Dynamic Systems Commons^™

Human-Centered Modeling Of Traffic As A Complex System, Poorendra P. Ramlall

Discovery Day - Daytona Beach

Traffic systems are driven not only by motion, but by interaction: vehicles influence one another, drivers continuously adapt to surrounding behaviour, and cognitive processes shape decisions that can propagate through the flow of traffic. Understanding these layered interactions is essential for improving traffic safety and for designing the next generation of intelligent, connected, and automated transportation systems. This PhD research develops a multiscale, data-driven framework for identifying, modelling, and ultimately interpreting interaction structure in traffic systems. The work first established an information-theoretic basis for this problem, demonstrating how information flow can uncover directional relationships in traffic dynamics and help infer …

A Simulation Assessment Of The 'Law Of One Price', Caleb Wilkins

Computational and Data Sciences (MS) Theses

The ‘law of one price’ is an appealing notion regarding pricing of tradeable commodities that are priced in different currencies. It states that the prices of the same good in different markets should be equal after adjustment for exchange rates and that equality should persist through exchange rate fluctuations.

My research simulates the market conditions that should precipitate the ‘law of one price.’ Data was obtained from the simulated trade between algorithmic artificial intelligence agents that operated under induced boundedly rational market behaviors. Trade took place in two initially separate markets, a high-price market with a higher equilibrium price and …

Mengukur Capaian Dan Identifikasi Konvergensi Pembangunan Infrastruktur Antarprovinsi Di Indonesia, Ressa Isnaini Arumnisaa', Aisyah Fitri Yuniasih

Jurnal Ekonomi dan Pembangunan Indonesia

Indonesia’s economic challenges are characterized by stagnant economic growth and regional development disparities. This study analyzes the achievement and convergence of infrastructure development across provinces in Indonesia during 2011–2021 through the construction of an Infrastructure Development Index (IPI). The study employs panel data from 33 provinces, using factor analysis to construct the IPI and the First Difference Generalized Method of Moments (FD-GMM) to examine convergence and its determinants. The results show that many provinces still have IDI scores below the national average. Furthermore, the FD-GMM model shows that σ-convergence and β-convergence occur in Indonesia. In addition, GRDP per capita, inflation, …

Welcome Tilly Norwood: Forecasting Hollywood’S Ai Policy Futures, Samuel P. Rooker

Senior Honors Projects, 2020-current

In late 2025, weekly trade publication Variety Magazine reported on the announcement of a new acting talent in Hollywood: Tilly Norwood. Norwood is an industry outsider and the pet project of Eline Van der Velden, who unveiled the actress’ existence to the world at the Zurich Film Festival. The announcement quickly gained media coverage while Van der Velden has since faced cyclical backlash from Hollywood trade unions, which does not seem entirely without reason. Tilly Norwood is a digital persona, a generative artificial intelligence (GenAI) program, designed by Van der Velden’s novel AI talent studio, Xicoia, to become the next …

Measuring Market Risk Through Entropic Var, Dragomir Nedeltchev, Tsvetelin Zaevski

Mathematical Modelling and Numerical Simulation with Applications

The article aims to measure the market risk beyond the basic risk measures like the Value-at-Risk (VaR) and the Expected Shortfall (ES). The Entropic Value-at-Risk is selected among the available measures based on its advantages -- it is the coherent upper bound of the VaR and ES. This risk measure is applied to the classical Black-Scholes model as well as to some more realistic ones, such as the exponential tempered stable model (the log-returns are presented by a tempered stable L\'evy process), the stochastic volatility model of Heston, its jump extension of Bates, and another stochastic volatility model but with …

Exploring The Dynamics Of Romantic Relationships Through The Lens Of Prem Rog, Umang Jain, Dheeraj Sharma, Pranay Goswami, Kuldeep Malik

Journal of Humanistic Mathematics

Romantic relationships are dynamic events that begin, grow, and frequently remain for a long time in a stagnant or fluctuating state until possibly dissipating. Although they are unquestionably the most significant dynamic events in our lives, dynamic systems theory has only recently included them in its formal framework. Without a mathematical model, it would be impossible to analyze and comprehend the dynamics because, in general, love stories are too brief to allow things to stabilize and are affected by the ups and downs of the surrounding community. In this paper, we set up models made up of four ordinary differential …

