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EB

ONLINE

Cham : Springer International Publishing AG, 2015

1 online resource (338 pages)

ISBN 9783319205915 (electronic bk.)

ISBN 9783319205908

Springer Proceedings in Complexity Ser.

Print version: Takayasu, Hideki Proceedings of the International Conference on Social Modeling and Simulation, Plus Econophysics Colloquium 2014 Cham : Springer International Publishing AG,c2015 ISBN 9783319205908

Intro -- Preface -- Contents -- Part I Financial Market -- 1 Influence Networks in the Foreign Exchange Market -- 1.1 Introduction -- 1.2 Data and Method -- 1.3 Results and Discussion -- 1.4 Final Remarks -- References -- 2 Entropy and Transfer Entropy: The Dow Jones and the Build Up to the 1997 Asian Crisis -- 2.1 Introduction -- 2.2 Correlations -- 2.3 Transfer Entropy -- 2.3.1 Transfer Entropy Without Binning -- 2.4 Empirical Results -- References -- 3 Execution and Cancellation Lifetimes in ForeignCurrency Market -- 3.1 Introduction -- 3.2 Description of the Database -- 3.3 Execution and Cancellation Lifetimes -- 3.3.1 Execution Lifetime -- 3.3.2 Cancellation Distance and Lifetime -- 3.3.3 Power Law Relation Between Execution and Cancellation Lifetimes -- 3.4 Cancellation Orders and Market Price Movement -- 3.5 Discussion -- References -- 4 Signs of Market Orders and Human Dynamics -- 4.1 Introduction -- 4.2 Model -- 4.3 Main Theorem -- 4.4 Outline of the Proof of Theorem 1 -- 4.5 Conclusion -- References -- 5 Damped Oscillatory Behaviors in the Ratios of Stock Market Indices -- 5.1 Introduction -- 5.2 Data Analysis and Discussions -- 5.3 Conclusion -- References -- 6 Exploring Market Making Strategy for High Frequency Trading: An Agent-Based Approach -- 6.1 Introduction -- 6.2 Modelling of High Frequency Trading -- 6.2.1 Framework -- 6.2.2 Low Frequency Traders Activity -- 6.2.3 High Frequency Traders Activity -- 6.2.4 Model Validation -- 6.3 Exploration of Market Making Strategy -- 6.3.1 Strategies for Order Price -- 6.3.2 Strategy for Order Quantity -- 6.3.3 Comparison of Strategies -- 6.4 Experiments on Competition -- 6.4.1 Total Return of HFTs -- 6.4.2 Individual Return of HFTs -- 6.5 Conclusions -- References -- 7 Effect of Cancel Order on Simple Stochastic Order-Book Model -- 7.1 Introduction -- 7.2 Model.

11.5 Network Robustness of Prefectures in Japan -- 11.6 Conclusion -- References -- 12 Detectability Threshold of the Spectral Method for Graph Partitioning -- 12.1 Introduction -- 12.2 Spectral Partitioning of Regular Random Graphs With Two-Block Structure -- 12.3 Detectability Threshold -- 12.4 Conclusion -- References -- 13 Spread of Infectious Diseases with a Latent Period -- 13.1 Introduction -- 13.2 Model -- 13.3 Final Size Distribution -- 13.4 Discussions and Conclusions -- References -- Part III Interaction and Distribution -- 14 Geographic Dependency of Population Distribution -- 14.1 Introduction -- 14.2 Basic Information of Japanese Population -- 14.3 Population Distribution in Japan -- 14.4 Basic Information of European Populations -- 14.5 Comparison between Japan and European Countries -- 14.6 Conclusion -- References -- 15 Spatiotemporal Analysis of Influenza Epidemics in Japan -- 15.1 Introduction -- 15.2 Materials and Methods -- 15.2.1 Case Report Data -- 15.2.2 Wavelet Analysis -- 15.2.3 Supplementary Data -- 15.3 Results and Discussion -- 15.4 Concluding Remarks -- Appendix -- References -- 16 A Universal Lifetime Distribution for Multi-Species Systems -- 16.1 Introduction -- 16.2 Dynamical Graph Model -- 16.3 Modified Red-Queen Hypothesis -- 16.4 Relation with Empirical Data -- 16.5 Conclusion -- References -- 17 Firm Age Distributions and the Decay Rate of Firm Activities -- 17.1 Introduction -- 17.2 Data -- 17.3 Data Analysis -- 17.3.1 Age Distribution of Firms -- 17.3.2 Decay Rate of Firm Activities -- 17.4 Consistency of Laws -- 17.5 Conclusion -- References -- 18 Empirical Analysis of Firm-Dynamics on Japanese Interfirm Trade Network -- 18.1 Introduction -- 18.2 Large Time-Series Firm Database -- 18.2.1 Japanese Interfirm Trade Networks -- 18.2.2 Basic Properties -- 18.3 Empirical Data Analysis.

