arXiv subjects

Stefan Thurner

Publications and source records attributed to Stefan Thurner.

At least 109 records · Page 6Linked to original sources

arXiv2014

Spreading of diseases through comorbidity networks across life and gender

The state of health of patients is typically not characterized by a single disease alone but by multiple (comorbid) medical conditions. These comorbidities may depend strongly on age and gender. We propose a specific phenomenological comorbidity network of human diseases that is based on medical claims data of the entire population of Austria. The network is constructed from a two-layer multiplex network, where in one layer the links represent the conditional probability for a comorbidity, and in the other the links contain the respective statistical significance. We show that the network undergoes dramatic structural changes across the lifetime of patients.Disease networks for children consist of a single, strongly inter-connected cluster. During adolescence and adulthood further disease clusters emerge that are related to specific classes of diseases, such as circulatory, mental, or genitourinary disorders.For people above 65 these clusters start to merge and highly connected hubs dominate the network. These hubs are related to hypertension, chronic ischemic heart diseases, and chronic obstructive pulmonary diseases. We introduce a simple diffusion model to understand the spreading of diseases on the disease network at the population level. For the first time we are able to show that patients predominantly develop diseases which are in close network-proximity to disorders that they already suffer. The model explains more than 85 % of the variance of all disease incidents in the population. The presented methodology could be of importance for anticipating age-dependent disease-profiles for entire populations, and for validation and of prevention schemes.

physics.med-ph↗

arXiv2014

How multiplicity determines entropy and the derivation of the maximum entropy principle for complex systems

The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and Markovian systems in statistical mechanics, information theory, and statistics. For several decades there exists an ongoing controversy whether the notion of the maximum entropy principle can be extended in a meaningful way to non-extensive, non-ergodic, and complex statistical systems and processes. In this paper we start by reviewing how Boltzmann-Gibbs-Shannon entropy is related to multiplicities of independent random processes. We then show how the relaxation of independence naturally leads to the most general entropies that are compatible with the first three Shannon-Khinchin axioms, the (c,d)-entropies. We demonstrate that the MEP is a perfectly consistent concept for non-ergodic and complex statistical systems if their relative entropy can be factored into a generalized multiplicity and a constraint term. The problem of finding such a factorization reduces to finding an appropriate representation of relative entropy in a linear basis. In a particular example we show that path-dependent random processes with memory naturally require specific generalized entropies. The example is the first exact derivation of a generalized entropy from the microscopic properties of a path-dependent random process.

physics.class-ph↗

arXiv2014

Behavioral and Network Origins of Wealth Inequality: Insights from a Virtual World

Almost universally, wealth is not distributed uniformly within societies or economies. Even though wealth data have been collected in various forms for centuries, the origins for the observed wealth-disparity and social inequality are not yet fully understood. Especially the impact and connections of human behavior on wealth could so far not be inferred from data. Here we study wealth data from the virtual economy of the massive multiplayer online game (MMOG) Pardus. This data not only contains every player's wealth at every point in time, but also all actions of every player over a timespan of almost a decade. We find that wealth distributions in the virtual world are very similar to those in western countries. In particular we find an approximate exponential for low wealth and a power-law tail. The Gini index is found to be $g=0.65$, which is close to the indices of many Western countries. We find that wealth-increase rates depend on the time when players entered the game. Players that entered the game early on tend to have remarkably higher wealth-increase rates than those who joined later. Studying the players' positions within their social networks, we find that the local position in the trade network is most relevant for wealth. Wealthy people have high in- and out-degree in the trade network, relatively low nearest-neighbor degree and a low clustering coefficient. Wealthy players have many mutual friendships and are socially well respected by others, but spend more time on business than on socializing. We find that players that are not organized within social groups with at least three members are significantly poorer on average. We observe that high `political' status and high wealth go hand in hand. Wealthy players have few personal enemies, but show animosity towards players that behave as public enemies.

physics.soc-ph↗

arXiv2014

Fractal multi-level organisation of human groups in a virtual world

Humans are fundamentally social. They have progressively dominated their environment by the strength and creativity provided by and within their grouping. It is well recognised that human groups are highly structured, and the anthropological literature has loosely classified them according to their size and function, such as support cliques, sympathy groups, bands, cognitive groups, tribes, linguistic groups and so on. Recently, combining data on human grouping patterns in a comprehensive and systematic study, Zhou et al. identified a quantitative discrete hierarchy of group sizes with a preferred scaling ratio close to $3$, which was later confirmed for hunter-gatherer groups and for other mammalian societies. Using high precision large scale Internet-based social network data, we extend these early findings on a very large data set. We analyse the organisational structure of a complete, multi-relational, large social multiplex network of a human society consisting of about 400,000 odd players of a massive multiplayer online game for which we know all about the group memberships of every player. Remarkably, the online players exhibit the same type of structured hierarchical layers as the societies studied by anthropologists, where each of these layers is three to four times the size of the lower layer. Our findings suggest that the hierarchical organisation of human society is deeply nested in human psychology.

