arXiv subjects

Yaneer Bar-Yam

Publications and source records attributed to Yaneer Bar-Yam.

At least 55 records · Page 3Linked to original sources

arXiv2014

Why are public health authorities not concerned about Ebola in the US? Part I. Fat tailed distributions

US public health authorities claim imposing quarantines on healthcare workers returning from West Africa is incorrect according to science. Their positions rely upon a set of studies and experience about outbreaks and transmission mechanisms in Africa as well as assumptions about what those studies imply about outbreaks in the US. According to this view the probability of a single infection is low and that of a major outbreak is non-existent. In a series of brief reports we will provide insight into why properties of networks of contagion that are not considered in traditional statistics suggest that risks are higher than those assumptions suggest. We begin with the difference between thin and fat tailed distributions applied to the number of infected individuals that can arise from a single one. Traditional epidemiological models consider the contagion process as described by $R_0$, the average number of new infected individuals arising from a single case. However, in a complex interdependent society it is possible for the actual number due to a single individual to dramatically differ from the average number, with severe consequences for the ability to contain an outbreak when it is just beginning. Our analysis raises doubts about the scientific validity of policy recommendations of public health authorities. We also point out that existing CDC public health policies and actions are inconsistent with their claims.

physics.soc-ph↗

arXiv2014

Visualizing the "Heartbeat" of a City with Tweets

Describing the dynamics of a city is a crucial step to both understanding the human activity in urban environments and to planning and designing cities accordingly. Here we describe the collective dynamics of New York City and surrounding areas as seen through the lens of Twitter usage. In particular, we observe and quantify the patterns that emerge naturally from the hourly activities in different areas of New York City, and discuss how they can be used to understand the urban areas. Using a dataset that includes more than 6 million geolocated Twitter messages we construct a movie of the geographic density of tweets. We observe the diurnal "heartbeat" of the NYC area. The largest scale dynamics are the waking and sleeping cycle and commuting from residential communities to office areas in Manhattan. Hourly dynamics reflect the interplay of commuting, work and leisure, including whether people are preoccupied with other activities or actively using Twitter. Differences between weekday and weekend dynamics point to changes in when people wake and sleep, and engage in social activities. We show that by measuring the average distances to the heart of the city one can quantify the weekly differences and the shift in behavior during weekends. We also identify locations and times of high Twitter activity that occur because of specific activities. These include early morning high levels of traffic as people arrive and wait at air transportation hubs, and on Sunday at the Meadowlands Sports Complex and Statue of Liberty. We analyze the role of particular individuals where they have large impacts on overall Twitter activity. Our analysis points to the opportunity to develop insight into both geographic social dynamics and attention through social media analysis.

physics.soc-ph↗

arXiv2014

The Precautionary Principle (with Application to the Genetic Modification of Organisms)

We present a non-naive version of the Precautionary (PP) that allows us to avoid paranoia and paralysis by confining precaution to specific domains and problems. PP is intended to deal with uncertainty and risk in cases where the absence of evidence and the incompleteness of scientific knowledge carries profound implications and in the presence of risks of "black swans", unforeseen and unforeseable events of extreme consequence. We formalize PP, placing it within the statistical and probabilistic structure of ruin problems, in which a system is at risk of total failure, and in place of risk we use a formal fragility based approach. We make a central distinction between 1) thin and fat tails, 2) Local and systemic risks and place PP in the joint Fat Tails and systemic cases. We discuss the implications for GMOs (compared to Nuclear energy) and show that GMOs represent a public risk of global harm (while harm from nuclear energy is comparatively limited and better characterized). PP should be used to prescribe severe limits on GMOs.

q-fin.GN↗

arXiv2014

An Information-Theoretic Formalism for Multiscale Structure in Complex Systems

We develop a general formalism for representing and understanding structure in complex systems. In our view, structure is the totality of relationships among a system's components, and these relationships can be quantified using information theory. In the interest of flexibility we allow information to be quantified using any function, including Shannon entropy and Kolmogorov complexity, that satisfies certain fundamental axioms. Using these axioms, we formalize the notion of a dependency among components, and show how a system's structure is revealed in the amount of information assigned to each dependency. We explore quantitative indices that summarize system structure, providing a new formal basis for the complexity profile and introducing a new index, the "marginal utility of information". Using simple examples, we show how these indices capture intuitive ideas about structure in a quantitative way. Our formalism also sheds light on a longstanding mystery: that the mutual information of three or more variables can be negative. We discuss applications to complex networks, gene regulation, the kinetic theory of fluids and multiscale cybernetic thermodynamics.

