Complex psychiatry最新文献

英文中文

Network theory and behavioral finance in a heterogeneous market environment 异质市场环境下的网络理论与行为金融学

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21834

K. Khashanah, Talal Alsulaiman

This article addresses the stock market as a complex system. The complexity of the stock market arises from the structure of the environment, agent heterogeneity, interactions among agents, and interactions with market regulators. We develop the idea of a meta-model, which is a model of models represented in an agent-based model that allows us to investigate this type of market complexity. The novelty of this article is the incorporation of various complexities captured by network theoretical models or induced by investment behavior. The model considers agents heterogeneous in terms of their strategies and investment behavior. Four investment strategies are included in the model: zero-intelligence, fundamental strategy, momentum (trend followers), and adaptive trading strategy using the artificial neural network algorithm. In terms of behavior, the agents can be risk averse or loss occupied with overconfidence or conservative biases. The agents may interact with each other by sharing market sentiments through a structured scale-free network. The market regulator controls the market through various control tools such as the risk-free rate and taxation. Parameters are calibrated to the S&P500. The calibration is implemented using a scatter search heuristic approach. The model is validated using various stylized facts of stock return patterns such as excess kurtosis, auto-correlation, and ARCH effect phenomena. Analysis at the macro and micro level of the market was performed by measuring the sensitivity of volatility and market capital and investigating the wealth distributions of the agents. We found that volatility is more sensitive to the model parameters than to market capital, and thus, the level of volatility does not affect market capital. In addition, the findings suggest that the efficient market hypothesis holds at the macro level but not at the micro level. © 2016 Wiley Periodicals, Inc. Complexity 21: 530–554, 2016

本文将股票市场视为一个复杂的系统。股票市场的复杂性源于环境的结构、代理人的异质性、代理人之间的相互作用以及与市场监管机构的相互作用。我们提出了元模型的概念，这是一个用基于代理的模型表示的模型的模型，它允许我们研究这种类型的市场复杂性。本文的新颖之处在于将网络理论模型捕捉到的或由投资行为引起的各种复杂性结合在一起。该模型考虑了代理人在策略和投资行为方面的异质性。模型包括四种投资策略:零智能、基本策略、动量(趋势跟随)和使用人工神经网络算法的自适应交易策略。在行为方面，代理人可以是风险厌恶者，或者被过度自信或保守偏见所占据。代理人可以通过一个结构化的无标度网络，通过分享市场情绪来相互作用。市场监管机构通过无风险利率、税收等各种调控工具对市场进行调控。参数是根据标准普尔500指数校准的。采用散点搜索启发式方法实现校准。该模型使用股票回报模式的各种风格化事实(如超额峰度、自相关和ARCH效应现象)进行验证。通过测量波动率和市场资本的敏感性以及调查代理人的财富分布，对市场进行宏观和微观层面的分析。我们发现波动率对模型参数比对市场资本更敏感，因此，波动率水平不影响市场资本。此外，研究结果表明，有效市场假说在宏观层面上成立，但在微观层面上不成立。©2016 Wiley期刊公司中文信息学报(英文版)，2016

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引用次数: 18

Dissipative analysis for discrete-time systems via fault-tolerant control against actuator failures 基于执行器故障容错控制的离散时间系统耗散分析

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21836

T. Saravanakumar, R. Sakthivel, P. Selvaraj, S. Anthoni

引用次数: 14

A new result on robust H∞ control for uncertain time-delay singular systems via sliding mode control 基于滑模控制的不确定时滞奇异系统鲁棒H∞控制的新结果

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21793

Z. Liu, C. Gao

This article is devoted to designing linear sliding surface and adaptive sliding mode controller for a class of singular time-delay systems with parametric uncertainties and external disturbance. In terms of linear matrix inequalities (LMIs), a sufficient criteria of H∞ performance, and admissibility for considered sliding motion restricted to linear sliding surface is achieved, and the controller which guarantees the finite-time reachability of the predesigned sliding surface is then developed, respectively. Finally, three examples show the effectiveness of the proposed result. © 2016 Wiley Periodicals, Inc. Complexity, 2016

引用次数: 21

Networks metrics and ball possession in professional football 职业足球中的网络指标和控球

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/CPLX.21813

José Gama, Gonçalo Dias, M. Couceiro, Tiago Sousa, V. Vaz

引用次数: 11

Mapping complexity/Human knowledge as a complex adaptive system 映射复杂性/人类知识作为一个复杂的适应系统

