arXiv subjects

M. Ausloos

Publications and source records attributed to M. Ausloos.

At least 19 recordsLinked to original sources

arXiv2020

Coupled criticality analysis of inflation and unemployment

In this paper, we are interested to focus on the critical periods in the economy which are characterized by large fluctuations in macroeconomic indicators. To capture unusual and large fluctuations of inflation and unemployment, we concentrate on the non-Gaussianity of their distributions. To this aim, by using the coupled multifractal approach, we analyze US data for a period of 70 years from 1948 until 2018 and measure the non-Gausianity of the distributions. Then, we investigate how the non-Gaussianity of the variables affects the coupling structure of them. By applying the multifractal method, one can see that the non-Gaussianity depends on the scales. While the non-Gaussianity of unemployment is noticeable only for periods smaller than 1 year and for longer periods tends to Gaussian behavior, the non-Gaussianities of inflation persist for all time scales. Also, it is observed that the coupling structure of these variables tends to a Gaussian behavior after $2$ years.

q-fin.ST↗

arXiv2018

Dynamical phase diagrams of a love capacity constrained prey-predator model

One interesting question in love relationships is: finally, what and when is the end of this love relationship? Using a prey-predator Verhulst-Lotka-Volterra (VLV) model we imply cooperation and competition tendency between people in order to describe a "love dilemma game". We select the most simple but immediately most complex case for studying the set of nonlinear differential equations, i.e. that implying three persons, being at the same time prey and predator. We describe four different scenarios in such a love game containing either a one-way love or a love triangle. Our results show that it is hard to love more than one person simultaneously. Moreover, to love several people simultaneously is an unstable state. We find some condition in which persons tend to have a friendly relationship and love someone in spite of their antagonistic interaction. We demonstrate the dynamics by displaying flow diagrams.

physics.soc-ph↗

arXiv2017

Glassy states of aging social networks

Individuals often develop reluctance to change their social relations, called "secondary homebody", even though their interactions with their environment evolve with time. Some memory effect is loosely present deforcing changes. In other words, in presence of memory, relations do not change easily. In order to investigate some history or memory effect on social networks, we introduce a temporal kernel function into the Heider conventional balance theory, allowing for the "quality" of past relations to contribute to the evolution of the system. This memory effect is shown to lead to the emergence of aged networks, thereby perfectly describing and the more so measuring the aging process of links ("social relations"). It is shown that such a memory does not change the dynamical attractors of the system, but does prolong the time necessary to reach the "balanced states". The general trend goes toward obtaining either global ("paradise" or "bipolar") or local ("jammed") balanced states, but is profoundly affected by aged relations. The resistance of elder links against changes decelerates the evolution of the system and traps it into so named glassy states. In contrast to balance

physics.soc-ph↗

arXiv2017

Memory effects on epidemic evolution: The susceptible-infected-recovered epidemic model

Memory has a great impact on the evolution of every process related to human societies. Among them, the evolution of an epidemic is directly related to the individuals' experiences. Indeed, any real epidemic process is clearly sustained by a non-Markovian dynamics: memory effects play an essential role in the spreading of diseases. Including memory effects in the susceptible-infected-recovered (SIR) epidemic model seems very appropriate for such an investigation. Thus, the memory prone SIR model dynamics is investigated using fractional derivatives. The decay of long-range memory, taken as a power-law function, is directly controlled by the order of the fractional derivatives in the corresponding nonlinear fractional differential evolution equations. Here we assume "fully mixed" approximation and show that the epidemic threshold is shifted to higher values than those for the memoryless system, depending on this memory "length" decay exponent. We also consider the SIR model on structured networks and study the effect of topology on threshold points in a non- Markovian dynamics. Furthermore, the lack of access to the precise information about the initial conditions or the past events plays a very relevant role in the correct estimation or prediction of the epidemic evolution. Such a "constraint" is analyzed and discussed.

physics.soc-ph↗

arXiv2016

Pitfalls in testing with linear regression model by OLS

This is a comment on Economic Letters DOI http://dx.doi.org/10.1016/j.econlet.2015.10.015. We show that due to some methodological aspects the main conclusions of the above mentioned paper should be a little bit altered.

stat.AP↗

arXiv2016

Effects of Competition and Cooperation Interaction between Agents on Networks in Presence of a "Market Capacity"

