An interdisciplinary research set at answering some of the most basic questions regarding music and its meaning to humans.
Research project
Limit order book
Studying the limit order book of financial markets in the environment of extreme price changes.
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).
Self-organization in production networks
Studying self-organized patterns in in economic production networks
ECOSYS
Examination of computation model of ecological system
Comparing diffrent models to "programm" ecological systems.
asyn time updating
time updating mechanisms and their consequences
Ecologically Neutral AB Models
The AB model put in the framework of the relatively new neutral theory of Ecology
Motivations
The ecological patterns observed in nature have traditionally been explainedEpps effect
Studying the dependence of financial return cross-correlations on the resolution of data
Works done in collaboration with János Kertész.
Introduction, correlations
The Epps effect
Publications
Introduction, correlations
ABC
It's all about lotka-volterra and the AB Model.
online document for the ABC Project
REVAC
Relevance Estimation and Value Calibration of complex system parameters
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.