cond-mat.stat-mech↗

arXiv2014

The $500.00 AAPL close: Manipulation or hedging? A quantitative analysis

Why do a market's prices move up or down? Claims about causes are made without actual information, and accepted or dismissed based upon poor or non-existent evidence. Here we investigate the price movements that ended with Apple stock closing at \$500.00 on January 18, 2013. There is a ready explanation for this price movement: market manipulation by those who sold stock options, who stood to directly benefit from this closing price. Indeed, one web commentator predicted this otherwise unlikely event publicly. This explanation was subsequently dismissed by press articles that claim that stock prices end near such round numbers based upon legitimate hedging activity. But how can we know? We show that the accepted model that points to hedging as the driving cause of prices is not quantitatively consistent with the price movement on that day. The price moved upward too quickly over a period in which the hedgers' position would require selling rather than buying. Under these conditions hedgers would have driven the price away from the strike price rather than toward it. We also show that a long published theory of the role of hedging is incomplete mathematically, and that the correct theory results in much weaker price movements. This evidence substantially weakens the case of those who claim hedging as cause of anomalous market price movements. The explanation that market manipulation is responsible for the final close cannot be dismissed based upon unsubstantiated, even invalid, hedging claims. Such proffered explanations shield potential illegal activity from further inquiry even though the claims behind those explanations have not been demonstrated.

q-fin.GN↗

arXiv2013

Eco-Evolutionary Feedback in Host--Pathogen Spatial Dynamics

Spatial extent is a complicating factor in mathematical biology. The possibility that an action at point A cannot immediately affect what happens at point B creates the opportunity for spatial nonuniformity. This nonuniformity must change our understanding of evolutionary dynamics, as the same organism in different places can have different expected evolutionary outcomes. Since organism origins and fates are both determined locally, we must consider heterogeneity explicitly to determine its effects. We use simulations of spatially extended host--pathogen and predator--prey ecosystems to reveal the limitations of standard mathematical treatments of spatial heterogeneity. Our model ecosystem generates heterogeneity dynamically; an adaptive network of hosts on which pathogens are transmitted arises as an emergent phenomenon. The structure and dynamics of this network differ in significant ways from those of related models studied in the adaptive-network field. We use a new technique, organism swapping, to test the efficacy of both simple approximations and more elaborate moment-closure methods, and a new measure to reveal the timescale dependence of invasive-strain behavior. Our results demonstrate the failure not only of the most straightforward ("mean field") approximation, which smooths over heterogeneity entirely, but also of the standard correction ("pair approximation") to the mean field treatment. In spatial contexts, invasive pathogen varieties can prosper initially but perish in the medium term, implying that the concepts of reproductive fitness and the Evolutionary Stable Strategy have to be modified for such systems.

nlin.CG↗

arXiv2013

Corporations and Regulators: The Game of Influence in Regulatory Capture

In a market system, regulations are designed to prevent or rectify market failures that inhibit fair exchange, such as monopoly or transactions with hidden costs. Because regulations reduce profits to those possessing unfair advantage, these advantaged corporations (whether individuals, companies, or other collective organizations) are motivated to influence regulators. Regulatory bodies created to protect the market are instead co-opted to advance the interests of the corporations they are charged to regulate. This wide-spread influence, known as "regulatory capture," has been recognized for over 100 years, and according to expectations of rational behavior, will exist wherever it is in the mutual self-interest of corporations and regulators. Here we model the interaction between corporations and regulators using a new game theory framework explicitly accounting for players' mutual influence, and demonstrate the incentive for collusion. Communication between corporations and regulators enables them to collude and split the resulting profits. We identify when collusion is profitable for both parties. The intuitive results show that capture occurs when the benefits to the corporation outweigh the costs to the regulator. Under these conditions, the corporation can compensate the regulator for costs incurred and, further, provide a profit to both parties. In the real world, benefits often far outweigh costs, providing large incentives to collude and making capture likely. Regulatory capture is inhibited by decreasing the influence between parties through strict separation, independent market knowledge and research by regulators, regulatory and market transparency, regulatory accountability for market failures, widely distributed regulatory control, and anti-corruption enforcement.