22.3 Spontaneous Ordering with Periodic Boundary Conditions -- 22.4 Binary Scattering Study -- 22.5 Flow in a Pipe -- 22.6 Summary and Discussion -- References -- 23 Traffic Simulation of Kobe-City -- 23.1 Introduction -- 23.2 Method -- 23.2.1 Road Structure -- 23.2.2 OD Information -- 23.2.3 Simulation -- 23.3 Results And Discussions -- 23.4 Summary -- References -- 24 MOSAIIC: City-Level Agent-Based Traffic Simulation Adapted to Emergency Situations -- 24.1 Introduction -- 24.2 The MOSAIIC Agent-Based Traffic Model -- 24.2.1 Structure of the Network -- 24.2.2 Driver Agents -- 24.2.3 Dynamics of the Model -- 24.2.3.1 Traffic Jam Management -- 24.2.3.2 Traffic Signal Update -- 24.2.3.3 New Driver Arrival -- 24.2.3.4 Computation of the Path -- 24.2.3.5 Driving Step -- 24.3 Conclusion -- References -- 25 GUI for Agent Based Modeling -- 25.1 Background -- 25.2 Objectives -- 25.3 Design -- 25.3.1 Architecture of SOARS -- 25.3.2 Design Concept of SOARS VisualShell -- 25.3.3 User Interface of SOARS VisualShell -- 25.3.3.1 Agent/Spot Edit -- 25.3.3.2 Role Edit -- 25.3.3.3 Stage Edit -- 25.3.3.4 Log Output Specification -- 25.3.3.5 Simulation Condition Specification -- 25.4 Conclusion -- 25.5 Future Work -- References -- Part V Social Media -- 26 Emotional Changes in Japanese Blog Space Resulting from the 3.11 Earthquake -- 26.1 Introduction -- 26.2 Data and Methods -- 26.2.1 Data -- 26.2.2 z-Test for the Quality of Two Proportions -- 26.2.3 Partial Correlation Coefficient -- 26.3 Results -- 26.3.1 Adjectives in Emergency and Normal Periods -- 26.3.2 Adjective Changes in the Co-occurrence Network -- 26.4 Summary and Discussion -- References -- 27 Modeling of Enjyo via Process of Consensus Formation on SNS -- 27.1 Introduction -- 27.2 Principle of Modeling -- 27.3 Analysis of Enjyo -- 27.3.1 Data Description -- 27.3.2 Case Study.

