Catálogo de publicaciones - libros

We analyze a 19-year time series of North American electric power transmission system blackouts. Contrary to previously reported results we find a fatter than exponential decay in the distribution of inter-occurrence times and evidence of seasonal dependence in the number of events. Our findings question the use of self-organized criticality, and in particular the sandpile model, as a paradigm of blackout dynamics in power transmission systems. Hopefully, though, they will provide guidelines to more accurate models for evaluation of blackout risk.

We analyze a chaotic growth cycle model which represents essential aspects of macroeconomic phenomena. Unstable periodic solutions detected from a chaotic attractor of the model are categorized into some hierarchical classes, and relationships between each class of them and characteristics of the attractor are discussed. This approach may be useful to clarify economic laws hidden behind complicated phenomena.

We discussed a model in this paper which shows the power-law behavior in a ranking problem of income. The Monte Carlo simulation of our model shows a satisfactory fit with the data for Japanese and US CEOs. We have investigated the origin of the power-law behavior which is proven by some fractal structure formed in our model system.

We propose a model for power-law problem in high-income against ranking. This model is so simple that we can examine the effect of some differences in competition rules where we obtain different power-law exponents as well as exact analysis by the master equation.

In this paper we present a model which allows to discriminate between two kinds of behavior connected with areas which we will call personal and economic. It seems that an attitude with regard to the personal area spreads in a different way than that with regard to the economic area. We assume that each agent tries to influence its neighbors, but in the personal area the information flows inward from the neighborhood (like in most opinion dynamic models), whereas in the economic area the information flows outward from the agent or group of agents to the neighborhood (like in the Sznajd model).

Economic flows are modeled based on the microscopic particle pictures, and studied by renormalized stochastic dynamics and simulations. From the universal behavior obtained, every catastrophic behavior of the flows may be understood, as well as which sub-system is concerned and how to avoid it by suitable control measures.

This paper outlines some of the concepts and tools which, although not in the mainstream macroeconomics literature, have been effective either in providing new results, or insights to known results.

Briefly put, the new approaches borrow concepts and tools from population genetics, condensed matter physics, and recently developped stochastic combinatorial analysis in statistics. Continuous-time Markov chains are constructed for clusters of heterogeneous types of interacting economic agents. We can then draw macroeconomic policy implications by examining solutions of master (Chapman-Kolomogorv) equations, Fokker-Planck equations or Langevin equations, as the needs call for them.

This paper attempts to introduce the reader to some of these new notions, and procedures to gain new insights and results.

This paper reports on some of these by loosely organizing them into four sections.

Competition phase space approach is proposed. Theoretical background is presented. Practical applications of the proposed approach to competition media monitoring are discussed.

The features of the time series for the overlap of two Cantor sets when one set moves with uniform relative velocity over the other looks somewhat similar to the time series of stock prices. We analyze both and explore the possibilities of anticipating a large (change in Cantor set) overlap or a large change in stock price. An anticipation method for some of the crashes has been proposed here, based on these observations.

In order to describe non-classical nature of economic phenomena, the use of quantum monadology, a quantum world model reinforced with Leibnizian monadology, is proposed, which provides not only the way of thinking but also a mathematical system that enables us to simulate personal and social human behaviors and to describe integrative or anomalous processes of economic systems.