Intrinsic Multi-Scale Dynamic Behaviors of Complex Financial Systems

Intrinsic Multi-Scale Dynamic Behaviors of Complex Financial Systems

The empirical mode decomposition is applied to analyze the intrinsic multi-scale dynamic behaviors of complex financial systems. In this approach, the time series of the price returns of each stock is decomposed into a small number of intrinsic mode functions, which represent the price motion from high frequency to low frequency. These intrinsic mode functions are then grouped into three modes,...

On Macrostates in Complex Multi-Scale Systems

A characteristic feature of complex systems is their deep structure, meaning that the definition of their states and observables depends on the level, or the scale, at which the system is considered. This scale dependence is reflected in the distinction of microand macro-states, referring to lower and higher levels of description. There are several conceptual and formal frameworks to address th...

Introducing Complex Automata for Modelling Multi-Scale Complex Systems

We introduce Complex Automata, a generic methodology to model multi-scale complex systems. A Complex Automaton is a scalable hierarchical aggregation of Cellular Automata and agent-based models, each modelling components of the Complex System. The components represent a sub-system operating on its typical spatial and temporal scales. The concept of a scale map is introduced to identify componen...

Multi-agent based control of large-scale complex systems employing distributed dynamic inference engine

Coordination in large scale multi-agent systems for complex environments

Multi-agent systems allow for robust and flexible solutions, but require complex coordination to operate efficiently. Efficient task allocation is difficult even when agents and tasks are known and unchanging, yet in many circumstances agents might fail or the environment is only partially observable. Our work explores models for large multi-agent systems in partially observable environments to...