A network effect is introduced taking into account competition, cooperation and mixed-type interaction amongst agents along a generalized Verhulst-Lotka-Volterra model. It is also argued that the presence of a market capacity enforces an indubious limit on the agent's size growth. The state stability of triadic agents, i.e., the most basic network plaquette, is investigated analytically for possible scenarios, through a fixed point analysis. It is discovered that: (i) \market" demand is only satisfied for full competition when one agent monopolizes the market; (ii) growth of agent size is encouraged in full cooperation; (iii) collaboration amongst agents to compete against one single agent may result in the disappearance of this single agent out of the market, and (iv) cooperating with two rivals may become a growth strategy for an intelligent agent.

physics.soc-ph↗

arXiv2016

Finite size effects. The averaged eigenvalue density of Wigner random sign real symmetric matrices

Nowadays, strict finite size effects must be taken into account in condensed matter problems when treated through models based on lattices or graphs. On the other hand, the cases of directed bonds or links are known as highly relevant, in topics ranging from ferroelectrics to quotation networks. Combining these two points leads to examine finite size random matrices. To obtain basic materials properties, the Green function associated to the matrix has to be calculated. In order to obtain the first finite size correction a perturbative scheme is hereby developed within the framework of the replica method. The averaged eigenvalue spectrum and the corresponding Green function of Wigner random sign real symmetric N x N matrices to order 1/N are in fine obtained analytically. Related simulation results are also presented. The comparison between the analytical formulae and finite size matrices numerical diagonalization results exhibits an excellent agreement, confirming the correctness of the first order finite size expression.

cond-mat.dis-nn↗

arXiv2015

Cooperative peer-to-peer multiagent based systems

A multiagent based model for a system of cooperative agents aiming at growth is proposed. This is based on a set of generalized Verhulst-Lotka-Volterra differential equations. In this study, strong cooperation is allowed among agents having similar sizes, and weak cooperation if agent have markedly different "sizes", thus establishing a peer-to-peer modulated interaction scheme. A rigorous analysis of the stable configurations is presented first examining the fixed points of the system, next determining their stability as a function of the model parameters. It is found that the agents are self-organizing into clusters. Furthermore, it is demonstrated that, depending on parameter values, multiple stable configurations can coexist. It occurs that only one of them always emerges with probability close to one, because its associated attractor dominates over the rest. This is shown through numerical integrations and simulations,after analytic developments. In contrast to the competitive case, agents are able to increase their capacity beyond the no-interaction case limit. In other words, when some collaborative partnership among a relatively small number of partners takes place, all agents act in good faith prioritizing the common good, whence receiving a mutual benefit allowing them to surpass their capacity.

physics.soc-ph↗

arXiv2015

Hurst exponent of very long birth time series in XX century Romania. Social and religious aspects

The Hurst exponent of very long birth time series in Romania has been extracted from official daily records, i.e. over 97 years between 1905 and 2001 included. The series result from distinguishing between families located in urban (U) or rural (R) areas, and belonging (Ox) or not (NOx) to the orthodox religion. Four time series combining both criteria, (U,R) and (Ox, NOx), are also examined. A statistical information is given on these sub-populations measuring their XX-th century state as a snapshot. However, the main goal is to investigate whether the "daily" production of babies is purely noisy or is fluctuating according to some non trivial fractional Brownian motion, - in the four types of populations, characterized by either their habitat or their religious attitude, yet living within the same political regime. One of the goals was also to find whether combined criteria implied a different behavior. Moreover, we wish to observe whether some seasonal periodicity exists. The detrended fluctuation analysis technique is used for finding the fractal correlation dimension of such (9) signals. It has been first necessary, due to two periodic tendencies, to define the range regime in which the Hurst exponent is meaningfully defined. It results that the birth of babies in all cases is a very strongly persistent signal. It is found that the signal fractal correlation dimension is weaker (i) for NOx than for Ox, and (ii) or U with respect to R. Moreover, it is observed that the combination of U or R with NOx or OX enhances the UNOx, UOx, and ROx fluctuations, but smoothens the RNOx signal, thereby suggesting a stronger conditioning on religiosity rituals or rules.

physics.soc-ph↗

arXiv2014

Breakdown of Benford's Law for Birth Data

Long birth time series for Romania are investigated from Benford's law point of view, distinguishing between families with a religious (Orthodox and Non-Orthodox) affiliation. The data extend from Jan. 01, 1905 till Dec. 31, 2001, i.e. over 97 years or 35 429 days. The results point to a drastic breakdown of Benford's law. Some interpretation is proposed, based on the statistical aspects due to population sizes, rather than on human thought constraints when the law breakdown is usually expected. Benford's law breakdown clearly points to natural causes.

