arXiv subjects

Marcel Ausloos

Publications and source records attributed to Marcel Ausloos.

At least 145 records · Page 8Linked to original sources

arXiv2006

Delayed information flow effect in economy systems. An ACP model study

Applying any strategy requires some knowledge about the past state of the system. Unfortunately in the case of economy collecting information is a difficult, expensive and time consuming process. Therefore the information about the system is known at the end of some well defined intervals, e. g. company reports, inflation data, GDP etc. They describe a (market) situation in the past. The time delay is specific to the market branch. It can be very short (e.g. stock market offer is updated every minute or so and this information is immediately available) or long, like months in the case of agricultural market, when the decisions are taken based on the results from the previous harvest. The analysis of the information flow delay can be based on the ACP model of spatial evolution of economic systems. The entities can move on a square lattice and when meeting take one of the two following decisions: merge or create a new entity. The decision is based on the system state, which is known with some time delay. The effect of system's feedback is investigated. We consider the case of company distribution evolution in a heterogenous field. The information flow time delay implies different final states, including cycles.

physics.data-an↗

arXiv2006

Statistical Dynamics of Religions and Adherents

Religiosity is one of the most important sociological aspects of populations. All religions may evolve in their beliefs and adapt to the society developments. A religion is a social variable, like a language or wealth, to be studied like any other organizational parameter. Several questions can be raised, as considered in this study: e.g. (i) from a ``macroscopic'' point of view : How many religions exist at a given time? (ii) from a ``microscopic'' view point: How many adherents belong to one religion? Does the number of adherents increase or not, and how? No need to say that if quantitative answers and mathematical laws are found, agent based models can be imagined to describe such non-equilibrium processes. It is found that empirical laws can be deduced and related to preferential attachment processes, like on evolving network; we propose two different algorithmic models reproducing as well the data. Moreover, a population growth-death equation is shown to be a plausible modeling of evolution dynamics in a continuous time framework. Differences with language dynamic competition is emphasized.

physics.soc-ph↗

arXiv2006

The Ising model in a Bak-Tang-Wiesenfeld sandpile

We study the spin-1 Ising model with non-local constraints imposed by the Bak-Tang-Wiesenfeld sandpile model of self-organized criticality (SOC). The model is constructed as if the sandpile is being built on a (honeycomb) lattice with Ising interactions. In this way we combine two models that exhibit power-law decay of correlation functions characterized by different exponents. We discuss the model properties through an order parameter and the mean energy per node, as well as the temperature dependence of their fourth-order Binder cumulants. We find (i) a thermodynamic phase transition at a finite T_c between paramagnetic and antiferromagnetic phases, and (ii) that above T_c the correlation functions decay in a way typical of SOC. The usual thermodynamic criticality of the two-dimensional Ising model is not affected by SOC constraints (the specific heat critical exponent α\approx 0), nor are SOC-induced correlations affected by the interactions of the Ising model. Even though the constraints imposed by the SOC model induce long-range correlations, as if at standard (thermodynamic) criticality, these SOC-induced correlations have no impact on the thermodynamic functions.

cond-mat.stat-mech↗

arXiv2006

Statistical distances between countries and cluster structures in EU area according to macroeconomic indices fluctuations

The paper applies some recent developments of network analysis in order to perform a comparative study of EU countries in relation with the fluctuations of some macroeconomic indicators. The statistical distances between countries, calculated for various moving average time windows, are mapped into the ultrametric subdominant space as in classical Minimal Spanning Tree methods. The novelty consists in applying the so-called Moving Average Minimal Length Path algorithm, which allows a decoupling of fluctuations with respect to the mass center of the system from the movement of the mass center itself. The present analysis pertains to the Gross Domestic Product and some of its sources for 15 EU countries between 1972 and 2004. It is found that the strongly correlated countries with respect to GDP fluctuations can be partitioned into stable clusters. The final structure proves to be stable against the fluctuations induced by the moving time window over the scanned time interval.

physics.soc-ph↗

arXiv2006

Effect of Ga doping on magnetotransport properties in collosal magnetoresistive La0.7Ca0.3Mn1-xGaxO3 (0 < x < 0.1)