q-fin.GN↗

arXiv2013

Sentiment in New York City: A High Resolution Spatial and Temporal View

Measuring public sentiment is a key task for researchers and policymakers alike. The explosion of available social media data allows for a more time-sensitive and geographically specific analysis than ever before. In this paper we analyze data from the micro-blogging site Twitter and generate a sentiment map of New York City. We develop a classifier specifically tuned for 140-character Twitter messages, or tweets, using key words, phrases and emoticons to determine the mood of each tweet. This method, combined with geotagging provided by users, enables us to gauge public sentiment on extremely fine-grained spatial and temporal scales. We find that public mood is generally highest in public parks and lowest at transportation hubs, and locate other areas of strong sentiment such as cemeteries, medical centers, a jail, and a sewage facility. Sentiment progressively improves with proximity to Times Square. Periodic patterns of sentiment fluctuate on both a daily and a weekly scale: more positive tweets are posted on weekends than on weekdays, with a daily peak in sentiment around midnight and a nadir between 9:00 a.m. and noon.

physics.soc-ph↗

arXiv2013

The Limits of Phenomenology: From Behaviorism to Drug Testing and Engineering Design

It is widely believed that theory is useful in physics because it describes simple systems and that strictly empirical phenomenological approaches are necessary for complex biological and social systems. Here we prove based upon an analysis of the information that can be obtained from experimental observations that theory is even more essential in the understanding of complex systems. Implications of this proof revise the general understanding of how we can understand complex systems including the behaviorist approach to human behavior, problems with testing engineered systems, and medical experimentation for evaluating treatments and the FDA approval of medications. Each of these approaches are inherently limited in their ability to characterize real world systems due to the large number of conditions that can affect their behavior. Models are necessary as they can help to characterize behavior without requiring observations for all possible conditions. The testing of models by empirical observations enhances the utility of those observations. For systems for which adequate models have not been developed, or are not practical, the limitations of empirical testing lead to uncertainty in our knowledge and risks in individual, organizational and social policy decisions. These risks should be recognized and inform our decisions.

physics.soc-ph↗

arXiv2013

South African Riots: Repercussion of the Global Food Crisis and US Drought

High and volatile global food prices have led to food riots and played a critical role in triggering the Arab Spring revolutions in recent years. The severe drought in the US in the summer of 2012 led to a new increase in food prices. Through the fall, they remained at a threshold above which the riots and revolutions had predominantly occurred. Global prices at this level create conditions where an exacerbating local circumstance can trigger unrest. Global corn (maize) prices reached new highs, and countries that depend mostly on maize are more likely to experience high local food prices and associated pressures toward social unrest. Here we analyze the conditions in South Africa, which is a heavily maize-dependent country. Coinciding with increased consumer food indices this summer, massive labor strikes in mining and agriculture have led to the greatest single incident of social violence since the fall of apartheid in 1994. Worker demands for dramatic pay increases reflect that their wages have not kept up with drastic increases in the prices of necessities, especially food. Without attention to the global food price situation, more incidents of food-based social instability are likely to arise. Other countries that have manifested food-related protests and riots in 2012 include Haiti and Argentina. Moreover, these cases of unrest are just the most visible symptom of widespread suffering of poor populations worldwide due to elevated food prices. Policy decisions that would directly impact food prices are decreasing the conversion of maize to ethanol in the US, and reimposing regulations on commodity futures markets to prevent excessive speculation, which we have shown causes bubbles and crashes in these markets. Absent such policy actions, governments and companies should track and mitigate the impact of high and volatile food prices on citizens and employees.