7.2.1 Basic Trading Rules of Financial Exchanges -- 7.2.2 Simulation Models -- 7.2.2.1 No-Cancel Model -- 7.2.2.2 Random Cancel Model -- 7.2.2.3 Out-of-Range Cancel Model -- 7.3 Simulation Results -- 7.4 Discussion of the Numerical Results -- 7.5 Conclusion -- References -- Part II Robustness and Fragility -- 8 Cascading Failures in Interdependent Economic Networks -- 8.1 Introduction -- 8.2 Overview of Cascading Failure Processes in Interdependent Networks -- 8.3 Cascading Failures in Economic Networks -- 8.4 Summary -- References -- 9 Do Connections Make Systems Robust? A New Scenario for the Complexity-Stability Relation -- 9.1 Introduction -- 9.2 A Universal Relation Between Robustness and Connection -- 9.2.1 A Minimal Model of Evolving Open Systems -- 9.2.2 Transition in Growth Behavior -- 9.2.3 A Mean-Field Analysis and the Transition Mechanism -- 9.3 The Relation with More Complex Dynamical Models -- 9.3.1 The Extinction Condition in Population Dynamics Models -- 9.3.2 Ratio-Dependent Interactions -- 9.3.3 The Necessary Condition to Have an Extinction Under ``natural’’ Ratio-Dependent Interactions -- 9.4 Conclusion -- References -- 10 Simulation of Gross Domestic Product in International Trade Networks: Linear Gravity Transportation Model -- 10.1 Introduction -- 10.2 Preceding Study -- 10.3 Dataset -- 10.4 Simulation Setup -- 10.4.1 GDP Transaction Flow Relationship -- 10.4.2 GDP-Degree Relationship -- 10.4.3 Linear Gravity Transportation Model -- 10.5 Simulation Results -- 10.6 Conclusion -- References -- 11 Analysis of Network Robustness for a Japanese Business Relation Network by Percolation Simulation -- 11.1 Introduction -- 11.2 Business Relation Network -- 11.3 Percolation Simulation -- 11.4 Survival Rate -- 11.4.1 Basic Properties of Survival Rate -- 11.4.2 Practical Meaning of Ps -- 11.4.3 Theoretical Estimation.

18.3.1 Exponent of Preferential Attachment -- 18.3.2 Properties of Bankrupt Firms -- 18.3.3 Lifespan of Trades -- 18.4 Conclusion -- References -- 19 Direct Participants’ Behavior Through the Lens of Transactional Analysis: The Case of SPEI -- 19.1 Introduction -- 19.2 Literature Review -- 19.3 Intraday Liquidity Flows -- 19.3.1 An Algorithm for Use of External Funds vs. Incoming Payments -- 19.3.2 Different Time-Scale Profiles of SPEI Participants -- 19.4 Summary and Conclusion -- References -- Part IV Traffic and Pedestrian -- 20 Pedestrian Dynamics in Jamology -- 20.1 Introduction -- 20.2 Effect of Rhythm on Unidirectional Flow -- 20.2.1 Experimental Setup -- 20.2.2 Experimental Verification of the Effect of Rhythm -- 20.3 Simple Model of Egress Process -- 20.4 Queueing Process -- 20.4.1 Walking-Distance Introduced Parallel-Type Queueing System: D-Parallel -- 20.4.2 Walking-Distance Introduced Fork-Type Queueing System: D-Fork -- 20.4.3 Update Rule in Simulation -- 20.5 Comparison of Mean Waiting Time in D-Parallel and D-Fork -- 20.6 Summary -- References -- 21 Qualitative Methods of Validating Evacuation Behaviors -- 21.1 Introduction -- 21.2 Related Works -- 21.3 Agent Based Evacuation Behavior Simulation -- 21.3.1 Evacuation Behaviors According to PA -- 21.3.1.1 Simulation Background -- 21.3.1.2 Simulation Results -- 21.3.2 Rescue Responders’ Action During Emergencies -- 21.3.2.1 Simulation Background -- 21.3.2.2 Simulation Results -- 21.4 Validation of ABS Results for Scenarios Containing Human Actions -- 21.4.1 Validation Problems in Conventional Social Systems -- 21.4.2 Qualitative Standard to Simulation Results for Social Scenarios -- 21.5 Discussions and Summary -- References -- 22 Collective Dynamics of Pedestrians with No Fixed Destination -- 22.1 Introduction -- 22.2 Model and Simulations.

27.3.2.1 Case 1: Crowd Funding Platform Business.

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(OCoLC)918939122