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Asymmetric and symmetric meta-correlations in financial markets

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Chinese Physics B 2016年第10期25卷 579-586页

作者：李晓辉沈翔瀛黄吉平 Department of Physics and State Key Laboratory of Surface Physics Fudan University

In financial markets, the relation between fluctuations of stock prices and trading behaviors is complex. It is intriguing to quantify this kind of meta-correlation between market fluctuations and the synchronous behaviors. We refine the theoretical index leverage model proposed by Reigneron et al., to exactly quantify the meta-correlation under various levels of price fluctuations [Reigneron P A, Allez R and Bouchaud J P 2011 Physica A 390 3026]. The characteristics of meta-correlations in times of market losses, are found to be significantly different in Chinese and American financial markets. In addition,unlike the asymmetric results at the daily scale, the correlation behaviors are found to be symmetric at the high-frequency scale.

关键词： financial market collective behavior complex system asymmetry and symmetry

Diffusional inhomogeneity in cell cultures

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Chinese Physics B 2018年第2期27卷 88-91页

作者：张佳政李娜陈唯 State Key Laboratory of Surface Physics and Department of Physics Fudan University

Cell migrations in the cell cultures are found to follow non-Gaussian statistics. We recorded long-term cell migration patterns with more than six hundred cells located in 28 mm2. Our experimental data support the claim that an individual cell migration follows Gaussian statistics. Because the cell culture is inhomogeneous, the statistics of the cell culture exhibit a non-Gaussian distribution. We find that the normalized histogram of the diffusion velocity follows an exponential tail. A simple model is proposed based on the diffusional inhomogeneity to explain the exponential distribution of locomotion activity in this work. Using numerical calculation, we prove that our model is in great agreement with the experimental data.

关键词： random walks cell locomotion collective behavior

Tandem running by foraging Pachycondyla striata workers in field conditions vary in response to food type,food distance,and environmental conditions

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Current Zoology 2021年第5期67卷 541-549页

作者： Janiele Pereira SILVA Lohan VALADARES Maria Eduarda Lima VIEIRA Serafino TESEO Nicolas CHALINE LEEEIS Departamento de Psicologia ExperimentalInstituto de Psicologia ExperimentalUniversidade de Sao PauloSao PauloSPCEP 05508-030Brazil Programa de pos-graduacao em Psicologia Experimental USPSao PauloSPCEP 05508-030Brazil Evolution GenomesBehavior and EcologyCNRS1 Avenue de la TerrasseGifsur-Yvette 91987France LBC Departamento de Fisiologia e ComportamentoCentro de BiocienciasUniversidade Federal do Rio Grande do NorteNatalRNCEP 59078-970Brazil School of Biological Sciences Nanyang Technological University60 Nanyang DriveSingapore 637551Singapore

Ants show collective and individual behavioral flexibility in their response to immediate context,choosing for example between different foraging *** Pachycondyla striata,workers can forage solitarily or recruit and guide nestmates to larger food sources through tandem *** considered more ancestral and less efficient than pheromone trail-laying,this strategy is common especially in species with small colony *** is not known is how the decision to recruit or follow varies according to the immediate *** is,how fine adjustments in information transfer affect immediate foraging decisions at the colony ***,we studied individually marked workers and evaluated their foraging decisions when food items varied in nature(protein versus carbohydrate),size,and distance from the nest at different temperatures and humidity *** results show that tandem run leaders and potential followers adjust their behavior according to a combination of external *** 84.2%of trips were solitary,most ants(81%)performed at least 1 tandem ***,tandem runs were more frequent for nearby resources and at higher relative ***,when food items were located far away,tandem runs were more successful when heading to protein sources(75%)compared with carbohydrate sources(42%).Our results suggest that the social information transfer between leaders and followers conveys more information than previously thought,and also relies on their experience and motivation.

关键词： collective behavior decision-making emotional states flexibility Ponerinae social learning

Locust Behaved Particle Swarm Optimization Technique

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Journal of Donghua University(English Edition) 2014年第2期31卷 190-196页

作者：钟伟民谢雪勤梁毅罗娜张娟钱锋 Key Laboratory of Advanced Control and Optimization for Chemical Processes Ministry of EducationEast China University of Science and Technology

The collective behavior of certain animals and insects has the characteristic of self-organization. The simple interactions among individuals can produce complex adaptive patterns at the level of the group. Recently,new scientific investigation pointed out that desert locusts show extreme phenotypic plasticity in transforming between the lonely phase and the swarming gregarious phase depending on the population density,which is controlled by a serotonin called 5-hydroxytryptamine( 5HT). In this paper,based on the mechanism of the locusts' collective behavior,a new particle swarm optimization technique called LBPSO is studied. The number of swarms is selfadaptively adjusted by the acquired outstanding particles coming from behind the previous global best solution. The swarm sizes are related to the corresponding serotonin 5HT,which is determined by the optimization parameters such as global best and iteration number. And each swarm adopts one of three rules below according to its density, generalized social evolution strategy, generalized cognition evolution strategy and the independent moving strategy. A comparative study of LBPSO,social particle swarm optimization( SPSO), improved SPSO and the standard particle swarm optimization( StdPSO) on their abilities of tracking optima is carried out. And the results under four static benchmark functions and a dynamic function generator moving peaks benchmark( MPB)show that LBPSO outperforms the other three functions in both static and dynamic landscapes due to the introduced locusts' collective behavior.