physics.soc-ph↗

arXiv2014

To bail-out or to bail-in? Answers from an agent-based model

Since beginning of the 2008 financial crisis almost half a trillion euros have been spent to financially assist EU member states in taxpayer-funded bail-outs. These crisis resolutions are often accompanied by austerity programs causing political and social friction on both domestic and international levels. The question of how to resolve failing financial institutions under which economic preconditions is therefore a pressing and controversial issue of vast political importance. In this work we employ an agent-based model to study the economic and financial ramifications of three highly relevant crisis resolution mechanisms. To establish the validity of the model we show that it reproduces a series of key stylized facts if the financial and real economy. The distressed institution can either be closed via a purchase & assumption transaction, it can be bailed-out using taxpayer money, or it may be bailed-in in a debt-to-equity conversion. We find that for an economy characterized by low unemployment and high productivity the optimal crisis resolution with respect to financial stability and economic productivity is to close the distressed institution. For economies in recession with high unemployment the bail-in tool provides the most efficient crisis resolution mechanism. Under no circumstances do taxpayer-funded bail-out schemes outperform bail-ins with private sector involvement.

q-fin.GN↗

arXiv2014

Leverage-induced systemic risk under Basle II and other credit risk policies

We use a simple agent based model of value investors in financial markets to test three credit regulation policies. The first is the unregulated case, which only imposes limits on maximum leverage. The second is Basle II and the third is a hypothetical alternative in which banks perfectly hedge all of their leverage-induced risk with options. When compared to the unregulated case both Basle II and the perfect hedge policy reduce the risk of default when leverage is low but increase it when leverage is high. This is because both regulation policies increase the amount of synchronized buying and selling needed to achieve deleveraging, which can destabilize the market. None of these policies are optimal for everyone: Risk neutral investors prefer the unregulated case with low maximum leverage, banks prefer the perfect hedge policy, and fund managers prefer the unregulated case with high maximum leverage. No one prefers Basle II.

q-fin.RM↗

arXiv2013

Quantifying age- and gender-related diabetes comorbidity risks using nation-wide big claims data

Currently emerging "big data" techniques are reshaping medical science into a data science. Medical claims data allow assessing an entire nation's health state in a quantitative way, in particular with regard to the occurrences and consequences of chronic and pandemic diseases like diabetes. We develop a quantitative, statistical approach to test for associations between the incidence of type 1 or type 2 diabetes and any possible other disease as provided by the ICD10 diagnosis codes using a complete set of Austrian inpatient data. With a new co-occurrence analysis the relative risks for each possible comorbidity are studied as a function of patient age and gender, a temporal analysis investigates whether the onset of diabetes typically precedes or follows the onset of the other disease. The samples is always of maximal size, i.e. contains all patients with that comorbidity within the country. The present study is an equivalent of almost 40,000 studies, all with maximum patient number available. Out of more than thousand possible associations, 123 comorbid diseases for type 1 or type 2 diabetes are identified at high significance levels. Well known diabetic comorbidities are recovered, such as retinopathies, hypertension, chronic kidney diseases, etc. This validates the method. Additionally, a number of comorbidities are identified which have only been recognized to a lesser extent, for example epilepsy, sepsis, or mental disorders. The temporal evolution, age, and gender-dependence of these comorbidities are discussed. The new statistical-network methodology developed here can be readily applied to other chronic diseases.

stat.AP↗

arXiv2013

Generalized (c,d)-entropy and aging random walks

Complex systems are often inherently non-ergodic and non-Markovian for which Shannon entropy loses its applicability. In particular accelerating, path-dependent, and aging random walks offer an intuitive picture for these non-ergodic and non-Markovian systems. It was shown that the entropy of non-ergodic systems can still be derived from three of the Shannon-Khinchin axioms, and by violating the fourth -- the so-called composition axiom. The corresponding entropy is of the form $S_{c,d} \sim \sum_i Γ(1+d,1-c\ln p_i)$ and depends on two system-specific scaling exponents, $c$ and $d$. This entropy contains many recently proposed entropy functionals as special cases, including Shannon and Tsallis entropy. It was shown that this entropy is relevant for a special class of non-Markovian random walks. In this work we generalize these walks to a much wider class of stochastic systems that can be characterized as `aging' systems. These are systems whose transition rates between states are path- and time-dependent. We show that for particular aging walks $S_{c,d}$ is again the correct extensive entropy. Before the central part of the paper we review the concept of $(c,d)$-entropy in a self-contained way.

