crashes. The main
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This work presents a simple simulation of the differences in male and female mortality and ageing. The simulation is based on Penna's bit-string model of biological ageing.
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This paper proposes a percolation-based model of new-product diffusion in the spirit of Solomon et al. (2000) and Goldenberg et al. (2000). A consumer buys the new product if she has formed her individual valuation of the product... more
This paper proposes a percolation-based model of new-product diffusion in the spirit of Solomon et al. (2000) and Goldenberg et al. (2000). A consumer buys the new product if she has formed her individual valuation of the product (reservation price) and if this valuation is greater or equal than the price of the product announced by the firm in a
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We investigate the impact of an exogenous environment on the emergence of social herding of economic sentiment. An interactions-driven dynamics of economic sentiment is modeled by an Ising model on a large (two-dimensional) square... more
We investigate the impact of an exogenous environment on the emergence of social herding of economic sentiment. An interactions-driven dynamics of economic sentiment is modeled by an Ising model on a large (two-dimensional) square lattice. The individual states are called optimism and pessimism. The exogenous environment is modeled as a sequence of random events, which might have a positive or
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We propose a stochastic model of interactive formation of individual expectations regarding the business climate in an industry. Our model is motivated by a business climate survey cond ucted since 1960 in Germany by the Ifo-institute... more
We propose a stochastic model of interactive formation of individual expectations regarding the business climate in an industry. Our model is motivated by a business climate survey cond ucted since 1960 in Germany by the Ifo-institute (www.ifo.de). In accordance with the data structure of this survey, in our model there is asso ciated to each economic agent (business manager) a
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Using an interacting lattice gas model, flow of a fluid mixture through porous media is studied in three dimensions. The porous medium is generated by a random distribution of barriers (sediments) on a discrete lattice with porosity p... more
Using an interacting lattice gas model, flow of a fluid mixture through porous media is studied in three dimensions. The porous medium is generated by a random distribution of barriers (sediments) on a discrete lattice with porosity p above the percolation threshold p_c. The fluid mixture consists of constituents A and B with their mass ratios, 1, 1/2, 1/3, etc.
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We develop a model of tax evasion based on the Ising model. We augment the model using an appropriate enforcement mechanism that may allow policy makers to curb tax evasion. With a certain probability tax evaders are subject to an audit.... more
We develop a model of tax evasion based on the Ising model. We augment the model using an appropriate enforcement mechanism that may allow policy makers to curb tax evasion. With a certain probability tax evaders are subject to an audit. If they get caught they behave honestly for a certain number of periods. Simulating the model for a range
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To counterbalance the views presented here by Suzana Moss de Oliveira, we explain here the truth: How men are oppressed by Mother Nature, who may have made an error inventing us, and by living women, who could get rid of most of us. Why... more
To counterbalance the views presented here by Suzana Moss de Oliveira, we explain here the truth: How men are oppressed by Mother Nature, who may have made an error inventing us, and by living women, who could get rid of most of us. Why do women live longer than us? Why is the Y chromosome for men so small? What
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Standard micro-economics concentrate on the description of markets but is seldom interested in production. Several economists discussed the concept of a firm, as opposed to an open labour market where entrepreneurs would recrute workers... more
Standard micro-economics concentrate on the description of markets but is seldom interested in production. Several economists discussed the concept of a firm, as opposed to an open labour market where entrepreneurs would recrute workers on the occasion of each business opportunity. Coase \cite{Coase} is one of them, who explains the existence of firms as institution because they reduce the transaction
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In the consensus model with bounded confidence, studied by Deffuant et al. (2000), two randomly selected people who differ not too much in their opinion both shift their opinions towards each other. Now we restrict this exchange of... more
In the consensus model with bounded confidence, studied by Deffuant et al. (2000), two randomly selected people who differ not too much in their opinion both shift their opinions towards each other. Now we restrict this exchange of information to people connected by a scale-free network. As a result, the number of different final opinions (when no complete consensus is
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Tag-based ethnocentric cooperation is a highly robust behavior which can evolve and prevail under a wide variety of conditions. Recent studies have demonstrated, however, that ethnocentrism can temporarily be suppressed by other competing... more
Tag-based ethnocentric cooperation is a highly robust behavior which can evolve and prevail under a wide variety of conditions. Recent studies have demonstrated, however, that ethnocentrism can temporarily be suppressed by other competing strategies, especially in its early evolutionary stages. In a series of computational experiments, conducted with an agent-based evolutionary model of tag-mediated cooperation, we addressed the question of whether a stochastically established and once dominant non-ethnocentric strategy such as indiscriminate altruism can stably persist and permanently outweigh ethnocentrism. Our model, simulated on various complex network topologies, employs simple haploid genetics and asexual reproduction of computational agents equipped with memory and heritable phenotypic traits. We find that in combination with an implemented memory mechanism and tags, random bias acting in favor of altruists can lead to their long-lasting victory over all other types of strate...