关键词： evolutionary algorithm particle swarm optimization(PSO) locust collective behavior

Flocking for swarm systems with fixed topology in a changing environment

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控制理论与应用（英文版） 2008年第3期6卷 333-339页

作者： Zonggang LI Yingmin JIA The Seventh Research Division Beihang University Beijing 100083 China

This paper is mainly devoted to the flocking of a class of swarm with fixed topology in a changing environment. Firstly, the controller for each agent is proposed by employing the error terms between the state of the agent and the average state of its neighbors. Secondly, a sufficient condition for the swarm to achieve flocking is presented under assumptions that the gradient of the environment is bounded and the initial position graph is connected. Thirdly, as the environment is a plane, it is further proved that the velocity of each agent finally converges to the velocity of the swarm center although not one agent knows where the center of the group is. Finally, numerical examples are included to illustrate the obtained results.

关键词： Swarm Multi-agent systems Flocking collective behavior Ultimately bounded analysis

Exploring The collective Animal Erratic Panic and Its Application In Biomimetics

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Exploring The Collective Animal Erratic Panic and Its Applic...

Simulation of Crowd Motion Based on Boids Flocking behavior and Social Force Model

The 3rd International Conference of Bionic Engineering(ICBE’10)

作者： Yulin Hsu Katherine Chen National Taiwan University Harvard University

In biomimetics, we learn and get inspiration from animals to improve our quality of life. It is important to have better understanding on what, why, and how animal did so so that we can apply the biomimetics more effectively. Anomalous behaviors including the collective animal erratic panic （CAEP） are some of the poorly understood and potentially very important and inspiring phenomena. CAEP is not commonly noted. But it is often noticed before, during, or right after some abrupt natural disasters. There are many speculations, confusions and controversy associated with the still mysterious CAEP. CAEP could provide us with invaluable inspiration to improve our biomimetics including sensing and signal processing. CAEP would also help us to reduce our loss in lives and properties through detecting the precursors of the forthcoming natural disasters. We have explored the important issues on *** is CAEP? 2. What are the major stimuli and essential mechanisms in CAEP? and 3. What wisdoms can we gain from CAEP for better understanding and to further advance our biomimetics? We have made good advances in all the three critical issues. With our preliminary results, we can explain the nearly no animal casualty in the 2004 Indian Ocean tsunami tragedy and the successful early warning in the 1975 Haicheng earthquake. We can also shed some light to the sudden disappearance of the unusually large group of sea lions at Pier 39 in San Francisco during 2009. Furthermore, we can fix the challenging twists of some anomalous animal behaviors in 2008 Wenchuan earthquake. Improved modeling and helpful appropriate experiments are needed to make further good advances. A better grasp of the CAEP can help us to improve our wisdom in biomimetics. It can also provide us with potentially vital systems for early warning of the deadly abrupt natural disasters.

关键词： Biomimetics Panic collective behavior Animal Stimuli

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Instrumentation 2021年第1期8卷 29-42页

作者： ZHANG Xuguang ZHU Yanna School of Communication Engineering Hangzhou Dianzi UniversityHangzhouChina

In the process of crowd movement,pedestrians are often affected by their *** order to describe the consistency of adjacent individuals and collectivity of a group,this paper learns from the rules of the flocking behavior,such as segregation,alignment and cohesion,and proposes a method for crowd motion simulation based on the Boids model and social force ***,the perception area of individuals is divided into zone of segregation,alignment and ***,the interactive force among individuals is calculated based upon the zone information,velocity vector and the group *** interactive force among individuals is the synthesis of three forces:the repulsion force to avoid collisions,the alignment force to keep consistent with the velocity direction,and the attractive force to get close to the members of *** segregation and alignment areas,the repulsion force and alignment force among pedestrians are limited by visual field ***,the interactive force among individuals,the driving force of destination and the repulsion force of obstacles work together to drive the behavior of crowd *** simulation results show that the proposed method can not only effectively simulate the interactive behavior between adjacent individuals but also the collective behavior of group.

关键词： collective behavior Crowd Motion Simulation Social Force Model Boids Model

Aggregation and Pattern Formation of Multi-Agent Systems

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Aggregation and Pattern Formation of Multi-Agent Systems

From cellular excitation rhythms to excitable cell ensembles

第二十六届中国控制会议

作者： Chen Zhifu,Chu Tianguang Intelligent Control Laboratory,Center for Systems and Control,College of Engineering,Peking University,Beijing 100871,P.R.China

This paper considers a type of multi-agent *** interactions among the individual agents are assumed to be universally repulsive and selectively attractive,so as to realize desired pattern formations in the systems by choosing appropriate coupling ***,it is shown that the system with symmetric couplings always displays convergent dynamics to steady-state *** in asymmetric case the system exhibits more complex behavior,such as self-organized *** is also demonstrated numerically how to arrived at typical formations in a multi-agent system by assigning specific form of attractive coupling structures.

关键词： Multi-agent systems collective behavior Pattern formation Attractive-repulsive interactions

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From cellular excitation rhythms to excitable cell ensembles