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21799

Johnson J. Thomas, Anna Zaytseva

Cartography is the art of map-making that integrates science, technology, and visual aesthetics for the purpose of rendering the domain of interest, navigable. The science could aid the cartographer if it were to inform about the underlying process. Thus, Mendeleev's periodic table was informed by insights about the atomic mass periodicity. Likewise, Harvey's work on the circulatory system map was informed by his theoretical insights on Galen's errors. Mapping of human knowledge dates back at least to Porphyry who laid out the first tree-of-knowledge. Modern knowledge-cartographers use a wide array of scientometric techniques capable of rendering appealing visuals of massive scientific corpuses. But what has perhaps been lacking is a sound theoretical basis for rendering legible the adaptive dynamics of knowledge creation and accumulation. Proposed is a theoretical framework, knowledge as a complex adaptive system (CAS) patterned on Holland's work on CAS, as well as the view that knowledge is a hierarchically heterarchic dynamical system. As a first leg in the conjoining experimental phase, we extract terms from approximately 1400 complexity science papers published at the Santa Fe Institute, deduce the topic distribution using Latent Dirichlet Allocation, capture the underlying dynamics, and show how to navigate the corpus visually. © 2016 Wiley Periodicals, Inc. Complexity 21: 207–234, 2016

地图学是一门地图制作艺术，它将科学、技术和视觉美学结合在一起，目的是呈现感兴趣的领域，使其易于导航。科学可以帮助制图者了解潜在的过程。因此，门捷列夫的元素周期表是基于对原子质量周期的认识。同样地，哈维在循环系统图上的工作也受到了他对盖伦错误的理论见解的启发。人类知识图谱至少可以追溯到波菲利，他提出了第一个知识树。现代知识制图师使用广泛的科学测量技术，能够呈现大量科学语料库的吸引人的视觉效果。但是，可能缺乏的是一个健全的理论基础，以使知识创造和积累的适应动态变得清晰。本文在借鉴荷兰复杂适应系统理论的基础上，提出了知识作为复杂适应系统的理论框架，并提出了知识是一个层次的、层次的、层次的动态系统的观点。作为联合实验阶段的第一步，我们从Santa Fe Institute发表的大约1400篇复杂性科学论文中提取术语，使用Latent Dirichlet Allocation推断主题分布，捕获潜在动态，并展示如何以视觉方式导航语料库。©2016 Wiley期刊公司中文信息学报(英文版)，2016

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引用次数: 13

Dynamic systems view of learning a three-tiered theory in physics: robust learning outcomes as attractors 动态系统学习的观点:物理三层理论:稳健的学习成果作为吸引子

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21803

I. Koponen, Tommi Kokkonen, M. Nousiainen

引用次数: 3

Outer synchronization between two hybrid-coupled delayed dynamical networks via aperiodically adaptive intermittent pinning control 采用非周期自适应间歇钉住控制实现两个混合耦合延迟动态网络的外部同步

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21837

Shuiming Cai, Xuqiang Lei, Zengrong Liu

This article is concerned with the problem of pinning outer synchronization between two complex delayed dynamical networks via adaptive intermittent control. At first, a general model of hybrid-coupled dynamical network with time-varying internal delay and time-varying coupling delay is given. Then, an aperiodically adaptive intermittent pinning-control strategy is introduced to drive two such delayed dynamical networks to achieve outer synchronization. Some sufficient conditions to guarantee global outer-synchronization are derived by constructing a novel piecewise Lyapunov function and utilizing stability analytical method. Moreover, a simple pinned-node selection scheme determining what kinds of nodes should be pinned first is provided. It is noted that the adaptive pinning control type is aperiodically intermittent, where both control period and control width are non-fixed. Finally, a numerical example is given to illustrate the validity of the theoretical results. © 2016 Wiley Periodicals, Inc. Complexity, 2016

研究了用自适应间歇控制方法实现两个复杂时滞动态网络的外部同步问题。首先给出了具有时变内延迟和时变耦合延迟的混合耦合动态网络的一般模型。然后，引入了一种非周期自适应间歇钉钉控制策略来驱动两个时滞动态网络实现外部同步。通过构造一种新的分段Lyapunov函数，利用稳定性分析方法，得到了保证系统全局外同步的充分条件。此外，还提供了一种简单的固定节点选择方案，确定应首先固定哪些类型的节点。注意，自适应钉住控制类型是非周期性间歇的，其中控制周期和控制宽度都是不固定的。最后，通过数值算例验证了理论结果的有效性。©2016 Wiley期刊公司复杂性,2016

引用次数: 56

Chaos and complexity in mine grade distribution series detected by nonlinear approaches 用非线性方法检测矿山品位分布序列的混沌性和复杂性