cond-mat.stat-mech↗

arXiv2013

How women organize social networks different from men

Superpositions of social networks, such as communication, friendship, or trade networks, are called multiplex networks, forming the structural backbone of human societies. Novel datasets now allow quantification and exploration of multiplex networks. Here we study gender-specific differences of a multiplex network from a complete behavioral dataset of an online-game society of about 300,000 players. On the individual level females perform better economically and are less risk-taking than males. Males reciprocate friendship requests from females faster than vice versa and hesitate to reciprocate hostile actions of females. On the network level females have more communication partners, who are less connected than partners of males. We find a strong homophily effect for females and higher clustering coefficients of females in trade and attack networks. Cooperative links between males are under-represented, reflecting competition for resources among males. These results confirm quantitatively that females and males manage their social networks in substantially different ways.

physics.soc-ph↗

arXiv2013

Statistical detection of systematic election irregularities

Democratic societies are built around the principle of free and fair elections, that each citizen's vote should count equal. National elections can be regarded as large-scale social experiments, where people are grouped into usually large numbers of electoral districts and vote according to their preferences. The large number of samples implies certain statistical consequences for the polling results which can be used to identify election irregularities. Using a suitable data collapse, we find that vote distributions of elections with alleged fraud show a kurtosis of hundred times more than normal elections on certain levels of data aggregation. As an example we show that reported irregularities in recent Russian elections are indeed well explained by systematic ballot stuffing and develop a parametric model quantifying to which extent fraudulent mechanisms are present. We show that if specific statistical properties are present in an election, the results do not represent the will of the people. We formulate a parametric test detecting these statistical properties in election results. Remarkably, this technique produces similar outcomes irrespective of the data resolution and thus allows for cross-country comparisons.

physics.soc-ph↗

arXiv2013

Triadic closure dynamics drives scaling-laws in social multiplex networks

Social networks exhibit scaling-laws for several structural characteristics, such as the degree distribution, the scaling of the attachment kernel, and the clustering coefficients as a function of node degree. A detailed understanding if and how these scaling laws are inter-related is missing so far, let alone whether they can be understood through a common, dynamical principle. We propose a simple model for stationary network formation and show that the three mentioned scaling relations follow as natural consequences of triadic closure. The validity of the model is tested on multiplex data from a well studied massive multiplayer online game. We find that the three scaling exponents observed in the multiplex data for the friendship, communication and trading networks can simultaneously be explained by the model. These results suggest that triadic closure could be identified as one of the fundamental dynamical principles in social multiplex network formation.

physics.soc-ph↗

arXiv2013

DebtRank-transparency: Controlling systemic risk in financial networks

Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the other banks. These risks can be estimated by using network metrics (for example DebtRank) of the interbank liability network which is available to Central Banks. With a simple agent based model we show that by increasing transparency by making the DebtRank of individual nodes (banks) visible to all nodes, and by imposing a simple incentive scheme, that reduces interbank borrowing from systemically risky nodes, the systemic risk in the financial network can be drastically reduced. This incentive scheme is an effective regulation mechanism, that does not reduce the efficiency of the financial network, but fosters a more homogeneous distribution of risk within the system in a self-organized critical way. We show that the reduction of systemic risk is to a large extent due to the massive reduction of cascading failures in the transparent system. An implementation of this minimal regulation scheme in real financial networks should be feasible from a technical point of view.

q-fin.RM↗

arXiv2013

The Transformation-Groupoid Structure of the q-Gaussian Family

The q-Gaussian function emerges naturally in various applications of statistical mechanics of non-ergodic and complex systems. In particular it was shown that in the theory of binary processes with correlations, the q-Gaussian can appear as a limiting distribution. Further, there exist several problems and situations where, depending on procedural or algorithmic details of data-processing, q-Gaussian distributions may yield distinct values of q, where one value is larger, the other smaller than one. To relate such pairs of q-Gaussians it would be convenient to map such distributions onto one another, ideally in a way, that any value of q can be mapped uniquely to any other value q'. So far a (duality) map from q -> q'=(7-5q)/(5-3q) was found, mapping q from the interval q\in [-\infty, 1] -> q'\in [1, 5/3]. Here we complete the theory of transformations of q-Gaussians by deriving a general map γ_{qq'}, that transforms normalizable q-Gaussian distributions onto one another for which q and q' are in the range of [1,3). By combining this with the previous result, a mapping from any value of q \in [-\infty,3) is possible to any other value q'\in [-\infty,3). We show that the action of γ_{qq'} on the set of q-Gaussian distributions is a transformation groupoid.

