Book Description
Everyone knows the small-world phenomenon: soon after meeting a stranger, we are surprised to discover that we have a mutual friend, or we are connected through a short chain of acquaintances. In his book, Duncan Watts uses this intriguing phenomenon--colloquially called "six degrees of separation"--as a prelude to a more general exploration: under what conditions can a small world arise in any kind of network?
The networks of this story are everywhere: the brain is a network of neurons; organisations are people networks; the global economy is a network of national economies, which are networks of markets, which are in turn networks of interacting producers and consumers. Food webs, ecosystems, and the Internet can all be represented as networks, as can strategies for solving a problem, topics in a conversation, and even words in a language. Many of these networks, the author claims, will turn out to be small worlds.
How do such networks matter? Simply put, local actions can have global consequences, and the relationship between local and global dynamics depends critically on the network's structure. Watts illustrates the subtleties of this relationship using a variety of simple models---the spread of infectious disease through a structured population; the evolution of cooperation in game theory; the computational capacity of cellular automata; and the sychronisation of coupled phase-oscillators.
Watts's novel approach is relevant to many problems that deal with network connectivity and complex systems' behaviour in general: How do diseases (or rumours) spread through social networks? How does cooperation evolve in large groups? How do cascading failures propagate through large power grids, or financial systems? What is the most efficient architecture for an organisation, or for a communications network? This fascinating exploration will be fruitful in a remarkable variety of fields, including physics and mathematics, as well as sociology, economics, and biology.
Customer Reviews:
All the details you need to know to understand Watts' and Strogatz' famous article.......2007-03-12
The book basically gives all the details needed to understand Watts and Strogatz famous Nature article 'Collective Dynamics of Complex Networks' in 1998. I think that it is basically Watts PhD-thesis and as such it is of course nicely written, but nothing for the laymen who is rather referred to Watts other, more story-telling book 'Six Degrees', Barabasi's book 'Linked', or to another book that I would recommend most, namely the one by Mark Buchanan titled 'Small Worlds'. Mark is a skillful scientific writer and his book has a broader scope that makes it more interesting than each of the two monographs that are a bit more focused on the scientists own contribution.
Not enough contents to be a good book.......2005-07-08
Networks are since a couple of years object of intense research in several different disciplines. One reason therefore is certainly the outstanding article by Watts and Strogatz, Collective dynamics of small world networks, Nature, 393:440--442, 1998. Unfortunatelly, this book can not continue the high level of this article. Actually, it does not really provide much more information than the article itself. I would suggest to read the article cited above and either decide for another book or to look directly in the literature and read the origninal articles.
To summarize, this book is not terribly weak, but one can clearly sees that it swims on the current 'complex networks' wave without providing enough justification for its existence. Of course, if you do not have access to the original literature and just what to have a general overview of complex networks and what be done with them, you may consider buying this book.
Good, but some typos.......2005-06-02
Mathematical level: Moderate; there's no calculus, and little high level math, but the book is quite mathematical in tone, and some of the arguments may be difficult to follow without a good "math sense". There are MANY equations and graphs.
Good points: Watts covers an area that will interest those who deal with mathematical models of social networks e.g. models of disease-spread, especially HIV. It might, however, cover other things that can spread through networks as well. He presents analysis of graphs (or networks) that are neither random nor highly structured; and begins to examine ways that the degree of structure v. randomness can be measured.
Bad points: There are more than the usual number of typos. The models presented are a "first step", only.
Inspiring.......2001-07-24
The author believes that human thought might be a small world, in the sense that one could reach any idea if he/she finds the right associations and "short-cut"s. The small-world theory is indeed one of those short cuts itself. It links many different domains and uncovers some interesting common behavior.
The theory is developed in a scientific manner with extensive numerical support. Rich literature reviews and many open questions make this book a good research reference. Complex observations are generally followed by qualitative explanations. However, some of the simpler derivations are not fully clear. I believe that adding a few lines here and there can turn this book into a textbook.
The book spans many different areas of science and a deep understanding of the related results may require some background. However, each chapter ends with a brief summary, allowing the reader to move forward if he/she finds the chapter difficult. In summary, as the author puts it, the book is simply the "end of the beginning" in an exciting new field.
Great scientific synthesis.......2000-07-12
The book takes a systematic look at the 'small world' graphs. These natural graphs have been discovered by graph theoretist as erly as 60's, but were not properly understood. The graphs are remarkable in their ability to cluster and scale lengths. There are fundumental connections between these graphs and complex systems, discrete dynamical systems, computation and information processing. Duncan has done a tremendous job in building experimetal and theoretical models trying to understand how these graphs come about and sustain themselves. Read this book.
