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2011上海复杂系统科学研究论坛

已有 4990 次阅读 2011-5-12 03:32 |个人分类:会议信息|系统分类:博客资讯| 系统科学, 上海理工大学, 复杂系统研究论坛, 复杂系统科学研究中心

2011上海复杂系统科学研究论坛  
    
主办单位:上海理工大学复杂系统科学研究中心 
  
时间:201163 
   
地点:上海理工大学南区管理学院
科技楼四层第二会议室 
       
组织委员会:
许晓鸣(上海理工大学校长);
陈斌(上海理工大学副校长);
高岩(上海理工大学管理学院院长);
车宏安(上海系统科学研究院执行院长);
张翼成(上海理工大学复杂系统科学研究中心 主任);
汪秉宏(上海理工大学复杂系统科学研究中心 副主任)  
   
     
上午:830-12:20 中文报告 (主持人:汪秉宏)
 
8:30-9:00 许晓鸣校长与张翼成教授致欢迎辞
 
9:00-9:40 汪小帆教授(上海交通大学): 群体智慧--复杂网络上的最佳共识形
 
9:40-10:20 陈天平教授(复旦大学)Dynamical Moment Neuronal Network: Model and Approach
    
10:20-11:00 史定华教授(上海大学)漫谈网络新科学
    
11:00-11:20 茶歇
   
11:20-11:50吴金闪博士 天文与物理系,不列颠哥伦比亚大学,温哥华,卑诗省,加拿大 Department of Physics & AstronomyUniversity of British ColumbiaVancouver,BC,Canada, V6T 1Z1):
量子博弈 (games on quantum objects)  
   
11:50-12:20杨会杰教授 (上海理工大学) Detecting Patterns Embedded in Time Series By Means of Random Matrix Theory

 
 
     
 
下午:13:40-17:00 英文报告  (主持人:张翼成)
 

13:40-14:00 USST President Prof. Xiaoming Xu and Prof. Yi-Cheng Zhang:    

Symposium Welcome

 

14:00-14:50 Prof. Gene Stanley Boston UniversityUSA

Title: ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION

 

14:50-15:10 Photo Taking and Coffee Break

 

15:10-16:10 Prof. Luciano Pietronero ISC-CNR and Univ. Sapienza, Roma, ItalyTitle: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS

 

16:10-17:00 Prof. Didier Sornette ETHSwitzerland

Title: The US stock market leads the Federal funds rate and Treasury bond yields

      
 
 英文报告摘要介绍 
 
ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION 

   

H. Eugene Stanley   [hes@bu.edu]

Departments of Physics and Chemistry, Boston University, Boston, MA 02215 USA

   

We will introduce the ``modern theory of networks'' in terms understandable to the nonspecialist.  Then we will describe specific examples that support the idea that there are universal features that characterize networks, whether they appear in internet, airline routes, or even networks of sexual contacts. 

      As an example, we will discuss very recent work [1-3], emphasizing its direct applicability to specific problems of preventing network breakdown.  The key concept is that systems comprised of more than one network are vastly more susceptible to failure cascades than isolated networks.  We also discuss potential applications to understanding financial breakdowns.

This work was carried out in collaboration with a number of colleagues, chief among whom are S. Havlin & R. Parshani (Bar-Ilan), S. V. Buldyrev (Yeshiva U), T. Preis and J. J. Schneider (Mainz), X. Gabaix (MIT and Princeton), X. Huang, J. Gao, V. Plerou, G. Paul, and P. Gopikrishnan (Boston University).

[1] S. V. Buldyrev, R. Parshani, G. Paul, H. E. Stanley, and S. Havlin, ``Catastrophic Cascade of Failures in Interdependent Networks'' Nature 464, 1025--1028 (2010). Accompanied by ``News  Views'' article by A. Vespignani on pp. 984--985.

[2] J. Gao, S. V. Buldyrev, S. Havlin and H. E. Stanley, ``Robustness of a Network of Networks'' Phys. Rev. Lett. (under review).

[3] X. Huang, J. Gao, S. V. Buldyrev, S. Havlin, and H. E. Stanley, ``Robustness of Interdependent Networks under Targeted Attack'' Phys. Rev. Rapid Communications 83 (2011).

 

 

Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS

 

Luciano Pietronero

ISC-CNR and Univ. Sapienza, Roma, Italy

luciano.pietronero@roma1.infn.it

 

We discuss a recent new approach to the complexity of countries and products in the spirit of the recent papers by Hidalgo and Hausmann (PNAS 2009). The basic information is represented by the matrix of countries and exported products. The standard economic analysis is essentially based on the GDP but the diversification of this into a series of different products provides an additional element of fitness in the spirit of biodiversification in a fluctuating enviroment. In fact the idea that specialization of countries towards certain specific products is considered as optimal in the standard analysis, but this could only be valid in a static situation. The strongly dynamical situation of the world market suggests that flexibility and adaptability are also important elements. The basic idea is to introduce a Fitness parameter for each country which is able to take into consideration this effect. Such an analysis, selfconsistently also leads to a ranking of the Quality of the products. These concepts are implemented with the use of statistical concepts inspired to the page rank (Google) problem may lead to a novel classification for the fitness of the countries and the quality of products which adds new information with respect to the standard economic analysis. This information can be used in various ways. The direct comparison of the Fitness with the country GDP gives an assessment of the non expressed potential of the country. Also for each country it is possible to define the quality of the products exported and how competitive is this country with respect to the other countries which produce the same product. Finally it is possible to make a planning for the optimal development of a country by considering its potential for adding a new product.

 

 

The US stock market leads the Federal funds rate

and Treasury bond yields

 

Didier Sornette

ETH

 

Using a recently introduced method to quantify the time varying lead-lag dependencies between pairs of economic time series (the thermal optimal path method), we test two fundamental tenets of the theory of fixed income: (i) the stock market variations and the yield changes should be anti-correlated; (ii) the change in central bank rates, as a proxy of the monetary policy of the central bank, should be a predictor of the future stock market direction. Using both monthly and weekly data, we find very similar lead-lag dependence between the S&P500 stock market index and the yields of bonds inside two groups: bond yields of short-term maturities (Federal funds rate (FFR), 3M, 6M, 1Y, 2Y, and 3Y) and bond yields of long-term maturities (5Y, 7Y, 10Y, and 20Y). In all cases, we observe the opposite of (i) and (ii). First, the stock market and yields move in the same direction. Second, the stock market leads the yields, including and especially the FFR. Moreover, we find that the short-term yields in the first group lead the long-term yields in the second group before the financial crisis that started mid-2007 and the inverse relationship holds afterwards. These results suggest that the Federal Reserve is increasingly mindful of the stock market behavior, seen at key to the recovery and health of the economy. Long-term investors seem also to have been more reactive and mindful of the signals provided by the financial stock markets than the Federal Reserve itself after the start of the financial crisis. The lead of the S&P500 stock market index over the bond yields of all maturities is confirmed by the traditional lagged cross-correlation analysis. This TOP method used here is generic to compare two time series and is of broad interest for matching patterns in financial time series in a systematic, non-parametric and precise way.

 

Title: Dynamical Moment Neuronal Network: Model and Approach
    

Tian-Ping Chen

Fudan University, Shanghai, China

    
Abstract: I shall present a theoretical framework on spike activities of leaky-and-integrate networks by including the first-order (mean firing rate) and the second-order statistics (variance and correlation), based on a moment neuronal network (MNN) approach. The dynamics and distribution of neural activities are approximated as a Gaussian random field. Using this novel model, I shall introduce analysis of several interesting phenomena of MNN and illustrate the computation capability of this model with experimental data.

 



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