Entropic Foundation Of Finance And Physics: Securities Price Dynamics And Quantum Theory, Mohammad Abedi

Electronic Theses & Dissertations (2024 - present)

In many scientific and financial contexts, we must reason and make predictions under conditions of incomplete information. This dissertation develops Entropic Dynamics (ED) as a unified framework for deriving dynamical laws directly from principles of inference. Within this approach, probability distributions represent states of knowledge, and their evolution is determined through entropy maximization subject to relevant constraints. This leads to a novel concept of entropic time and a formulation of dynamics as an inferential process. In this talk, I will present how ED provides a common foundation across multiple domains. In physics, quantum dynamics for particles and scalar fields in …

Culture Mediates Climate Opinion Change: A System Dynamics Model, Louis (Lou) Gross, Yoon Ah Shin, Sara M. Constantino, Ann Kinzig, Katherine Lacasse, Brian Beckage

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

[Reev] Describing Social Movement Evolutionary Pathways Through The Conviction-Moderated Adaptive Voter Model, Arturo F. Serrano Borrero, Dylan Green, Olivia J. Chu

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Analysis Of Systematic Trade-Offs Between Military And Healthcare Expenditure Alongside Gdp Growth Of Select Asian And Western Exporting Economies In The 21st Century, Rahul Balamurugan, Carlos Gershenson, Preethi Nanjundan, Hiroki Sayama

Northeast Journal of Complex Systems (NEJCS)

This study explores the complexity in the trade-offs between military expenditure, healthcare expenditure, and GDP growth across select Asian nations and major weapon-exporting countries, examining how nations allocate finite resources between national security and human well-being over the past two decades. Using a systems science approach, the research integrates Granger causality testing to analyze temporal and directional relationships among GDP growth, military expenditure, and healthcare expenditure, uncovering their dynamic interdependencies. The methodology includes trend and slope analysis, Granger causality testing, outlier detection, and clustering to identify heterogeneity in resource allocation strategies. Developed, weapon-exporting nations exhibit complementary trends, with strong causality …

Essays On Technological Change And Scientific Research, Max Mayca

Electronic Theses & Dissertations (2024 - present)

The primary objective of economic science has long been to understand and promote growth, as it contributes to a more prosperous civilization and improves individual well-being. The core drivers of growth—capital accumulation, human capital development, and technological progress—are well-established. While capital deepening enables scaling of production, and human capital enhances labor productivity, technological and scientific advancements remain the most critical, as they continually redefine the efficiency frontier. Given this centrality, it is essential to understand how technological progress affects labor markets, how research resources should be allocated, and how technology relates to human capital formation.

The first part of this …

Multilayer Network Model Of Gender Bias And Homophily In Hierarchical Structures, Emerson Mcmullen

HMC Senior Theses

Although women have made progress in entering positions in academia and
industry, they are still underrepresented at the highest levels of leadership.
Two factors that may contribute to this leaky pipeline are gender bias,
the tendency to treat individuals differently based on the person’s gender
identity, and homophily, the tendency of people to want to be around those
who are similar to themselves. Here, we present a multilayer network model
of gender representation in professional hierarchies that incorporates these
two factors. This model builds on previous work by Clifton et al. (2019), but
the multilayer network framework allows us to …

Electroencephalogram Classification Of Brain States Using Deep Learning Approach, Hrishitva Patel

Computer Science Faculty Scholarship

The oldest diagnostic method in the field of neurology is electroencephalography (EEG). To grasp the information contained in EEG signals, numerous deep machine learning architectures have been developed recently. In brain computer interface (BCI) systems, classification is crucial. Many recent studies have effectively employed deep learning algorithms to learn features and classify various sorts of data. A systematic review of EEG classification using deep learning was conducted in this research, resulting in 90 studies being discovered from the Web of Science and PubMed databases. Researchers looked at a variety of factors in these studies, including the task type, EEG pre-processing …

Asset Pricing Under Randomized Solvable Diffusions, Hiromichi Kato

Theses and Dissertations (Comprehensive)