Samples of La0.7Ca0.3Mn1-xGaxO3 with x = 0, 0.025, 0.05 and 0.10 were prepared by standard solid-state reaction. They were first characterized chemically, including the microstructure. The magnetic properties and various transport properties, i.e. the electrical resistivity, magnetoresistivity (for a field below 8T), thermoelectric power and thermal conductivity measured each time on the same sample, are reported. The markedly different behavior of the x = 0.1 sample from those with a smaller Ga content, is discussed. The dilution of the Mn3+/Mn4+ interactions with Ga doping considerably reduces the ferromagnetic double exchange interaction within the manganese lattice leading to a decrease of the Curie temperature. The polaron binding energy varies from 224 to 243 meV with increased Ga doping.

cond-mat.str-el↗

arXiv2006

Econophysics of Stock and Foreign Currency Exchange Markets

Econophysics is a science in its infancy, born about ten years ago at this time of writing, at the crossing roads of physics, mathematics, computing and of course economics and finance. It also covers human sciences, because all economics is ultimately driven by human decision. From this human factor, econophysics has no hope to achieve the status of an exact science, but it is interesting to discover what can be achieved, discovering potential limits and trying try to push further away these limits. A few data analysis techniques are described with emphasis on the Detrended Fluctuation Analysis ($DFA$) and the Zipf Analysis Technique ($ZAT$). Information about the original data aresketchy, but the data concerns mainly the foreign currency exchange market. The robustness of the $DFA$ technique is underlined. Additional remarks are given for suggesting further work. Models about financial value evolutions are recalled, again without going into elaborate work discussing typical agent behaviors, but rather with hopefully sufficient information such that the basic ingredients can be memorized before reading some of the vast literature on price formation. Crashes being spectacular phenomena retain our attention and do so through data analysis and basic intuitive models. A few statistical and microscopic models are outlined.

physics.soc-ph↗

arXiv2006

Model of Wealth and Goods Dynamics in a Closed Market

A simple computer simulation model of a closed market on a fixed network with free flow of goods and money is introduced. The model contains only two variables : the amount of goods and money beside the size of the system. An initially flat distribution of both variables is presupposed. We show that under completely random rules, i.e. through the choice of interacting agent pairs on the network and of the exchange rules that the market stabilizes in time and shows diversification of money and goods. We also indicate that the difference between poor and rich agents increases for small markets, as well as for systems in which money is steadily deduced from the market through taxation.

nlin.AO↗

arXiv2005

An attempt to observe economy globalization: the cross correlation distance evolution of the top 19 GDP's

Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix elements and their evolution studied as a function of time and time window size. Unidirectional and Bidirectional Minimal Length Paths are generated and analyzed for different time windows. A sort of critical correlation time window is found indicating a transition for best observations. The mean length path decreases with time, indicating stronger correlations. A new method for estimating a realistic minimal time window to observe correlations and deduce macroeconomy conclusions from such features is thus suggested.

physics.data-an↗

arXiv2005

Recurrence analysis of the NASDAQ crash of April 2000

Recurrence Plot (RP) and Recurrence Quantification Analysis RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. Moreover they well evidence changes in the states of a dynamical system. It is shown that RP and RQA detect the critical regime in financial indices (in analogy with phase transition) before a bubble bursts, whence allowing to estimate the bubble initial time. The analysis is made on NASDAQ daily closing price between Jan. 1998 and Nov. 2003. The NASDAQ bubble initial time has been estimated to be on Oct. 19, 1999.

physics.soc-ph↗

arXiv2005

Influence of information flow in the formation of economic cycles

A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior based on the Ausloos-Clippe-Pekalski model is built and investigated. The influence of a discrete time information transfer is investigated. The formation of economic cycles is observed as a function of the time of information delay. Three regions of delay time are recognized: short $t_d \in (2 IS, 4 IS)$ (IS - iteration steps) - the system evolves toward a unique stable equilibrium state, medium $t_d =5 IS $ or $t_d =6 IS $, the system undergoes oscillations: stable concentration cycles appear in the system. For long information flow delay times, $t_d \geq 7$, the systems may crash for most initial concentrations. However, even in the case of long delay time the crash time may be long enough to allow observation of the system evolution and to introduce an appropriate strategy in order to avoid the collapse of the e.g. company concentration. In the long time delay it is also possible to observe an "economy resonance" where despite a long delay time the system evolves for a long time or can even reach a stable state, which insures its existence.

physics.soc-ph↗

arXiv2005

Correlations between the most developed (G7) countries. A moving average window size optimisation

Different distance matrices are defined and applied to look for correlations between the gross domestic product of G7 countries. Results are illustrated through displays obtained from various graph methods. Significant similarities between results are obtained. A procedure for choosing the best distance function is proposed taking into account the size of the window in which correlation are averaged.