Book Description
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis.
The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.
Customer Reviews:
Welcomed Surprise.......2007-10-13
This book provides a fairly elementary view of the vast subject of time series analysis. It easy to read and the author provides lots of basic calculations. Typically, such books stay away from the cutting edge topics but not this one. It is quite complete. I highly recommend it to anyone that knows a few basic things about time series and wants to take it much further.
Book Description
Standard texts and research in economics and finance ignore the absence of evidence from the analysis of real, unmassaged market data to support the notion of Adam Smith's stabilizing Invisible Hand. In stark contrast, this text introduces a new empirically-based model of financial market dynamics that explains the volatility of prices options correctly and clarifies the instability of financial markets. The emphasis is on understanding how real markets behave, not how they hypothetically 'should' behave.
Customer Reviews:
So what? .......2007-03-26
I am a 3rd year PhD student in Financial Economics, and although I should confess that I only browsed the book, not having fully read it (sorry about that...), I must say that this approach totally misses the target. I recommend anyone who is interested in knowing why to look up the following book review:
[...]
Have fun.
Good summary of the literature.......2007-01-10
I think this book is nicely written and covers a variety of subjects. What I missed while reading it was more applied examples.
McCauley complements Keynes and Mandelbrot.......2005-02-01
McCauley's(M) book definitely should be in the library of any technically trained (BA or BS degree in mathematics or statistics and a BA or BS in economics or finance) reader who is aware of the constant failure of neoclassical economics(and its modern variates such as rational expectations,real business cycle theory,monetarism,or supplyside economics), econometrics(Tinbergen,Frisch,Haavelmo and ,unfortunately,"Keynesian"econometricians like Modigliani,Tobin,Klein,and Solow) and financial analysts(Fama,Black,Merton,Scholes,Sharpe,Osborne,Markowitz and Cootner)to explain and forecast turning points in the business cycles of various countries and/or turning points in various financial markets(stock,commodity,real estate,currency,bond,money or derivatives)at any time in the last century,at least,using the assumption of normality(normal,lognormal,bivariate normal,multivariate normal,approximately normal,etc.).M presents a stochastic model based on the application of Green's Theorem to predict the future values of different options contracts(pp.180-192)that avoids the incorrect assumption of normality.M emphasizes changes in returns,as opposed to changes in prices a la Mandelbrot(pp.73-75).Again, the incorrect assumption of normality is avoided.This reviewer views these developments as occurring within the framework established by Mandelbrot no later than 1966.M is developing and improving aspects of Mandelbrot's general approach.However,there are three areas of M's book that need to be revised in a future edition.The first is his analysis of the classical-neoclassical concept of equilibrium and the process of adjustment involved over time.The argument made by neoclassical economists is that the economy( and all markets)is self equilibrating and always tending to or converging toward the optimal equilibrium point,although in point of fact,due to a constant set of external shocks,this equilibrium position is never reached.Thus, all short-run transactions may or may not be made at disequilibrium prices with no recontracting possible.The result,in the short run,is non optimal.However, in the long run,all of the losses and/or gains from such disequilibrium positions cancel or average out so that the resulting process can be analyzed "as if" the different markets were actually attaining equilibriums.Of course,all changes in market prices are assumed to be normally distributed around the equilibrium,market clearing price which is the average(arithmetic mean)of a normal probability distribution.This argument also is incorrect,but is much more difficult to refute since it is much more sophisticated ,using(misusing)the law of large numbers and the central limit theorem without ever actually examining the basic data.M needs to fine tune his basically sound critique to deal with the more sophisticated version of the neoclassical argument.If he does not,the neoclassical response will be that he does not understand microeconomic price theory.Second, Mandelbrot should not be bracketed with the likes of Markowitz Osborne,Sharpe,Black,Scholes,Merton,etc., on p.4 .Mandelbrot has, in fact,been clearly opposed,since the early 1960's, to the type of theoretical and statistical analysis and result that has been published by this group of economists and financial analysts.Third,M appears to have never read Keynes's A Treatise on Probability(1921;TP) or the 1939-40 exchange between Tinbergen and Keynes over the logical foundations of the basic econometric technique of multiple regression and correlation analysis ,as it regards forecasting of the business cycle.Keynes's complete argument can be found in chapter 17,pp.205-214,and chapters 29,30, 32,and 33 of the TP.Keynes always argued that,outside of the fields of life and physical science,the normal distribution was rather special and limited in application. The use of it required clearcut empirical testing of the data before normality could be assumed.Finally,Keynes's analytic tool in the General Theory(1936) is to show that the general case in macroeconomics is the existence of multiple stable equiibria.This describes the commodity or output market.The labor market is a function of changes in the commodity market.The labor market is in a state of constant disequilibrium,equilibrium only possibly occurring in the special case of a global optimum being obtained in the commodity market.M is correct that the analysis in most markets should be based on excess demand functions.Keynes arrived at this approach in 1936.A set of D=Z functions(functions clearly defined by Keynes in the GT and analyzed by Keynes in chapters 20 and 21 of the GT) define a locus of points that Keynes called the AGGREGATE SUPPLY CURVE.Only one of these points gives a global optimum.The economics profession has made a bloody mess of Keynes's mathematical analysis since the publication of the GT in 1936,constantly confusing the expected aggregate supply function,Z,with the aggregate supply curve,D=Z.M's treatment of Keynes is deficient and needs to be fixed in a later edition.A complete mathematical analysis of Keynes's theory of effective demand is contained in Brady(2004),"Essays on JM Keynes and..."