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21814

M. P. Aghababa, J. Sharif

In this article, the underlying dynamics of treating grade distribution is interpreted as a chaotic system instead of a stochastic system for a better understanding. Here, we study the behavior of grade distribution spatial series acquired at the Chadormalu mine in Bafgh city of Iran to distinguish the possible existence of low-dimensional deterministic chaos. This work applies a variety of nonlinear techniques for detecting the chaotic nature of the grade distribution spatial series and adopts a nonlinear prediction method for predicting the future of the grade distributions. First, the delay time dimension is computed using auto mutual information function to reconstruct the strange attractors. Then, the dimensionality of the trajectories is obtained using Cao's method and, correspondingly, the correlation dimension method is adopted to quantify the embedding dimension. The low embedding dimensions achieved from these methods show the existence of low dimensional chaos in the mining data. Next, the high sensitivity to initial conditions is evaluated using the maximal Lyapunov exponent criterion. Positive Lyapunov exponents obtained demonstrate the exponential divergence of the trajectories and hence the unpredictability of the data. Afterward, the nonlinear surrogate data test is done to further verify the nonlinear structure of the grade distribution series. This analysis provides considerable evidence for the being of low-dimensional chaotic dynamics underlying the mining spatial series. Lastly, a nonlinear prediction scheme is carried out to predict the grade distribution series. Some computer simulations are presented to illustrate the efficiency of the applied nonlinear tools. © 2016 Wiley Periodicals, Inc. Complexity 21: 355–369, 2016

在本文中，为了更好地理解，将处理等级分布的潜在动力学解释为混沌系统而不是随机系统。本文研究了伊朗巴夫市Chadormalu矿品位分布空间序列的行为，以区分低维确定性混沌的可能存在。本文运用多种非线性技术检测品位分布空间序列的混沌性，并采用非线性预测方法预测品位分布的未来。首先，利用自互信息函数计算延迟时间维，重构奇异吸引子;然后，利用Cao方法获得轨迹维数，并采用相关维数法对嵌入维数进行量化。这些方法得到的低嵌入维数表明挖掘数据中存在低维混沌。其次，利用最大李雅普诺夫指数准则评价了对初始条件的高灵敏度。获得的正李雅普诺夫指数证明了轨迹的指数发散，从而证明了数据的不可预测性。然后进行非线性代理数据检验，进一步验证了等级分布序列的非线性结构。这一分析为低维混沌动力学的存在提供了充分的证据。最后，采用非线性预测方案对品位分布序列进行预测。最后给出了一些计算机仿真来说明所应用的非线性工具的有效性。©2016 Wiley期刊公司中文信息学报(英文版)，2016

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引用次数: 4

AQM scheme design for TCP network via Takagi-Sugeno fuzzy method 基于Takagi-Sugeno模糊方法的TCP网络AQM方案设计

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21838

Sheng Xu, M. Fei, Xinhao Yang, Liqin Wu

This paper proposes a novel T-S fuzzy control method instead of the traditional linear system control method to improve the TCP network performance. Thus a TCP network can be modeled as a T-S fuzzy system, and by use of linear matrix inequality method and cone complementarity linearization algorithm, a fuzzy state feedback controller is provided while considering the problem of the asynchronous membership grades between the controller and the plant. Simulation results are presented to show that the proposed control approach can guarantee the asymptotical stability of the studied system and the desired queue size. © 2016 Wiley Periodicals, Inc. Complexity 21: 606–612, 2016

引用次数: 6

Relaxed stability conditions for continuous-time Takagi-Sugeno fuzzy systems based on a new upper bound inequality 基于新上界不等式的连续时间Takagi-Sugeno模糊系统的松弛稳定性条件

Complex psychiatry

Pub Date : 2016-11-01 DOI: 10.1002/cplx.21805

Tieyan Zhang, Yuan Yu, Yan Zhao

The important issue of reducing the conservatism of feasible stability criteria for continuous-time Takagi–Sugeno fuzzy systems is studied in this article. In order to obtain more advanced result than previous ones, a new upper bound inequality is proposed and thus the properties of the normalized fuzzy weighting functions’ time derivatives can be better used than the previous ones. In particular, the so-called ‘‘redundant terms’’ considered in previous literature can be converted to ‘‘useful terms’’ which play a positive role in the underlying analysis process. Moreover, some useless additional variables and their derived inequalities are removed for enhancing the efficiency. Finally, an illustrative example is given to show the effectiveness of the proposed method. VC 2016 Wiley Periodicals, Inc. Complexity 000: 00–00, 2016

研究了连续时间Takagi-Sugeno模糊系统可行稳定性准则的保守性降低问题。为了获得比以往更先进的结果，提出了一个新的上界不等式，从而可以更好地利用归一化模糊加权函数时间导数的性质。特别是，以前文献中考虑的所谓“冗余术语”可以转化为“有用术语”，在基础分析过程中发挥积极作用。此外，为了提高效率，还去掉了一些无用的附加变量及其推导出的不等式。最后，通过一个算例验证了该方法的有效性。Wiley期刊，Inc.;复杂性000:00-00,2016

引用次数: 1

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