arXiv subjects

Bertrand M. Roehner

Publications and source records attributed to Bertrand M. Roehner.

At least 55 records · Page 3Linked to original sources

arXiv2013

Incidence of the Bertillon and Gompertz effects on the outcome of clinical trials

The accounts of medical trials provide very detailed information about the patients' health conditions. In contrast, only minimal data are usually given about demographic factors. Yet, some of these factors can have a notable impact on the overall death rate, thereby changing the outcome and conclusions of the trial. This paper focuses on two of these variables. The first is marital status; this effect, which will be referred to as the Bertillon effect, may change death rates by over 100%. The second is the age of the oldest patients; because of the exponential nature of Gompertz's law, changes in the distribution of ages in the oldest age group can have dramatic consequences on the overall number of deaths. It will be seen that randomization alone can hardly take care of these problems. Appropriate remedies are easy to formulate however. First, the marital status of patients as well as the age distribution of those over 65 should be documented for both study groups. Then, thanks to these data and based on the Bertillon and Gompertz laws, it will become possible to perform appropriate corrections. Such corrections will notably improve the reliability and accuracy of the trial's conclusions, especially for trials which include a large proportion of elderly subjects.

stat.AP↗

arXiv2013

How does group interaction and its severance affect life expectancy?

The phenomenon of apoptosis observed in cell cultures consists in the fact that unless cells permanently receive a "Stay alive" signal from their neighbors, they are bound to die. A natural question is whether manifestations of this apoptosis paradigm can also be observed in other organizations of living organisms. In this paper we report results from a two-year long campaign of experiments on three species of ants and one species of (tephritid) fruit flies. In these experiments individuals were separated from their colony and kept in isolation either alone or in groups of 10 individuals. The overall conclusion is that "singles" have a shorter life expectancy than individuals in the groups of 10. This observation holds for ants as well as for fruit flies. The paper also provides compelling evidence of a similar effect in married versus unmarried (i.e. single, widowed or divorced) people. A natural question concerns the dynamic of the transition between the two regimes. Observation suggests an abrupt (rather than smooth) transition and this conclusion seems to hold for ants, fruit flies and humans as well. We call it a shock transition. In addition, for red fire ants Solenopsis invicta, it was observed that individuals in groups of 10 that also comprise one queen, die much faster than those in similar groups without queens. The paper also examines the corresponding survivorship curves from the perspective of the standard classification into 3 types. The survivorship curves of ants (whether single or in groups of 10) are found to be of type II whereas those of the fruit fly Bactrocera dorsalis are rather of type III. In this connection it is recalled that the survivorship curve of the fruit fly Drosophila melanogaster is of type I, i.e. of same type as for humans.

q-bio.PE↗

arXiv2012

Extending physical chemistry to populations of living organisms. First step: measuring coupling strength

For any system, whether physical or non-physical, knowledge of the form and strength of inter-individual interactions is a key-information. In an approach based on statistical physics one needs to know the interaction Hamiltonian. For non-physical systems, based on qualitative arguments similar to those used in physical chemistry, interaction strength gives useful clues about the macroscopic properties of the system. Even though our ultimate objective is the understanding of social phenomena, we found that systems composed of insects (or other living organisms) are of great convenience for investigating group effects. In this paper we show how to design experiments that enable us to estimate the strength of interaction in groups of insects. By repeating the same experiments with increasing numbers of insects, ranging from less than 10 to several hundreds, one is able to explore key-properties of the interaction. The data turn out to be consistent with a global correlation that is independent of distance (at least within a range of a few centimetres). Estimates of this average cross-correlation will be given for ants, beetles and fruit flies. The experimental results clearly exclude an Ising-like interaction, that is to say one that would be restricted to nearest neighbours. In the case of fruit flies the average cross-correlation appears to be negative which means that instead of an inter-individual attraction there is a (weak) repulsive effect. In our conclusion we insist on the fact that such "physics-like experiments" on insect populations provide a valuable alternative to computer simulations. When testable group effects are predicted by a model, the required experiments can be set up, thus permitting to confirm or disprove the model.

physics.bio-ph↗

arXiv2011

Clustering experiments

It is well known that bees cluster together in cold weather, in the process of swarming (when the ``old'' queen leaves with part of the colony) or absconding (when the queen leaves with all the colony) and in defense against intruders such as wasps or hornets. In this paper we describe a fairly different clustering process which occurs at any temperature and independently of any special stimulus or circumstance. As a matter of fact, this process is about four times faster at 28 degree Celsius than at 15 degrees. Because of its simplicity and low level of ``noise'' we think that this phenomenon can provide a means for exploring the strength of inter-individual attraction between bees or other living organisms. For instance, and at first sight fairly surprisingly, our observations showed that this attraction does also exist between bees belonging to different colonies. As this study is aimed at providing a comparative perspective, we also describe a similar clustering experiment for red fire ants.