Some strengths, some weaknesses .......2004-12-28
The book serves up a very interesting and enlightening alternative to traditional economic thought in a variety of different contexts. I would certainly recommend it to any graduate student of physics or economics seeking to have a well rounded view the financial world.
The great weakness of this text is that the author seems to more than simply disagree with traditional economic theory, he despises it. That might not by itself be so great a weakness if the theory offered up in its stead were compelling, but, the author's passion notwithstanding, that is not the case here. The math aside, in tone and method this book reminds me very much of books authored by Intelligent Design advocates, seeking more to destroy the prominent competing theory than to present a coherent theory of its own.
Perhaps such passion is needed to get the neoclassical economists to pay attention. As in many things, I suspect the two schools of thought have much to teach one another.
On a more practical level, this is not a book for those who have not had a very solid grounding in mathematics, and likely unsuitable for all but the brightest, and most mathematically inclined, undergraduates.
Dynamics of Markets - Econophysics and Finance.......2004-12-10
Dynamics of Markets - Econophysics and Finance
by Joseph McCauley
reviewed by: Enrico Scalas
In 1720, Newton invested his money in the South Sea bubble and lost £20000, a lot of money in those days [1].
So, physicists do not always do it better in financial markets.
Having said that, let us now go on and consider the merits and limits of this book by Joseph McCauley.
The book is divided into nine chapters. Chapters 1, 3, 8 and 9 cover material from epistemology (ch. 1), probability theory (ch. 3), fluid dynamics (ch. 8), and the theory of computation (ch. 9). Chapters 2, 4, 5,6 and 7 are mainly devoted to economics and finance. Namely, chapter 2 critically reviews the general theory of equilibrium, chapter 4 is on the dynamics of markets, chapter 5 and 6 present portfolio selection theory and
option pricing, respectively, and, finally, chapter 7 is a criticism of thermodynamic analogies in finance.
The range of interests of the author is overwhelming and this book is the first attempt to put together many concepts taken from various disciplines in a coordinate view. I am a fan of this method and I much appreciate the effort of the author. However, this is also a limit, as the reader looking for recipes to price options or to select a suitable portfolio will be somehow disappointed. In the very same way, those looking for a
rational criticism of neo-classical assumptions in economics are likely to read the chapters on option pricing without great passion.
In a short review, it is impossible to take into account all the aspects of McCauley's book.
I will just discuss one: equilibrium in economics. But, before that, let me underline that this is the first book in Econophysics where everything in finance is done by explicitly formulating and calculating Green functions. Second, the author presents the European option price predictions in a closed algebraic form and, third, Gaussian returns play no role in the predictions fully based on the empirical distribution.
The author presents a nice criticism of the concept of equilibrium in economics which, in itself, is worth
buying and reading the book. The arguments are scattered throughout the book, as the author is interested
in discussing the behaviour of financial market. For economics and finance, the author provides convincing evidence that the only legitimate form of equilibrium is vanishing excess demand. But price fluctuations in actual financial markets cannot be effectively explained by a sequence of different economic equilibria determined by varying exogenous factors. Then, the only possibility is that excess demand is considered as a stochastic process leading to diffusive models for price (or return) dynamics. Thus, the use of the Green-function formalism in Finance is a natural and logical choice.
