Projects directory

ABC

gur — Wed, 25 Apr 2007 11:19:08 +0200

online document for the ABC Project

Development

volker — Fri, 20 Apr 2007 16:32:36 +0200

General issues that surround the identity, scientific content, functionality and user experience of complexity-research.org.

Ecologically Neutral AB Models

jk — Fri, 27 Apr 2007 18:00:49 +0200

Motivations
Why the AB model?
Models
Bibliography

Motivations

The ecological patterns observed in nature have traditionally been explained

ECOSYS

julia — Thu, 17 May 2007 12:56:49 +0200

Comparing diffrent models to "programm" ecological systems.

Epps effect

bence — Fri, 27 Apr 2007 16:25:47 +0200

Works done in collaboration with JÃ¡nos KertÃ©sz.

Introduction, correlations
The Epps effect
Publications

Introduction, correlations

Limit order book

bence — Thu, 19 Jul 2007 17:41:48 +0200

The goal is to understand the ongoing dynamics of the limit order book in the short term surroundings of an extreme price change. This should be done by analysis of real data (possibly from the NYSE and LSE) and through simulations (using NatLab).

MAD

gilles — Mon, 23 Apr 2007 18:36:01 +0200

Stock markets are complex systems. Many autonomous agents interact through a mechanism know as "continuous double auction". They are sensitive to exogenous as well as endogenous influences, that can cause domino effects or avalanches, known as bubbles and crashes. Not only two-agent interactions are relevant, but also many-agent interactions cannot be neglected.

Microscopical study of economics systems

gur — Fri, 20 Apr 2007 14:14:13 +0200

NatLab

gilles — Mon, 23 Apr 2007 18:32:37 +0200

NatLab is an asynchronous simulation platform for artificial stock markets.
This project was initiated by Sorin Solomon and Lev Muchnik,
and is currently maintained by Gilles Daniel.

Every collaboration is welcome, so please do not hesitate to contact us.

Portfolio model

bence — Mon, 03 Sep 2007 14:10:40 +0200

REVAC

volker — Mon, 23 Apr 2007 18:49:29 +0200

The REVAC method provides an information theoretic measure on how sensitive a parameter is to the choice of its value. This can be used to estimate the relevance of parameters, to choose between different possible sets of parameters, and to allocate resources to the calibration of relevant parameters.