physics.soc-ph↗

arXiv2013

Primacy analysis of the system of Bulgarian cities

We study the primacy in the Bulgarian urban system. Two groups of cities are studied: (i) the whole Bulgaria city system that contains about 250 cities and is studied in the time interval between 2004 and 2011; and (ii) A system of 33 cities, studied over the time interval 1887 till 2010. For these cities the 1946 population was over $10\ 000$ inhabitants. The notion of primacy in the two systems of cities is studied first from the global primacy index of Sheppard [$^1$]. Several (new) additional indices are introduced in order to compensate defects in the Sheppard index. Numerical illustrations are illuminating through the so called "length ratio".

nlin.AO↗

arXiv2011

On religion and language evolutions seen through mathematical and agent based models

(shortened version) Religions and languages are social variables, like age, sex, wealth or political opinions, to be studied like any other organizational parameter. In fact, religiosity is one of the most important sociological aspects of populations. Languages are also a characteristics of the human kind. New religions, new languages appear though others disappear. All religions and languages evolve when they adapt to the society developments. On the other hand, the number of adherents of a given religion, the number of persons speaking a language is not fixed. Several questions can be raised. E.g. from a macroscopic point of view : How many religions/languages exist at a given time? What is their distribution? What is their life time? How do they evolve?. From a microscopic view point: can one invent agent based models to describe macroscopic aspects? Does it exist simple evolution equations? It is intuitively accepted, but also found through from statistical analysis of the frequency distribution that an attachment process is the primary cause of the distribution evolution : usually the initial religion/language is that of the mother. Later on, changes can occur either due to heterogeneous agent interaction processes or due to external field constraints, - or both. Such cases can be illustrated with historical facts and data. It is stressed that characteristic time scales are different, and recalled that external fields are very relevant in the case of religions, rending the study more interesting within a mechanistic approach

physics.soc-ph↗

arXiv2011

Microwave properties of DyBCO monodomain in the mixed state and comparison with other RE-BCO systems

We report on microwave measurements on DyBa$_2$Cu$_3$O$_{7-\rmδ}$ monodomains grown by the top-seeded melt-textured technique. We measured the field increase of the surface resistance $R_{\rm s}(H)$ in the a-b plane at 48.3 GHz. Measurements were performed at fixed temperatures in the range 70 K - $T_{\rm c}$ with a static magnetic field $μ_0H<0.8$ T parallel to the c-axis. Low field steep increase of the dissipation, typical signature of the presence of weak links, is absent, thus indicating the single-domain behaviour of the sample under study. The magnetic field dependence of $R_{\rm s}(H)$ is ascribed to the dissipation caused by vortex motion. The analysis of $X_{\rm s}(H)$ points to a free-flow regime, thus allowing to obtain the vortex viscosity as a function of temperature. We compare the results with those obtained on RE-BCO systems. In particular, we consider strongly pinned films of YBa$_2$Cu$_3$O$_{7-\rmδ}$ with nanometric BaZrO$_3$ inclusions.

cond-mat.supr-con↗

arXiv2010

Modification of the trapped field in bulk high-temperature superconductors as a result of the drilling of a pattern of artificial columnar holes

The trapped magnetic field is examined in bulk high-temperature superconductors that are artificially drilled along their c-axis. The influence of the hole pattern on the magnetization is studied and compared by means of numerical models and Hall probe mapping techniques. To this aim, we consider two bulk YBCO samples with a rectangular cross-section that are drilled each by six holes arranged either on a rectangular lattice (sample I) or on a centered rectangular lattice (sample II). For the numerical analysis, three different models are considered for calculating the trapped flux: (i), a two-dimensional (2D) Bean model neglecting demagnetizing effects and flux creep, (ii), a 2D finite-element model neglecting demagnetizing effects but incorporating magnetic relaxation in the form of an E-J power law, and, (iii), a 3D finite element analysis that takes into account both the finite height of the sample and flux creep effects. For the experimental analysis, the trapped magnetic flux density is measured above the sample surface by Hall probe mapping performed before and after the drilling process. The maximum trapped flux density in the drilled samples is found to be smaller than that in the plain samples. The smallest magnetization drop is found for sample II, with the centered rectangular lattice. This result is confirmed by the numerical models. In each sample, the relative drops that are calculated independently with the three different models are in good agreement. As observed experimentally, the magnetization drop calculated in the sample II is the smallest one and its relative value is comparable to the measured one. By contrast, the measured magnetization drop in sample (1) is much larger than that predicted by the simulations, most likely because of a change of the microstructure during the drilling process.

cond-mat.supr-con↗

arXiv2010

Organization of networks with tagged nodes and biased links: a priori distinct communities. The case of Intelligent Design Proponents and Darwinian Evolution Defenders

