Proceedings of the International Conference on Social Modeling and Simulation, Plus Econophysics Colloquium 2014.

• Superior document: Springer Proceedings in Complexity Series
• Author: Takayasu, Hideki.
• TeilnehmendeR: Ito, Nobuyasu.; Noda, Itsuki.; Takayasu, Misako.
• Place / Publishing House: Cham : : Springer International Publishing AG,, 2015.; ©2015.
• Year of Publication: 2015
• Edition: 1st ed.
• Language: English
• Series: Springer Proceedings in Complexity Series
• Physical Description: 1 online resource (338 pages)

Table of Contents

• Intro
• Preface
• Contents
• Part I Financial Market
• 1 Influence Networks in the Foreign Exchange Market
• 1.1 Introduction
• 1.2 Data and Method
• 1.3 Results and Discussion
• 1.4 Final Remarks
• References
• 2 Entropy and Transfer Entropy: The Dow Jones and the Build Up to the 1997 Asian Crisis
• 2.1 Introduction
• 2.2 Correlations
• 2.3 Transfer Entropy
• 2.3.1 Transfer Entropy Without Binning
• 2.4 Empirical Results
• References
• 3 Execution and Cancellation Lifetimes in ForeignCurrency Market
• 3.1 Introduction
• 3.2 Description of the Database
• 3.3 Execution and Cancellation Lifetimes
• 3.3.1 Execution Lifetime
• 3.3.2 Cancellation Distance and Lifetime
• 3.3.3 Power Law Relation Between Execution and Cancellation Lifetimes
• 3.4 Cancellation Orders and Market Price Movement
• 3.5 Discussion
• References
• 4 Signs of Market Orders and Human Dynamics
• 4.1 Introduction
• 4.2 Model
• 4.3 Main Theorem
• 4.4 Outline of the Proof of Theorem 1
• 4.5 Conclusion
• References
• 5 Damped Oscillatory Behaviors in the Ratios of Stock Market Indices
• 5.1 Introduction
• 5.2 Data Analysis and Discussions
• 5.3 Conclusion
• References
• 6 Exploring Market Making Strategy for High Frequency Trading: An Agent-Based Approach
• 6.1 Introduction
• 6.2 Modelling of High Frequency Trading
• 6.2.1 Framework
• 6.2.2 Low Frequency Traders Activity
• 6.2.3 High Frequency Traders Activity
• 6.2.4 Model Validation
• 6.3 Exploration of Market Making Strategy
• 6.3.1 Strategies for Order Price
• 6.3.2 Strategy for Order Quantity
• 6.3.3 Comparison of Strategies
• 6.4 Experiments on Competition
• 6.4.1 Total Return of HFTs
• 6.4.2 Individual Return of HFTs
• 6.5 Conclusions
• References
• 7 Effect of Cancel Order on Simple Stochastic Order-Book Model
• 7.1 Introduction
• 7.2 Model.
