most citedPredictability of large future changes in a competitive evolving population

87 citations · 155 across the 6 of their papers we have counts for

collaborators

6 papers

cond-mat.dis-nn2002

Managing catastrophic changes in a collective

David Lamper, Paul Jefferies, Michael Hart +1

We address the important practical issue of understanding, predicting and eventually controlling catastrophic endogenous changes in a collective. Such large internal changes arise…

cond-mat.dis-nn2002★ 6 cited

An Investigation of Crash Avoidance in a Complex System

Michael L. Hart, David Lamper, Neil F. Johnson

Complex systems can exhibit unexpected large changes, e.g. a crash in a financial market. We examine the large endogenous changes arising within a non-trivial generalization of the…

cond-mat.dis-nn2002

Crash Avoidance in a Complex System

Michael L. Hart, David Lamper, Neil F. Johnson

Complex systems can exhibit unexpected large changes, e.g. a crash in a financial market. We examine the large endogenous changes arising within a non-trivial generalization of the…

cond-mat.dis-nn2002★ 7 cited

Anatomy of extreme events in a complex adaptive system

Paul Jefferies, David Lamper, Neil F. Johnson

We provide an analytic, microscopic analysis of extreme events in an adaptive population comprising competing agents (e.g. species, cells, traders, data-packets). Such large change…

cond-mat.dis-nn2001★ 55 cited

Application of multi-agent games to the prediction of financial time-series

N. F. Johnson, D. Lamper, P. Jefferies +2

We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black…

cond-mat.dis-nn2001★ 87 cited

Predictability of large future changes in a competitive evolving population

D. Lamper, S. Howison, N. F. Johnson

The dynamical evolution of many economic, sociological, biological and physical systems tends to be dominated by a relatively small number of unexpected, large changes (`extreme ev…