physics.soc-ph↗

arXiv2013

Political Stability and Military Intervention in Egypt

Policy choices in the wake of recent mass protests in Egypt will determine the likelihood of civil war in the short run and the prospects for democracy in the long run. Economic conditions can be improved by international action to reduce grain-based biofuel production and finance employment generation. Creating the conditions for stable democracy requires accepting power-sharing mechanisms in which the military will have an important role.

physics.soc-ph↗

arXiv2013

Principles of Security: Human, Cyber, and Biological

Cybersecurity attacks are a major and increasing burden to economic and social systems globally. Here we analyze the principles of security in different domains and demonstrate an architectural flaw in current cybersecurity. Cybersecurity is inherently weak because it is missing the ability to defend the overall system instead of individual computers. The current architecture enables all nodes in the computer network to communicate transparently with one another, so security would require protecting every computer in the network from all possible attacks. In contrast, other systems depend on system-wide protections. In providing conventional security, police patrol neighborhoods and the military secures borders, rather than defending each individual household. Likewise, in biology, the immune system provides security against viruses and bacteria using primarily action at the skin, membranes, and blood, rather than requiring each cell to defend itself. We propose applying these same principles to address the cybersecurity challenge. This will require: (a) Enabling pervasive distribution of self-propagating securityware and creating a developer community for such securityware, and (b) Modifying the protocols of internet routers to accommodate adaptive security software that would regulate internet traffic. The analysis of the immune system architecture provides many other principles that should be applied to cybersecurity. Among these principles is a careful interplay of detection and action that includes evolutionary improvement. However, achieving significant security gains by applying these principles depends strongly on remedying the underlying architectural limitations.

cs.CR↗

arXiv2012

Complexity and the Limits of Revolution: What Will Happen to the Arab Spring?

The recent social unrest across the Middle East and North Africa has deposed dictators who had ruled for decades. While the events have been hailed as an "Arab Spring" by those who hope that repressive autocracies will be replaced by democracies, what sort of regimes will eventually emerge from the crisis remains far from certain. Here we provide a complex systems framework, validated by historical precedent, to help answer this question. We describe the dynamics of governmental change as an evolutionary process similar to biological evolution, in which complex organizations gradually arise by replication, variation and competitive selection. Different kinds of governments, however, have differing levels of complexity. Democracies must be more systemically complex than autocracies because of their need to incorporate large numbers of people in decision-making. This difference has important implications for the relative robustness of democratic and autocratic governments after revolutions. Revolutions may disrupt existing evolved complexity, limiting the potential for building more complex structures quickly. Insofar as systemic complexity is reduced by revolution, democracy is harder to create in the wake of unrest than autocracy. Applying this analysis to the Middle East and North Africa, we infer that in the absence of stable institutions or external assistance, new governments are in danger of facing increasingly insurmountable challenges and reverting to autocracy.

physics.soc-ph↗

arXiv2012

Food for fuel: The price of ethanol

Conversion of corn to ethanol in the US since 2005 has been a major cause of global food price increases during that time and has been shown to be ineffective in achieving US energy independence and reducing environmental impact. We make three key statements to enhance understanding and communication about ethanol production's impact on the food and fuel markets: (1) The amount of corn used to produce the ethanol in a gallon of regular gas would feed a person for a day, (2) The production of ethanol is so energy intensive that it uses only 20% less fossil fuel than gasoline, and (3) The cost of gas made with ethanol is actually higher per mile because ethanol reduces gasoline's energy per gallon.