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We show that a model recently introduced to describe a microemulsion is capable of capturing most of the essential features observed experimentally. In particular our Monte Carlo results show the expected variation of the critical micelle... more
We show that a model recently introduced to describe a microemulsion is capable of capturing most of the essential features observed experimentally. In particular our Monte Carlo results show the expected variation of the critical micelle concentration with length of surfactants, the formation of micelles, the accumulation of surfactants at an interface and also the variation of the demixing temperature
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An infinite number of effectively infinite clusters are predicted at the percolation threshold, if “effectively infinite” means that a cluster's mass increases with a positive power of the lattice size L. All these cluster masses... more
An infinite number of effectively infinite clusters are predicted at the percolation threshold, if “effectively infinite” means that a cluster's mass increases with a positive power of the lattice size L. All these cluster masses increase as LD with the fractal dimension D = d - ß/v, while the mass of the rth largest cluster for fixed L decreases as
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For the critical exponents near the sol-gel phase transition, classical theories like those of Flory and Stockmayer predict one set of exponents, whereas scaling theories based on lattice percolation predict different exponents. The two... more
For the critical exponents near the sol-gel phase transition, classical theories like those of Flory and Stockmayer predict one set of exponents, whereas scaling theories based on lattice percolation predict different exponents. The two groups of theories differ in their treatment of ...
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The efficiency of a large hierarchical organisation is simulated on Barabasi-Albert networks, when each needed link leads to a loss of information. The optimum is found at a finite network size, corresponding to about five hierarchical... more
The efficiency of a large hierarchical organisation is simulated on Barabasi-Albert networks, when each needed link leads to a loss of information. The optimum is found at a finite network size, corresponding to about five hierarchical layers, provided a cost for building the network is included in our optimization.
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... theorybiosc A Hypothesis for the Evolution of Sex Naeem Jan1, Dietrich Stauffer2 andLeo Moseley3 1Physics Department, St. ... refs. [6±10]) trying to compete with `fitter' prokaryotes. It was a crap shoot for the big prize.... more
... theorybiosc A Hypothesis for the Evolution of Sex Naeem Jan1, Dietrich Stauffer2 andLeo Moseley3 1Physics Department, St. ... refs. [6±10]) trying to compete with `fitter' prokaryotes. It was a crap shoot for the big prize. Consequences ...
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Summary The expression of many genetic defects may be suppressed by proper medical care or even by changing the environmental conditions. We have used the Penna model of ageing to show that such efFects may be responsible for increasing... more
Summary The expression of many genetic defects may be suppressed by proper medical care or even by changing the environmental conditions. We have used the Penna model of ageing to show that such efFects may be responsible for increasing the human life expectancy during the 20 th century. This effect is equivalent to the shift of the threshold (T) in the
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Page 1. Introduction to PERCOLATION THEORY Revised Second Edition DIETRICH STAUFFER AND tMNON AHARONY Page 2. Page 3. Introduction to Percolation Theory Page 4. ...
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The weak nonexponential relaxation ∝t -a ′ recently found in computer experiments on the phase separation of alloys is explained in terms of a cluster reaction and diffusion process. The nonlinear features of this process can be accounted... more
The weak nonexponential relaxation ∝t -a ′ recently found in computer experiments on the phase separation of alloys is explained in terms of a cluster reaction and diffusion process. The nonlinear features of this process can be accounted for by a time-dependent diffusion ...
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The nucleation rate in a supersaturated Glauber-kinetic lattice gas of size 1683 is measured as a function of supersaturation (magnetic field). Results at TTc=0.59 are roughly compatible with classical nucleation theory. The droplet... more
The nucleation rate in a supersaturated Glauber-kinetic lattice gas of size 1683 is measured as a function of supersaturation (magnetic field). Results at TTc=0.59 are roughly compatible with classical nucleation theory. The droplet surface tension for the critical nuclei, determined from the observed cluster numbers, shows no sharp spinodal point and is nearly independent of the field.
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We develop a unified model that describes both "micro" and... more
We develop a unified model that describes both "micro" and "macro" evolutions within a single theoretical framework. The ecosystem is described as a dynamic network; the population dynamics at each node of this network describes the "microevolution" over ecological time scales (i.e., birth, ageing, and natural death of individual organisms), while the appearance of new nodes, the slow changes of the links, and the disappearance of existing nodes accounts for the "macroevolution" over geological time scales (i.e., the origination, evolution, and extinction of species). In contrast to several earlier claims in the literature, we observe strong deviations from power law in the regime of long lifetimes.
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The gaps between occupied sites on linear cuts of two and three dimensional critical percolation clusters are found to be closely described as statistically independent, with a universal scaling distribution close to that of positive Lévy... more
The gaps between occupied sites on linear cuts of two and three dimensional critical percolation clusters are found to be closely described as statistically independent, with a universal scaling distribution close to that of positive Lévy flights. The moments of the ...