By employing a randomization procedure on the geometric Brownian motion (GBM) model, we construct our new pricing models with stochastic volatility exhibiting symmetric smiles in the log-forward moneyness, and admitting simple closed-form analytical expressions for European-style option prices. We assume that there are no infinitesimal correlations between the underlying asset prices and their volatility, and the integrated squared volatility processes are random variables with well-known probability density functions. Under some regularity conditions, closed-form expressions are obtained by taking the expectation of option prices under diffusion models over the integrated squared volatility process, which relate to the Bayesian framework in the …

Mechanisms Of Value-Biased Prioritization In Fast Sensorimotor Decision Making, Kivilcim Afacan-Seref

Dissertations and Theses

In dynamic environments, split-second sensorimotor decisions must be prioritized according to potential payoffs to maximize overall rewards. The impact of relative value on deliberative perceptual judgments has been examined extensively, but relatively little is known about value-biasing mechanisms in the common situation where physical evidence is strong but the time to act is severely limited. This research examines the behavioral and electrophysiological indices of how value biases split-second perceptual decisions and the possible mechanisms underlying the process. In prominent decision models, a noisy but statistically stationary representation of sensory evidence is integrated over time to an action-triggering bound, and value-biases …

Cure: A Mathematical Model Of Suicide Risk Among Us Veterans, Anna Singley, Ruth Olson, Sydney Adams, Hannah Callender Highlander

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

School Policy Evaluated With Time-Reversible Markov Chain, Trajan Murphy, Iddo Ben-Ari

Honors Scholar Theses

In this work we propose a reversible Markov chain scheme to model for the mobility of students affected by a grade school leveling policy. This model provides unified and mathematically tractable framework in which transition functions are sampled uniformly from the set of {\bf reversible} transition functions. The results from the study appear to confirm the disadvantageous effects of this school policy, on par with the of a previous model on the same policy.

Modeling Voting Dynamics In A Two-Party System: Social Interaction And Media Consumption, Caleb Ignace

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Self-Correcting Kelly Strategies For Skeptical Traders, Aaron C. Brown

International Conference on Gambling & Risk Taking

The Kelly criterion gives the appropriate bet size in idealized situations with known parameters. In financial trading situations parameters are generally unknown and the mathematical assumptions underlying the Kelly proof are not met precisely. Moreover a risk manager typically must cooperate with a trader who may be skeptical about both the Kelly criterion specifically and the concept of mathematical optimization of bet size in general.

This presentation tackles the problem of designing a Kelly-based system for setting trade risk management parameters that is both self-correcting (the system delivers good results even if initial parameter are misestimated or parameters change) and …

Estimating Cost Adjustments Required To Accomplish Target Savings In Chronic Disease Management Interventions: A Simulation Study, Rafael Diaz, Joshua G. Behr, Bruce S. Britton

VMASC Publications

Chronic diseases are persistent ailments that are not preventable or curable with medication or vaccination. Many of the leading chronic conditions in industrialized societies may be related to lifestyle choices. The prevalence of these chronic conditions significantly affects the health, suffering, and longevity of patients. This paper demonstrates the utility of system dynamics as an approach to model and simulate the behavior of key cost factors in the implementation of population health management interventions. The study uses modeling and simulation as an evaluative method to identify potential savings stemming from an intervention within a well-defined population group. The model is …

Experimental Evidence For Heterogeneous Expectations In A Simple New Keynesian Framework, Atticus David Holm Graven

Business and Economics Honors Papers

This paper is a two-dimensional analysis of agent behavior in a standard New Keynesian (NK) Macroeconomic model. On the dimension of pure mathematics, we analyze the parameters of the NK model and of possible prediction rules. On the other dimension we continue a practice of empirical study of heterogeneous expectations with an experiment. The experiment will ask participants to make predictions of future output and inflation. Their responses will create a data-set upon which analysis will be performed to illuminate and corroborate current theories of economic decision making. The literature has shown that most agents' forecasting rules can be modeled …

Fuzzy Analysis Of School Dropouts And Their Life After, Florentin Smarandache, W.B. Vasantha Kandasamy, K. Amal, K. Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

In this book authors study and analyze the problem of school dropouts and their life after. The problems can by no means be analyzed by collecting the numerical data. For such data can only serve as information beyond that the data can be of no use, for the school dropouts suffer an environment change after becoming a school dropout. Thus the emotions of the school dropout; is technically involved. A school dropout can be a child labourer, a rag picker or a social miscreant or be in police custody or be in a rehabilitation home if he/she is a runaway. …

Estimation Of Performance Indices For The Planning Of Sustainable Transportation Systems, Pankaj Maheshwari, Alexander Paz, Pushkin Kachroo

Graduate Publications & Presentations

What is sustainable transportation system?