q-fin.GN↗

arXiv2012

The European debt crisis: Defaults and market equilibrium

During the last two years, Europe has been facing a debt crisis, and Greece has been at its center. In response to the crisis, drastic actions have been taken, including the halving of Greek debt. Policy makers acted because interest rates for sovereign debt increased dramatically. High interest rates imply that default is likely due to economic conditions. High interest rates also increase the cost of borrowing and thus cause default to be likely. If there is a departure from equilibrium, increasing interest rates may contribute to---rather than be caused by---default risk. Here we build a quantitative equilibrium model of sovereign default risk that, for the first time, is able to determine if markets are consistently set by economic conditions. We show that over the period 2001-2012, the annually-averaged long-term interest rates of Greek debt are quantitatively related to the ratio of debt to GDP. The relationship shows that the market consistently expects default to occur if the Greek debt reaches twice the GDP. Our analysis does not preclude non-equilibrium increases in interest rates over shorter timeframes. We find evidence of such non-equilibrium fluctuations in a separate analysis. According to the equilibrium model, the date by which a half-default must occur is March 2013, almost one year after the actual debt write-down. Any acceleration of default by non-equilibrium fluctuations is significant for national and international interventions. The need for austerity or bailout costs would be reduced if market regulations were implemented to increase market stability to prevent short term interest rate increases. We similarly evaluate the timing of projected defaults without interventions for Portugal, Ireland, Spain and Italy to be March 2013, April 2014, May 2014, and July 2016, respectively. All defaults are mitigated by planned interventions.

q-fin.GN↗

arXiv2012

UPDATE July 2012 | The Food Crises: The US Drought

Recent droughts in the midwestern United States threaten to cause global catastrophe driven by a speculator amplified food price bubble. Here we show the effect of speculators on food prices using a validated quantitative model that accurately describes historical food prices. During the last six years, high and fluctuating food prices have lead to widespread hunger and social unrest. While a relative dip in food prices occurred during the spring of 2012, a massive drought in the American Midwest in June and July threatens to trigger another crisis. In a previous paper, we constructed a model that quantitatively agreed with food prices and demonstrated that, while the behavior could not be explained by supply and demand economics, it could be parsimoniously and accurately described by a model which included both the conversion of corn into ethanol and speculator trend following. An update to the original paper in February 2012 demonstrated that the model previously published was predictive of the ongoing price dynamics, and anticipated a new food crisis by the end of 2012 if adequate policy actions were not implemented. Here we provide a second update, evaluating the effects of the current drought on global food prices. We find that the drought may trigger the expected third food price bubble to occur sooner, before new limits to speculation are scheduled to take effect. Reducing the amount of corn that is being converted to ethanol may address the immediate crisis. Over the longer term, market stabilization requires limiting financial speculation.

physics.soc-ph↗

arXiv2012

Robustness Against Extinction by Stochastic Sex Determination in Small Populations

Sexually reproducing populations with small number of individuals may go extinct by stochastic fluctuations in sex determination, causing all their members to become male or female in a generation. In this work we calculate the time to extinction of isolated populations with fixed number $N$ of individuals that are updated according to the Moran birth and death process. At each time step, one individual is randomly selected and replaced by its offspring resulting from mating with another individual of opposite sex; the offspring can be male or female with equal probability. A set of $N$ time steps is called a generation, the average time it takes for the entire population to be replaced. The number k of females fluctuates in time, similarly to a random walk, and extinction, which is the only asymptotic possibility, occurs when k=0 or k=N. We show that it takes only one generation for an arbitrary initial distribution of males and females to approach the binomial distribution. This distribution, however, is unstable and the population eventually goes extinct in 2^N/N generations. We also discuss the robustness of these results against bias in the determination of the sex of the offspring, a characteristic promoted by infection by the bacteria Wolbachia in some arthropod species or by temperature in reptiles.

q-bio.PE↗

arXiv2012

Computationally Tractable Pairwise Complexity Profile

Quantifying the complexity of systems consisting of many interacting parts has been an important challenge in the field of complex systems in both abstract and applied contexts. One approach, the complexity profile, is a measure of the information to describe a system as a function of the scale at which it is observed. We present a new formulation of the complexity profile, which expands its possible application to high-dimensional real-world and mathematically defined systems. The new method is constructed from the pairwise dependencies between components of the system. The pairwise approach may serve as both a formulation in its own right and a computationally feasible approximation to the original complexity profile. We compare it to the original complexity profile by giving cases where they are equivalent, proving properties common to both methods, and demonstrating where they differ. Both formulations satisfy linear superposition for unrelated systems and conservation of total degrees of freedom (sum rule). The new pairwise formulation is also a monotonically non-increasing function of scale. Furthermore, we show that the new formulation defines a class of related complexity profile functions for a given system, demonstrating the generality of the formalism.

nlin.PS↗