Open dynamic behaviour of financial markets

Open dynamic behaviour of financial markets with internal interactions between agents and with external “fields” from other systems are investigated using the approach of Grossman and Stiglitz for inefficient markets, and Keynes for interference of the market using physics of finance (referred to hereafter as phynance). The simulation results indicate that the NYSE data analyzed in Plerou, V. et al., Nature 421, 130 (2003) can be fitted by an equation of order parameter Φ and local deviation R of type: -(R+0.03) Φ+ 0.6 Φ³ + 0.02 = 0, which is shown to be in remarkable agreement with Plerou's data.     

Kinetic market models with single commodity having price fluctuations

We study here numerically the behavior of an ideal gas like model of markets having only one non-consumable commodity. We investigate the behavior of the steady-state distributions of money, commodity and total wealth, as the dynamics of trading or exchange of money and commodity proceeds, with local (in time) fluctuations in the price of the commodity. These distributions are studied in markets with agents having uniform and random saving factors. The self-organizing features in money distribution are similar to the cases without any commodity (or with consumable commodities), while the commodity distribution shows an exponential decay. The wealth distribution shows interesting behavior: gamma like distribution for uniform saving propensity and has the same power-law tail, as that of the money distribution, for a market with agents having random saving propensity.     

Minority opinion spreading in random geometry

The dynamics of spreading of the minority opinion in public debates (a reform proposal, a behavior change, a military retaliation) is studied using a diffusion reaction model. People move by discrete step on a landscape of random geometry shaped by social life (offices, houses, bars, and restaurants). A perfect world is considered with no advantage to the minority. A one person-one argument principle is applied to determine locally individual mind changes. In case of equality, a collective doubt is evoked which in turn favors the Status Quo. Starting from a large in favor of the proposal initial majority, repeated random size local discussions are found to drive the majority reversal along the minority hostile view. Total opinion refusal is completed within few days. Recent national collective issues are revisited. The model may apply to rumor and fear propagation. Received 23 January 2002     

Gossip in Organizations

Three hypotheses about the effects of different informal social network structures on gossip behavior are developed and tested. Gossip is defined as a conversation about a third person who is not participating in the conversation. Having analyzed the costs and benefits of gossip, we prefer the coalition hypothesis.~It states that gossip will flourish in social networks that have a relatively large number of coalition triads, that is ego and alter having a good relationship amongst themselves and both having a bad relationship with tertius, the object of gossip. Two rivalling hypotheses are developed. The constraint hypothesis predicts that the inclination towards gossip is greater, the larger the number of structural holes in the personal network of the gossipmonger.~The closure hypothesis predicts that more gossip will be found in networks with a large number of closed triads, that is where both gossipmonger and listener have a good relationship with the absent third person. The hypotheses are tested using a newly developed instrument to measure gossip behavior and network data from six work organizations and six school classes. The data support the coalition hypothesis and do not support the two rivalling hypotheses.     

转型加速期城市居民的职业地位评价与社会分层

采用主成分因素结构分析和高阶因素结构分析的方法,对城市居民100种职业地位评价进行了实证研究,并据以分析研究了转型加速期城市居民职业和社会地位分层的结构模式,探讨了城市居民职业社会分层的多元性和整合性双重特性。     

基于社会智能的网络信息流安全环模型

基于人类的社会智能特征，提出了一种网络信息流安全环模型．该模型分4个层次控制网络信息流的动态安全：安全入口层负责用户的身份验证和信息流的安全封装；社会智能层赋予信息流自我感应、自我保护、自我调控的行为能力；事务层实现商业事务的提交、处理、回滚，提供实时保护和在线恢复机制；TCP／IP安全协议层则保障网络信息流的安全传输．这4个层次协同运作，构建了不同等级的安全环．通过数学模型的建立和论证，证明该模型可以有效地保障网络信息流的动态安全，为商业事务的整体安全提供了一种可行的解决方案．     

Stochastic resonance in a model of opinion formation on small-world networks

We analyze the phenomenon of stochastic resonance in an Ising-like system on a small-world network. The system, which is subject to the combined action of noise and an external modulation, can be interpreted as a stylized model of opinion formation by imitation under the effects of a “fashion wave”. Both the amplitude threshold for the detection of the external modulation and the width of the stochastic-resonance peak show considerable variation as the randomness of the underlying small-world network is changed. Received 19 December 2001     

Scale-free behavior of the Internet global performance

Measurements and data analysis have proved very effective in the study of the Internet's physical fabric and have shown heterogeneities and statistical fluctuations extending over several orders of magnitude. Here we focus on the relationship between the Round-Trip-Time (RTT) and the geographical distance. We define dimensionless variables that contain information on the quality of Internet connections finding that their probability distributions are characterized by a slow power-law decay signalling the presence of scale-free features. These results point out the extreme heterogeneity of Internet delay since the transmission speed between different points of the network exhibits very large fluctuations. The associated scaling exponents appear to have fairly stable values in different data sets and thus define an invariant characteristic of the Internet that might be used in the future as a benchmark of the overall state of “health” of the Internet. Received 25 January 2003 Published online 7 May 2003     

Interacting neural networks and the emergence of social structure

The article describes a computational model for the simulation of the emergence of social structure or social order, respectively. The model is theoretically based on the theory of social typifying by Berger and Luckmann. It consists of interacting artificial actors (agents), which are represented by two neural networks, an action net, and a perception net. By mutually adjusting of their actions, the agents are able to constitute a self‐organized social order in dependency of their personal characteristics and certain features of their environment. A fictitious example demonstrates the applicability of the model to problems of extra‐terrestrial robotics. © 2007 Wiley Periodicals, Inc. Complexity 12: 41–52, 2007     

Evolutionary Prisoner's Dilemma on heterogeneous Newman-Watts small-world network

We focus on the heterogeneity of social networks and its role to the emergence of prevailing cooperators and sustainable cooperation. The social networks are representative of the interaction relationships between players and their encounters in each round of games. We study an evolutionary Prisoner's Dilemma game on a variant of Newman-Watts small-world network, whose heterogeneity can be tuned by a parameter. It is found that optimal cooperation level exists at some intermediate topological heterogeneity for different temptations to defect. That is, frequency of cooperators peaks at a certain specific value of degree heterogeneity — neither the most heterogeneous case nor the most homogeneous one would favor the cooperators. Besides, the average degree of networks and the adopted update rule also affect the cooperation level.