• 7.2.1 Basic Trading Rules of Financial Exchanges
• 7.2.2 Simulation Models
• 7.2.2.1 No-Cancel Model
• 7.2.2.2 Random Cancel Model
• 7.2.2.3 Out-of-Range Cancel Model
• 7.3 Simulation Results
• 7.4 Discussion of the Numerical Results
• 7.5 Conclusion
• References
• Part II Robustness and Fragility
• 8 Cascading Failures in Interdependent Economic Networks
• 8.1 Introduction
• 8.2 Overview of Cascading Failure Processes in Interdependent Networks
• 8.3 Cascading Failures in Economic Networks
• 8.4 Summary
• References
• 9 Do Connections Make Systems Robust? A New Scenario for the Complexity-Stability Relation
• 9.1 Introduction
• 9.2 A Universal Relation Between Robustness and Connection
• 9.2.1 A Minimal Model of Evolving Open Systems
• 9.2.2 Transition in Growth Behavior
• 9.2.3 A Mean-Field Analysis and the Transition Mechanism
• 9.3 The Relation with More Complex Dynamical Models
• 9.3.1 The Extinction Condition in Population Dynamics Models
• 9.3.2 Ratio-Dependent Interactions
• 9.3.3 The Necessary Condition to Have an Extinction Under ``natural'' Ratio-Dependent Interactions
• 9.4 Conclusion
• References
• 10 Simulation of Gross Domestic Product in International Trade Networks: Linear Gravity Transportation Model
• 10.1 Introduction
• 10.2 Preceding Study
• 10.3 Dataset
• 10.4 Simulation Setup
• 10.4.1 GDP Transaction Flow Relationship
• 10.4.2 GDP-Degree Relationship
• 10.4.3 Linear Gravity Transportation Model
• 10.5 Simulation Results
• 10.6 Conclusion
• References
• 11 Analysis of Network Robustness for a Japanese Business Relation Network by Percolation Simulation
• 11.1 Introduction
• 11.2 Business Relation Network
• 11.3 Percolation Simulation
• 11.4 Survival Rate
• 11.4.1 Basic Properties of Survival Rate
• 11.4.2 Practical Meaning of Ps
• 11.4.3 Theoretical Estimation.
• 11.5 Network Robustness of Prefectures in Japan
• 11.6 Conclusion
• References
• 12 Detectability Threshold of the Spectral Method for Graph Partitioning
• 12.1 Introduction
• 12.2 Spectral Partitioning of Regular Random Graphs With Two-Block Structure
• 12.3 Detectability Threshold
• 12.4 Conclusion
• References
• 13 Spread of Infectious Diseases with a Latent Period
• 13.1 Introduction
• 13.2 Model
• 13.3 Final Size Distribution
• 13.4 Discussions and Conclusions
• References
• Part III Interaction and Distribution
• 14 Geographic Dependency of Population Distribution
• 14.1 Introduction
• 14.2 Basic Information of Japanese Population
• 14.3 Population Distribution in Japan
• 14.4 Basic Information of European Populations
• 14.5 Comparison between Japan and European Countries
• 14.6 Conclusion
• References
• 15 Spatiotemporal Analysis of Influenza Epidemics in Japan
• 15.1 Introduction
• 15.2 Materials and Methods
• 15.2.1 Case Report Data
• 15.2.2 Wavelet Analysis
• 15.2.3 Supplementary Data
• 15.3 Results and Discussion
• 15.4 Concluding Remarks
• Appendix
• References
• 16 A Universal Lifetime Distribution for Multi-Species Systems
• 16.1 Introduction
• 16.2 Dynamical Graph Model
• 16.3 Modified Red-Queen Hypothesis
• 16.4 Relation with Empirical Data
• 16.5 Conclusion
• References
• 17 Firm Age Distributions and the Decay Rate of Firm Activities
• 17.1 Introduction
• 17.2 Data
• 17.3 Data Analysis
• 17.3.1 Age Distribution of Firms
• 17.3.2 Decay Rate of Firm Activities
• 17.4 Consistency of Laws
• 17.5 Conclusion
• References
• 18 Empirical Analysis of Firm-Dynamics on Japanese Interfirm Trade Network
• 18.1 Introduction
• 18.2 Large Time-Series Firm Database
• 18.2.1 Japanese Interfirm Trade Networks
• 18.2.2 Basic Properties
• 18.3 Empirical Data Analysis.