Among topics of opinion formation it is of interest to observe the characteristics of networks with a priori distinct communities. As an illustration, we report on the citation network(s) unfolded in the recent decades through web available works belonging to selected members of the Neocreationist and Intelligent Design Proponents (IDP) and the Darwinian Evolution Defenders (DED) communities. An adjacency matrix of tagged nodes is first constructed; it is not symmetric. A generalization of considerations pertaining to the case of networks with biased links, directed or undirected, is thus presented. The main characteristic coefficients describing the structure of such partially directed networks with tagged nodes are outlined. The structural features are discussed searching for statistical aspects, equivalence or not of subnetworks through the degree distributions, each network assortativity, the global and local clustering coefficients and the Average Overlap Indices. The various closed and open triangles made from nodes, moreover distinguishing the community, are especially listed to calculate the clustering characteristics. The distribution of elements in the rectangular submatrices are specially examined since they represent inter-community connexions. The emphasis being on distinguishing the number of vertices belonging to a given community. Using such informations one can distinguish between opinion leaders, followers and main rivals and briefly interpret their relationships through psychological-like conditions intrinsic to behavior rules in either community. Considerations on other controversy cases with similar social constraints are outlined, as well as suggestions on further, more general, work deduced from our observations on such networks.

physics.soc-ph↗

arXiv2010

Dynamic Peer-to-Peer Competition

The dynamic behavior of a multiagent system in which the agent size $s_{i}$ is variable it is studied along a Lotka-Volterra approach. The agent size has hereby for meaning the fraction of a given market that an agent is able to capture (market share). A Lotka-Volterra system of equations for prey-predator problems is considered, the competition factor being related to the difference in size between the agents in a one-on-one competition. This mechanism introduces a natural self-organized dynamic competition among agents. In the competition factor, a parameter $σ$ is introduced for scaling the intensity of agent size similarity, which varies in each iteration cycle. The fixed points of this system are analytically found and their stability analyzed for small systems (with $n=5$ agents). We have found that different scenarios are possible, from chaotic to non-chaotic motion with cluster formation as function of the $σ$ parameter and depending on the initial conditions imposed to the system. The present contribution aim is to show how a realistic though minimalist nonlinear dynamics model can be used to describe market competition (companies, brokers, decision makers) among other opinion maker communities.

nlin.CD↗

arXiv2010

Punctuation effects in English and Esperanto texts

A statistical physics study of punctuation effects on sentence lengths is presented for written texts: {\it Alice in wonderland} and {\it Through a looking glass}. The translation of the first text into esperanto is also considered as a test for the role of punctuation in defining a style, and for contrasting natural and artificial, but written, languages. Several log-log plots of the sentence length-rank relationship are presented for the major punctuation marks. Different power laws are observed with characteristic exponents. The exponent can take a value much less than unity ($ca.$ 0.50 or 0.30) depending on how a sentence is defined. The texts are also mapped into time series based on the word frequencies. The quantitative differences between the original and translated texts are very minutes, at the exponent level. It is argued that sentences seem to be more reliable than word distributions in discussing an author style.

cs.CL↗

arXiv2008

Organizational and dynamical aspects of a small network with two distinct communities : Neo creationists vs. Evolution Defenders

Social impacts and degrees of organization inherent to opinion formation for interacting agents on networks present interesting questions of general interest from physics to sociology. We present a quantitative analysis of a case implying an evolving small size network, i.e. that inherent to the ongoing debate between modern creationists (most are Intelligent Design (ID) proponents (IDP)) and Darwin's theory of Evolution Defenders (DED)). This study is carried out by analyzing the structural properties of the citation network unfolded in the recent decades by publishing works belonging to members of the two communities. With the aim of capturing the dynamical aspects of the interaction between the IDP and DED groups, we focus on $two$ key quantities, namely, the {\it degree of activity} of each group and the corresponding {\it degree of impact} on the intellectual community at large. A representative measure of the former is provided by the {\it rate of production of publications} (RPP), whilst the latter can be assimilated to the{\it rate of increase in citations} (RIC). These quantities are determined, respectively, by the slope of the time series obtained for the number of publications accumulated per year and by the slope of a similar time series obtained for the corresponding citations. The results indicate that in this case, the dynamics can be seen as geared by triggered or damped competition. The network is a specific example of marked heterogeneity in exchange of information activity in and between the communities, particularly demonstrated through the nodes having a high connectivity degree, i.e. opinion leaders.

physics.soc-ph↗