physics.bio-ph↗

arXiv2011

How can one detect the rotation of the Earth "around the Moon"? Part 1: With a Foucault pendulum

It will be shown that the rotation of the Earth in the Earth-Moon system can be detected by comparing the deflection of a Foucault pendulum at noon on the one hand and at midnight on the other hand. More precisely, on 21 June the midnight experiment would give a deflection about 4% larger than at noon. In other words, with a Foucault pendulum having an accuracy of the order of 1% one should be able to identify this effect through a single measurement. Moreover, if the experiment is repeated on N successive days, the division of the error bar by the square-root of N which comes with the averaging process will allow identification of the Moon effect even with a pendulum of poorer accuracy, say of the order of a few percent. In spite of the fact that this effect appears fairly easy to detect, it does not seem that its observation has attracted much attention so far. We hope that this paper will encourage some new observations.

physics.class-ph↗

arXiv2011

How can one detect the rotation of the Earth "around the Moon"? Part 2: Ultra-slow fall

The paper proposes an alternative to the Foucault pendulum for detecting various movements of rotation of the Earth. Calculations suggest that if the duration of a "free" fall becomes longer the eastward deflection will be amplified in proportion with the increased duration. Instead of 20 micrometers for a one-meter fall, one can expect deflections more than 1,000 times larger when the fall lasts a few minutes. The method proposed in this paper consists in using the buoyancy of a (non viscous) liquid in order to work in reduced gravity. Not surprisingly, as in many astronomical observations, the main challenge is to minimize the level of "noise". Possible sources of noise are discussed and remedies are proposed. In principle, the experiment should be done in superfluid helium. However, a preliminary experiment done in water gave encouraging results in spite of a fairly high level of noise. In forthcoming experiments the main objective will be to identify and eliminate the main sources of noise. This experiment differs from the Foucault pendulum by its greater flexibility. By adequately selecting the major parameters, e.g. duration of the fall, viscosity of the fluid, size of the falling body, one can change the deflection target. It is hoped that the present paper will encourage new experiments in this direction.

physics.class-ph↗

arXiv2010

Fifteen years of econophysics: worries, hopes and prospects

This anniversary paper is an occasion to recall some of the events that shaped institutional econophysics. But in these thoughts about the evolution of econophysics in the last 15 years we also express some concerns. Our main worry concerns the relinquishment of the simplicity requirement. Ever since the groundbreaking experiments of Galileo some three centuries ago, the great successes of physicists were largely due to the fact that they were able to decompose complex phenomena into simpler ones. Remember that the first observation of the effects of an electrical current was made by Alessandro Volta (1745-1827) on the leg of a frog! Clearly, to make sense this observation had to be broken down into several separate effects. Nowadays, with computers being able to handle huge amounts of data and to simulate any stochastic process no matter how complicated, there is no longer any real need for such a search for simplicity. Why should one spend time and effort trying to break up complicated phenomena when it is possible to handle them globally? On this new road there are several stumbling blocks, however. Do such global mathematical descriptions lead to a real understanding? Do they produce building blocks which can be used elsewhere and thus make our knowledge and comprehension to grow in a cumulative way? Should econophysics also adopt the "globalized" perspective that has been endorsed, developed and spread by the numerous "Complexity Departments" which sprang up during the last decade?

physics.soc-ph↗

arXiv2009

Impact of sudden mass mortality on suicides

We show that a large scale mass mortality results in increased numbers of suicides. As a case in point, we consider the influenza epidemic of October 1918 in the United States. In this month, suicides peaked at a level of over 4s (where s denotes the desaisonalized standard deviation of the suicide rate) which means that one would expect such a jump to occur merely by chance only once in several centuries. The mechanism that we propose to explain this effect relies on two steps (i) Mass mortalities break family bonds for instance between parents and children or husbands and wives. (ii) Increased numbers of suicides then result from the well known fact that the severance of family bonds invariably produces more suicides.

physics.data-an↗

arXiv2007

A physicist's view of the notion of "racism"

It is not uncommon, e.g. in the media, that specific groups are categorized as being racist. Based on an extensive dataset of intermarriage statistics our study questions the legitimacy of such characterizations. It suggests that, far from being group-dependent, segregation mechanisms are instead situation-dependent. More precisely, the degree of integration of a minority in terms of the frequency of intermarriage is seen to crucially depend upon the the proportion p of the minority. Thus, a population may have a segregative behavior with respect to a high-p (p>20%) minority A and at the same time a tolerant attitude toward a low-p (p<2%) minority B. This remains true even when A and B represent the same minority; for instance Black-White intermarriage is much more frequent in Montana than it is in South Carolina. In short, the nature of minority groups is largely irrelevant, the key factor being their proportion in a given area.

