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

Bibliographic Details
Main Author: Takayasu, Hideki.
Other Authors: Ito, Nobuyasu., Noda, Itsuki., Takayasu, Misako.
Format: eBook
Language:English
Published: Cham : Springer International Publishing AG, 2015.
Edition:1st ed.
Series:Springer Proceedings in Complexity Series
Subjects:
Electronic books.
Online Access:Click to View
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.

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