McCauley's discussion on equilibrium would have been helped by reference to Kaldor's 1972 paper on the irrelevance of equilibrium economics [2]. Kaldor's point of view coincides with the one of McCauley when he argues that ultimately theories must be confronted with the real world. In discussing the difference between an axiomatic theorem and a scientific theory, Kaldor quotes Einstein: << Physics constitute a logical system of thought which is in a state of evolution, whose basis cannot be distilled, as it were, from experience by an inductive
method, but can only be arrived at by free invention. The justification (truth content) of the system rests in the verification of the derived propositions by sense experiences. The skeptic will say: "it may well be true that this system of equations is reasonable from a logical standpoint. But it does not prove that it corresponds to nature". You are right, dear skeptic. Experience alone can decide on truth. >> [3]
Also in this book, as in many contemporary books, there are various misprints and the constant reference to wrong equation numbers is disturbing.
I think that this book can be read with profit both by physicists interested in complex systems and by economists interested in the principles of their discipline. Economists can always refer to Newton's example mentioned above, when they read in the book about the success of physicists in finance.
References
[1] C. Reed, "The Damn'd South Sea" Britain's greatest financial speculation and its unhappy ending, documented in a rich Harvard collection. Harvard Magazine, May-June 1999.
[2] N. Kaldor, "The Irrelevance of Equilibrium Economics", The Economic Journal, vol. 82, n. 328, 1237-1255, 1972.
[3] A. Einstein, "Ideas and Opinions", Gramercy; Reprint edition (December 12, 1988).
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Nonlinear Dynamics and Statistics
Manufacturer: Birkhäuser Boston
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ASIN: 0817641637 |
Book Description
Recently, a great deal of progress has been made in the modeling and understanding of processes with nonlinear dynamics, even when only time series data are available. Modern reconstruction theory deals with creating nonlinear dynamical models from data and is at the heart of this improved understanding. Most of the work has been done by dynamicists, but for the subject to reach maturity, statisticians and signal processing engineers need to provide input both to the theory and to the practice. The book brings together different approaches to nonlinear time series analysis in order to begin a synthesis that will lead to better theory and practice in all the related areas. This book describes the state of the art in nonlinear dynamical reconstruction theory. The chapters are based upon a workshop held at the Isaac Newton Institute, Cambridge University, UK, in late 1998. The book's chapters present theory and methods topics by leading researchers in applied and theoretical nonlinear dynamics, statistics, probability, and systems theory. Features and topics: * disentangling uncertainty and error: the predictability of nonlinear systems * achieving good nonlinear models * delay reconstructions: dynamics vs. statistics * introduction to Monte Carlo Methods for Bayesian Data Analysis * latest results in extracting dynamical behavior via Markov Models * data compression, dynamics and stationarity Professionals, researchers, and advanced graduates in nonlinear dynamics, probability, optimization, and systems theory will find the book a useful resource and guide to current developments in the subject.
Average customer rating:
- Great clear textbook
- Chiang's book is best.
- A must book for every serious economics student
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Dynamic Optimization: The Calculus of Variations and Optimal Control in Economics and Management (Advanced Textbooks in Economics)
Morton I. Kamien , and
Nancy L. Schwartz
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Optimal Control Theory and Static Optimization in Economics
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Microeconomic Theory
ASIN: 0444016090 |
Book Description
The long awaited second edition of
Dynamic Optimization is now available. Clear exposition and numerous worked examples made the first edition the premier text on this subject. Now, the new edition is expanded and updated to include essential coverage of current developments on differential games, especially as they apply to important economic questions; new developments in comparative dynamics; and new material on optimal control with integral state equations.
The second edition of
Dynamic Optimization provides expert coverage on:- methods of calculus of variations - optimal control - continuous dynamic programming - stochastic optimal control -differential games. The authors also include appendices on static optimization and on differential games.
Now in its new updated and expanded edition,
Dynamic Optimization is, more than ever, the optimum choice for graduate and advanced undergraduate courses in economics, mathematical methods in economics and dynamic optimization, management science, mathematics and engineering.
New features of
Dynamic Optimization will show students:advances in how to do comparative dynamics; how to optimally switch from one state equation to another during the planning period; how to take into account the history of the system governing an optimization problem through the use of an integral state equation; and how to apply differential games to problems in economics and management sciences.