Fulfill the needs of current generations without compromising the ability of future generations

Utilize resources without compromising their health and productivity Leads to development that improves quality of life

Assimilate economic, ecological, social, and bio-physical components of resource ecosystems

Minimize the use of renewable and non-renewable resources, provide affordability and equity between generations

Currency Trading Using The Fractal Market Hypothesis, Jonathan Blackledge, Kieran Murphy

Articles

We report on a research and development programme in financial modelling and economic security undertaken in the Information and Communications Security Research Group (ICSRG, 2011) which has led to the launch of a new company - Currency Traders Ireland Limited - funded by Enterprise Ireland. Currency Traders Ireland Limited (CTI, 2011) has a fifty year exclusive license to develop a new set of indicators for analysing currency exchange rates (Forex trading). We consider the background to the approach taken and present examples of the results obtained to date.

Nonlinear Dynamics Of Infant Sitting Postural Control, Joan E. Deffeyes

Department of Psychology: Dissertations, Theses, and Student Research

Sitting is one of the first developmental milestones that an infant achieves. Thus measurements of sitting posture present an opportunity to assess sensorimotor development at a young age, in order to identify infants who might benefit from therapeutic intervention, and to monitor the efficacy of the intervention. Sitting postural sway data was collected using a force plate from infants with typical development, and from infants with delayed development, where the delay in development was due to cerebral palsy in most of the infants in the study. The center of pressure time series from the infant sitting was subjected to a …

Of Parts And Wholes: Self-Similarity And Synecdoche In Science, Culture And Literature, Dirk Vanderbeke

Reconstruction: Studies in Contemporary Culture

[Editors' Introduction]

The discussion here centers on how self-similarity, or parts resembling a whole, has been a recurring aspect in the most diverse fields of human thinking from antiquity to the present. Primary examples are drawn from physics, biology, cybernetics, alchemy, philosophy, myth and, of course, language and literature. The author argues that self-similar patterns are one of the persistent ways in which the human mind structures its experience and knowledge of the world, and then examines some of the questions that arise when an almost ubiquitous concept, structure or linguistic and literary phenomenon resurfaces in a new guise in …

Is Chaos Theory Postmodern Science?, J. Linn Mackey

Reconstruction: Studies in Contemporary Culture

[Editors' Introduction]

Based on a comparison between the theories of N. Katherine Hayles (Chaos Bound: Orderly Disorder in Contemporary Literature and Science) and Vladimir Tasic (Mathematics and the Roots of Postmodern Thought), J. Linn Mackey asks the question Is Chaos Theory Postmodern Science and looks at parallels between the literature dubbed as postmodern and the scientific branch more properly termed complex dynamics. His conclusions are surprising: both Hayles and Tasic miss important connective elements of both the science and the practice of postmodernism. Postmodern science does, in fact, exist, and literature just may be it.

Real-Time Travel Time Estimation Using Macroscopic Traffic Flow Models, Pushkin Kachroo, Kaan Ozbay, Antoine G. Hobeika

Electrical & Computer Engineering Faculty Research

This paper presents the estimation of travel time on highways based on macroscopic modelling. The focus is on real-time values as compared to average or static values. The macroscopic models are used for distributed and time/space lumped settings and corresponding travel time estimation functions and algorithms are developed. The implications of these algorithms for the implementation of various incident management and traffic control strategies are also discussed.

Entropy Measures In Input-Output Analysis, Martin Zwick, Abbas Heiat

Complex Systems Faculty Publications and Presentations

Applications of Shannon's entropy measure to the matrices of technical and interdependence coefficients, to the final demand vector, and to other aspects of input- output tables are proposed. These entropy measures serve as indices of different types of economic diversity. The relevance of such indices for economic planning and for analyses of economic structural complexity and development is discussed.