physics.soc-ph↗

arXiv2006

Real estate price peaks: a comparative overview

First, we emphasize that the real estate price peaks which are currently under way in many industrialized countries (one important exception is Japan) share many of the characteristics of previous historical price peaks. In particular, we show that: (i) In the present episode real price increases are, at least for now, of the same order of magnitude as in previous episodes, typically of the order of 80 percent to 100 percent. (ii) Historically, price peaks turned out to be symmetrical with respect to the peak; soft landing, i.e. an upgoing phase followed by a plateau, has rarely (if ever) been observed. (iii) The inflated demand is mainly boosted by investors and high-income buyers. (iv) In the present as well as in previous episodes, the main engines in the upgoing phase have been the hot markets which developed in major cities such as London, Los Angeles, New York, Paris, San Francisco or Sydney. In our conclusion, we propose a prediction for real estate prices in the West of the United States over the period 2005-2011. We also point out that investment funds, which already play a key role in stock markets, have in recent times began to heavily invest in real estate. In the future, one can expect them to become major players in property markets worldwide. The outcome of the present episode will tell us how quickly this transformation evolves. Thus, if the height of the present peak substantially surpasses the magnitude of previous ones, one may infer that investment funds have been able to establish strong communication channels between real estate assets on the one hand and financial assets (e.g. bonds, stocks, options) on the other hand.

physics.soc-ph↗

arXiv2006

White flight or flight from poverty?

The phenomenon of White flight is often illustrated by the case of Detroit whose population dropped from 1.80 million to 0.95 million between 1950 and 2000 while at the same time its Black and Hispanic component grew from 30 percent to 85 percent. But is this case really representative? The present paper shows that the phenomenon of White flight is in fact essentially a flight from poverty. As a confirmation, we show that the changes in White or Black populations are highly correlated which means that White flight is always paralleled by Black flight (and Hispanic flight as well). This broader interpretation of White flight accounts not only for the case of northern cities such as Cincinnati, Cleveland or Detroit, but for all population changes at county level, provided the population density is higher than a threshold of about 50 per square-kilometer which corresponds to moderately urbanized areas (as can be found in states like Indiana or Virginia for instance).

physics.soc-ph↗

arXiv2005

Macro-players in stock markets

It is usually assumed that stock prices reflect a balance between large numbers of small individual sellers and buyers. However, over the past fifty years mutual funds and other institutional shareholders have assumed an ever increasing part of stock transactions: their assets, as a percentage of GDP, have been multiplied by more than one hundred. The paper presents evidence which shows that reactions to major shocks are often dominated by a small number of institutional players. Most often the market gets a wrong perception and inadequate understanding of such events because the relevant information (e.g. the fact that one mutual fund has sold several million shares) only becomes available weeks or months after the event, through reports to the Securities and Exchange Commission (SEC). Our observations suggest that there is a radical difference between small ($ < 0.5% $) day-to-day price variations which may be due to the interplay of many agents and large ($ >5% $) price changes which, on the contrary, may be caused by massive sales (or purchases) by a few players. This suggests that the mechanisms which account for large returns are markedly different from those ruling small returns.

physics.soc-ph↗

arXiv2005

Consensus formation: The case of using cell phones while driving

Several models (including the widely used Sznajd model) have been proposed in order to describe the social phenomenon of consensus formation. The objective of the present paper is to supplement the simulations based on these models with a ``real world simulation''; it considers a situation which can be considered as an ideal laboratory for analyzing consensus formation, namely the authorization or prohibition of using cell phones while driving. This is a convenient laboratory for several reasons (i) The issue was raised in similar terms in all industrialized countries, a circumstance that facilitates comparative analysis by providing a {\it set of observations} (as opposed to single observations generated, for instance, in election contests). (ii) This is a situation where we happen to know the rule a ``rational'' agent should follow. (iii) Because the issue is a matter of life and death, the phenomenon can be considered as fairly robust with respect to various, endogenous or exogenous, sources of noise. (iv) The relevant data are available on the Internet and in newspaper data bases. \qL Our observations strongly suggest that there is a missing variable in most consensus formation simulations. In its conclusion, the paper calls for a large scale effort for identifying, documenting and analyzing other real-world cases of consensus formation.