physics.soc-ph↗

arXiv2004

Agglomeration/aggregation and chaotic behaviour in d-dimensional spatio-temporal matter rearrangements. Number-theoretic aspects

Matter gets organized at several levels of structural rearrangements. At mesoscopic level one can distinguish between two types of rearrangements, conforming to different close-packing or densification conditions, appearing during different evolution stages. The cluster formations appear to be temperature- and space-dimension dependent. They suffer a type of Verhulst-like saturation (frustration) when one couples the growing (instability) and mechanical stress relaxation modes together. They manifest a chaotic behavior both in space and time domains. We pretend to offer a comprehensive and realistic picture of a material or megacluster formation in d-dimension.

cond-mat.soft↗

arXiv2004

Modeles De Croissance Fractale : Epidemies, Evolutions En Biologie, Ecologie, Trafic, Economie

Several simple growth and decay models use concepts and measures from fractal geometry. Kinetic models relevant to condensed matter observations arerecalled. They should be specifically adapted with appropriate degrees of freedom in order to reproduce power law behaviors, e.g. of species extinctions, cloud fracture, financial crashes. This allows one to illustrate scientific problems relevant to the growth and control of epidemias, and other event or entity propagation in biology, ecology, traffic and economy.

cond-mat.stat-mech↗

arXiv2004

Effects of relaxation processes during deposition of anisotropic grains on a flat substrate

The ballistic deposition on a one dimensional substrate of grains with one degree of freedom, called spin, is studied with respect to relaxation processes during deposition. The "spin" represents the grain anisotropy, e.g. its longest axis with respect to the vertical. The grains interact through some contact energy (J) and are allowed to flip with a probability q during deposition and relaxation. Different relaxation processes are investigated. The pile structure is investigated, i.e. the density and "magnetisation", as a function of q and J. A percolation transition is found across which the cluster size changes from exponential-like to a power law-like dependence. The differences between "ferromagnetic" and "anti-ferromagnetic"-like contact energies are emphasized as a function of q.

cond-mat.stat-mech↗

arXiv2004

Multiscale Modeling of Peritectic Reaction Growth

Peritectic growth of bulk superconducting cuprate perovskite, like YBa2Cu3O7-x has been studied. The microstructure features are recalled. The simplest model giving the best description of the microstructure complexity at the mesoscopic scale is an Eden model adapted to chemical reactions. A repulsive dynamical interaction between the front and the solid 211 particles, rejected by the solidifying matrix, is also taken into account. A growth probability-with chemical reaction and pushing-transfer matrix method is developed. The simulations put into evidence the effect of the initial 211 size distribution on the microstructure.

cond-mat.mtrl-sci↗

arXiv2004

Clusters in a magnetic toy model for binary granular piles

Results on a generalized magnetically controlled ballistic deposition (MBD) model of granular piles are reported in order to search for the effect of "spin flip" probability q in building a granular pile. Two different regimes of spin cluster site distributions have been identified, a border line $q_c(βJ)$ where J is the interaction potential strength.

cond-mat.soft↗

arXiv2004

The durations of recession and prosperity: does their distribution follow a power or an exponential law?

Following findings by Ormerod and Mounfield, Wright rises the problem whether a power or an exponential law describes the distribution of occurrences of economic recession periods. In order to clarify the controversy a different set of GDP data is hereby examined. The conclusion about a power law distribution of recession periods seems better though the matter is not entirely settled. The case of prosperity duration is also studied and is found to follow a power law. Universal but also non universal features between recession and prosperity cases are emphasized. Considering that the economy is basically a bistable (recession/prosperity) system we may derive a characteristic (de)stabilisation time.

cond-mat.stat-mech↗

arXiv2004

For A Lecture on Scientific Meteorology within Statistical ("Pure") Physics Concepts

Various aspects of modern statistical physics and meteorology can be tied together. Critical comments have to be made. However, the historical importance of the University of Wroclaw in the field of meteorology should be first pointed out. Next, some basic difference about time and space scales between meteorology and climatology can be outlined. The nature and role of clouds both from a geometric and thermal point of view are recalled. Recent studies of scaling laws for atmospheric variables are mentioned, like studies on cirrus ice content, brightness temperature, liquid water path fluctuations, cloud base height fluctuations, .... Technical time series analysis approaches based on modern statistical physics considerations are outlined.

cond-mat.stat-mech↗