• 18.3.1 Exponent of Preferential Attachment
• 18.3.2 Properties of Bankrupt Firms
• 18.3.3 Lifespan of Trades
• 18.4 Conclusion
• References
• 19 Direct Participants' Behavior Through the Lens of Transactional Analysis: The Case of SPEI®
• 19.1 Introduction
• 19.2 Literature Review
• 19.3 Intraday Liquidity Flows
• 19.3.1 An Algorithm for Use of External Funds vs. Incoming Payments
• 19.3.2 Different Time-Scale Profiles of SPEI® Participants
• 19.4 Summary and Conclusion
• References
• Part IV Traffic and Pedestrian
• 20 Pedestrian Dynamics in Jamology
• 20.1 Introduction
• 20.2 Effect of Rhythm on Unidirectional Flow
• 20.2.1 Experimental Setup
• 20.2.2 Experimental Verification of the Effect of Rhythm
• 20.3 Simple Model of Egress Process
• 20.4 Queueing Process
• 20.4.1 Walking-Distance Introduced Parallel-Type Queueing System: D-Parallel
• 20.4.2 Walking-Distance Introduced Fork-Type Queueing System: D-Fork
• 20.4.3 Update Rule in Simulation
• 20.5 Comparison of Mean Waiting Time in D-Parallel and D-Fork
• 20.6 Summary
• References
• 21 Qualitative Methods of Validating Evacuation Behaviors
• 21.1 Introduction
• 21.2 Related Works
• 21.3 Agent Based Evacuation Behavior Simulation
• 21.3.1 Evacuation Behaviors According to PA
• 21.3.1.1 Simulation Background
• 21.3.1.2 Simulation Results
• 21.3.2 Rescue Responders' Action During Emergencies
• 21.3.2.1 Simulation Background
• 21.3.2.2 Simulation Results
• 21.4 Validation of ABS Results for Scenarios Containing Human Actions
• 21.4.1 Validation Problems in Conventional Social Systems
• 21.4.2 Qualitative Standard to Simulation Results for Social Scenarios
• 21.5 Discussions and Summary
• References
• 22 Collective Dynamics of Pedestrians with No Fixed Destination
• 22.1 Introduction
• 22.2 Model and Simulations.
• 22.3 Spontaneous Ordering with Periodic Boundary Conditions
• 22.4 Binary Scattering Study
• 22.5 Flow in a Pipe
• 22.6 Summary and Discussion
• References
• 23 Traffic Simulation of Kobe-City
• 23.1 Introduction
• 23.2 Method
• 23.2.1 Road Structure
• 23.2.2 OD Information
• 23.2.3 Simulation
• 23.3 Results And Discussions
• 23.4 Summary
• References
• 24 MOSAIIC: City-Level Agent-Based Traffic Simulation Adapted to Emergency Situations
• 24.1 Introduction
• 24.2 The MOSAIIC Agent-Based Traffic Model
• 24.2.1 Structure of the Network
• 24.2.2 Driver Agents
• 24.2.3 Dynamics of the Model
• 24.2.3.1 Traffic Jam Management
• 24.2.3.2 Traffic Signal Update
• 24.2.3.3 New Driver Arrival
• 24.2.3.4 Computation of the Path
• 24.2.3.5 Driving Step
• 24.3 Conclusion
• References
• 25 GUI for Agent Based Modeling
• 25.1 Background
• 25.2 Objectives
• 25.3 Design
• 25.3.1 Architecture of SOARS
• 25.3.2 Design Concept of SOARS VisualShell
• 25.3.3 User Interface of SOARS VisualShell
• 25.3.3.1 Agent/Spot Edit
• 25.3.3.2 Role Edit
• 25.3.3.3 Stage Edit
• 25.3.3.4 Log Output Specification
• 25.3.3.5 Simulation Condition Specification
• 25.4 Conclusion
• 25.5 Future Work
• References
• Part V Social Media
• 26 Emotional Changes in Japanese Blog Space Resulting from the 3.11 Earthquake
• 26.1 Introduction
• 26.2 Data and Methods
• 26.2.1 Data
• 26.2.2 z-Test for the Quality of Two Proportions
• 26.2.3 Partial Correlation Coefficient
• 26.3 Results
• 26.3.1 Adjectives in Emergency and Normal Periods
• 26.3.2 Adjective Changes in the Co-occurrence Network
• 26.4 Summary and Discussion
• References
• 27 Modeling of Enjyo via Process of Consensus Formation on SNS
• 27.1 Introduction
• 27.2 Principle of Modeling
• 27.3 Analysis of Enjyo
• 27.3.1 Data Description
• 27.3.2 Case Study.
• 27.3.2.1 Case 1: Crowd Funding Platform Business.