physics.soc-ph↗

arXiv2005

Suicide: the key role of short range ties

The paper explores the connection between short-range social ties (i.e. links with close relatives) and the occurrence of suicide. The objective is to discriminate between a model based on social ties and a model based on psychological traumas. Our methodological strategy is to focus on instances characterized by the severance of some social ties. We consider several situations of this kind. (i) Prisoners in the first days after their incarceration. (ii) Prisoners in solitary confinement. (iii) Prisoners who are transferred from one prison to another. (iv) Prisoners in closed versus open prisons. (v) Prisoners in the weeks following their release. (vi) Immigrants in the years following their relocation. (vii) Unmarried versus married people. Furthermore, in order to test the impact of major shocks we consider the responses in terms of suicides to the following shocks. (i) The attack of September 11, 2001 in Manhattan. (ii) The Korean War. (iii) The two world wars. (iv) The Great Depression in the United States. (v) The hyperinflation episode of 1923 in Germany. Major global traumatic shocks such as 9/11 or wars have no influence on suicide rates once changing environment conditions have been controlled for. Overall, it turns out that the observations have a natural interpretation in terms of short-range ties. In contrast, the trauma model seems unable to adequately account for many observations.

physics.soc-ph↗

arXiv2004

Stock markets are not what we think they are: the key roles of cross-ownership and corporate treasury stock

We describe and document three mechanisms by which corporations can influence or even control stock prices. (i) Parent and holding companies wield control over other publicly traded companies. (ii) Through clever management of treasury stock based on buyback programs and stock issuance, stock price fluctuations can be amplified or curbed. (iii) Finally, history shows a close interdependance between the level of stock prices on the one hand and merger and acquisition activity on the other hand. This perspective in which Boards of Directors of major companies shepherd the market offers a natural interpretation of the so-called "herd behavior" observed in stock markets. The traditional view holds that by driving profit expectations, corporations have an indirect role in shaping the market. In this paper, we suggest that over the last decades they became more and more the direct moving force of stock markets.

cond-mat.other↗

arXiv2004

A bridge between liquids and socio-economic systems: the key role of interaction strengths

One distinctive and pervasive aspect of social systems is the fact that they comprise several kinds of agents. Thus, in order to draw parallels with physical systems one is lead to consider binary (or multi-component) compounds. Recent views about the mixing of liquids in solutions gained from neutron and X-ray scattering show these systems to have a number of similarities with socio-economic systems. It appears that such phenomena as rearrangement of bonds in a solution, gas condensation, selective evaporation of molecules can be transposed in a natural way to socio-economic phenomena. These connections provide a novel perspective for looking at social systems which we illustrate through some examples. For instance, we interpret suicide as an escape phenomenon and in order to test that interpretation we consider social systems characterized by very low levels of social interaction. For those systems suicide rates are found to be 10 to 100 times higher than in the general population. Another interesting parallel concerns the phase transition which occurs when locusts gather together to form swarms which may contain several billion insects. What hinders the thorough investigation of such cases from the standpoint of collective phenomena that we advocate is the lack or inadequacy of statistical data for, up to now, they were collected for completely different purposes. Most essential for further progress are statistics which would permit to estimate the strength of social ties and interactions. Once adequate data become available, rapid advance may be expected.

cond-mat.stat-mech↗

arXiv2003

The conundrum of stock versus bond prices

In a general way, stock and bond prices do not display any significant correlation. Yet, if we concentrate our attention on specific episodes marked by a crash followed by a rebound, then we observe that stock prices have a strong connection with interest rates on the one hand, and with bond yield spreads on the other hand. That second relationship is particularly stable in the course of time having been observed for over 140 years. Throughout the paper we use a quasi-experimental approach. By observing how markets respond to well-defined exogenous shocks (such as the shock of September 11, 2001) we are able to determine how investors organize their ``flight to safety'': which safe haven they select, how long their collective panic lasts, and so on. As rebounds come to an end the correlation of stock and bond prices fades away, a clear sign that the collective behavior of investors loses some of its coherence; this observation can be used as an objective criterion for assessing the end of a market rebound. Based on the behavior of investors, we introduce a distinction between ``genuine stock market rallies'', as opposed to spurious rallies such as those brought about by the buyback programs implemented by large companies. The paper ends with a discussion of testable predictions.

cond-mat↗

arXiv2003

Does the price multiplier effect also hold for stocks?

The price multiplier effect provides precious insight into the behavior of investors during episodes of speculative trading. It tells us that the higher the price of an asset is (within a set of similar assets) the more its price is likely to increase during the upgoing phase of a speculative price peak. In short, instead of being risk averse, as is often assumed, investors rather seem to be ``risk prone''. While this effect is known to hold for several sorts of assets, it has not yet been possible to test it for stocks because the price of one share has no intrinsic significance which means that one cannot say that a stock $ A $ is more expensive than a stock $ B $ on the basis of its price. In this paper we show that the price-dividend ratio gives a good basis for assessing the price of stocks in an intrinsic way. When this alternative measure is used instead, it turns out that the price multiplier effect also holds for stocks, at least if one concentrates on samples of companies which are sufficiently homogeneous.

cond-mat↗