Customer Reviews:
Great clear textbook.......2007-01-27
I believe this was the first textbook to introduce dynamic optimization to economists. It's simply and clearly written. Each chapter introduces a new development, goes into the theory behind it and gives examples, in just a few pages so you can go through it in bite-sized chunks. The style is unfussy but doesn't talk down to you. Two appendices explain important theorems in calculus and differential equations, briefly but in enough detail to be usable if you aren't familiar with those parts of the maths. This is an excellent textbook, although I can't compare it with the competition.
Chiang's book is best........2001-05-04
This book is decent, but I think that Chiang book is better that this book, I recommend "Elements of Dynamic Optimization" from Alpha Chiang (ISBN: 157766096X), it's better.
A must book for every serious economics student.......2001-02-15
There is no doubt that to master in advanced economics one should have a firm grasp on mathematical tools. Kamien and Schwartz's Dynamiz Optimization is the perfect book to this end. Actually it deserves a rating more than five stars.
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Empirical Methods for the Study of Labor Force Dynamics (Fundamentals of Pure and Applied Economics, V. 60.)
Kenneth Wolpin
Manufacturer: Routledge
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In the last twenty years there has been an explosion of economic research on labor force dynamics; the movement of individuals between labor force states. This book focuses on the methods by which behavioral theories of labor force dynamics have been empirically implemented. Most attention is paid to the partial equilibrium two-state transitional model of job search behavior. That model is the foundation for much of our thinking about the nature of unemployment at both the individual and aggregate levels. Although the basic formulation has remained the same, approaches to the empirical implementation of such models has changed dramatically.
Book Description
Treating the mathematical methods used in the economic dynamics, this book shows how they are utilised to build and analyse dynamical models. Accordingly, the focus is on the methods, and every new mathematical technique introduced is followed by its application to select economic models. The mathematical methods covered range from elementary linear difference and differential equations and simultaneous systems to the qualitative analysis of non-linear dynamical systems. Stability considerations are stressed throughout, including many advanced topics. Synergetics and catastrophy theory are also dealt with. The reader is guided through a step-by-step analysis of each topic, be it a mathematical method or an economic model. The Study Edition also provides the reader with solutions to the numerous exercises.
Customer Reviews:
why bother trying to buy it here!!!?.......2005-07-06
It may be a great book, yet Amazon does not have it.. it takes a month to respond you it does not have it!!!. So, move on and get it somewhere else!!
Needless to Say, Excellent!!.......2002-08-09
An amazing book!! Detail analysis of the methods with ample examples. I can't point out ONE short coming of the book except the price....
Excellent book about Economic Dynamics.......2001-03-23
Treating the mathematical methods used in economic dynamics, this book shows how they are utilised to build and analyse dynamic models. The mathematical methods covered range from elementary linear difference and differential equations and simultaneous systems to the qualitative analysis of non-linear dynamical systems.
I recommend this book thoroughly.
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Dynamic Programming (Pure and Applied Mathematics)
Sniedovich
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Portrays dynamic programming as a methodology, identifying its constituent components, and explaining how it approaches problems and tackles them. Does not consider it as a practical tool, nor how it might address any actual situations in the real world. Assumes calculus, set theory, and some optimi
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Dynamic Modeling for Marine Conservation
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Modeling Dynamic Climate Systems (With CD-ROM)
ASIN: 0387953175 |
Book Description
The effects of disturbed ecosystems, from devastating algal blooms to the loss of whale populations, have demonstrated the vulnerability of the oceans¿ biodiversity. Conservation of marine systems requires knowledge from many different fields in order to understand the complex interactions that threaten those systems. Dynamic Modeling for Marine Conservation provides a method of learning how these systems function, determining how natural and human actions have put them in peril and how we can best influence the marine world in order to maintain biodiversity. The difficulties of research and experimentation in the oceans make computer modeling particularly helpful for marine conservation. Modeling also enables scientists to communicate their findings with managers and others concerned with putting their ideas into practice. The book will demonstrate dynamic modeling through the use of the STELLA modeling program and case studies from marine conservation. After a section devoted to the concepts and tools needed to model marine systems, each chapter introduces background information about a key topic in marine conservation, presents an appropriate model, and discusses the results and implications. Contributors bring a wide range of expertise and experience to a selection of models relevant to real-world conservation problems. All models and a run-time version of the STELLA software are included with the book on a CD-ROM, which is compatible with both Macintosh and Window platforms.
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