math-ph↗

arXiv2012

Generalized entropies and logarithms and their duality relations

For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with these generalized entropies, making them useful for understanding distribution functions of non-Markovian or non-ergodic complex systems. For such systems where the composability axiom is violated there exist only two ways to implement the maximum entropy principle, one using escort probabilities, the other not. The two ways are connected through a duality. Here we show that this duality fixes a unique escort probability, which allows us to derive a complete theory of the generalized logarithms that naturally arise from the violation of this axiom. We then show how the functional forms of these generalized logarithms are related to the asymptotic scaling behavior of the entropy.

physics.class-ph↗

arXiv2012

A self-organized model for cell-differentiation based on variations of molecular decay rates

Systemic properties of living cells are the result of molecular dynamics governed by so-called genetic regulatory networks (GRN). These networks capture all possible features of cells and are responsible for the immense levels of adaptation characteristic to living systems. At any point in time only small subsets of these networks are active. Any active subset of the GRN leads to the expression of particular sets of molecules (expression modes). The subsets of active networks change over time, leading to the observed complex dynamics of expression patterns. Understanding of this dynamics becomes increasingly important in systems biology and medicine. While the importance of transcription rates and catalytic interactions has been widely recognized in modeling genetic regulatory systems, the understanding of the role of degradation of biochemical agents (mRNA, protein) in regulatory dynamics remains limited. Recent experimental data suggests that there exists a functional relation between mRNA and protein decay rates and expression modes. In this paper we propose a model for the dynamics of successions of sequences of active subnetworks of the GRN. The model is able to reproduce key characteristics of molecular dynamics, including homeostasis, multi-stability, periodic dynamics, alternating activity, differentiability, and self-organized critical dynamics. Moreover the model allows to naturally understand the mechanism behind the relation between decay rates and expression modes. The model explains recent experimental observations that decay-rates (or turnovers) vary between differentiated tissue-classes at a general systemic level and highlights the role of intracellular decay rate control mechanisms in cell differentiation.

q-bio.MN↗

arXiv2012

Bistatic scattering characterization of a three-dimensional broadband cloaking structure

Here we present the results of full experimental characterization of broadband cloaking of a finite-sized metallic cylinder at X-band. The cloaking effect is characterized by measuring the bistatic scattering patterns of uncloaked and cloaked objects in free space and then comparing these with each other. The results of the measurements demonstrate a broadband cloaking effect and are in good agreement with numerical predictions.

physics.class-ph↗

arXiv2011

Empirical confirmation of creative destruction from world trade data

We show that world trade network datasets contain empirical evidence that the dynamics of innovation in the world economy follows indeed the concept of creative destruction, as proposed by J.A. Schumpeter more than half a century ago. National economies can be viewed as complex, evolving systems, driven by a stream of appearance and disappearance of goods and services. Products appear in bursts of creative cascades. We find that products systematically tend to co-appear, and that product appearances lead to massive disappearance events of existing products in the following years. The opposite - disappearances followed by periods of appearances - is not observed. This is an empirical validation of the dominance of cascading competitive replacement events on the scale of national economies, i.e. creative destruction. We find a tendency that more complex products drive out less complex ones, i.e. progress has a direction. Finally we show that the growth trajectory of a country's product output diversity can be understood by a recently proposed evolutionary model of Schumpeterian economic dynamics.

physics.soc-ph↗

arXiv2011

Understanding mobility in a social petri dish

Despite the recent availability of large data sets on human movements, a full understanding of the rules governing motion within social systems is still missing, due to incomplete information on the socio-economic factors and to often limited spatio-temporal resolutions. Here we study an entire society of individuals, the players of an online-game, with complete information on their movements in a network-shaped universe and on their social and economic interactions. Such a "socio-economic laboratory" allows to unveil the intricate interplay of spatial constraints, social and economic factors, and patterns of mobility. We find that the motion of individuals is not only constrained by physical distances, but also strongly shaped by the presence of socio-economic areas. These regions can be recovered perfectly by community detection methods solely based on the measured human dynamics. Moreover, we uncover that long-term memory in the time-order of visited locations is the essential ingredient for modeling the trajectories.

physics.soc-ph↗