4 papers
Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model
Kirill S. Glavatskiy, Mikhail Prokopenko, Adrian Carro +2
Urban housing markets, along with markets of other assets, universally exhibit periods of strong price increases followed by sharp corrections. The mechanisms generating such non-l…
Q-Gaussian diffusion in stock markets
Alonso-Marroquin Fernando, Arias-Calluari Karina, Harre Michael +2
We analyze the Standard & Poor's 500 stock market index from the last 22 years. The probability density function of price returns exhibits two well-distinguished regimes with self-…
Entropy and Transfer Entropy: The Dow Jones and the build up to the 1997 Asian Crisis
Michael S. Harre
Entropy measures in their various incarnations play an important role in the study of stochastic time series providing important insights into both the correlative and the causativ…
An interview based study of pioneering experiences in teaching and learning Complex Systems in Higher Education
Joseph T. Lizier, Michael S. Harré, Melanie Mitchell +5
Due to the interdisciplinary nature of complex systems as a field, students studying complex systems at University level have diverse disciplinary backgrounds. This brings challeng…