This is an attempt of anthropological exploration of PvsNP world by thought and computational experiments (please,see as Introduction :http://arxiv.org/abs/0904.3074v1/ also
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Great news for explorers of P v NP world ! New interdisciplinary journal "Algorithmic Finance" with Managing Editor Philip Maymin and brilliant Advisory Board ( Leonid Levin and Stephen Wolfram !) was established. My "futuristic" article has a sense, I do not need "to await next century" to discuss my anthropological findings - journal opens both a nascent field of study and a new high - quality academic research centre that seek to bridge computer science, finance and anthropology of the future! It covers such applications as agent based finance, complexity and market efficiency, field behavioural finance examining the algorithms of the traders, regulators and investors, applications of quantum computation etc...
The Oxford-led Hub will use a small full-scale quantum computer where building blocks such as trapped ions, superconducting circuits, or electron spins in solids, are linked up by photonic quantum interconnects. This naturally aligns with the work at other Hubs, through systems like distributed sensors and communications networks.'
Speaking ahead of the announcement of the four Quantum Technology Hubs Greg Clark, Minister of State for Universities, Science and Cities, said: 'This exciting new Quantum Hubs network will push the boundaries of knowledge and exploit new technologies, to the benefit of healthcare, communications and security.
Clayton Christensen and Andrew Lo delivered excellent and inspirational talks, challenging the audience to rethink key concepts in Management and Finance. You can now watch all the lectures online:
MANAGWatch Professor Clayton Christensen's lectures here >
FINANCWatch Professor Andrew Lo's lectures here >
A New Kind of Anthropology Based Economics
Clarendon Lectures in Finance 2013: The Adaptive Markets Hypothesis
Delivered by Andrew Lo, MIT
Lecture 1: Evolutionary Foundations of Behaviour and Rationality
Lecture 3: Hedge Funds: The Galapagos Islands of Finance
Lecture 2: Adaptive Markets in Theory and Practice
One of the most influential ideas in the past 30 years of the is the Efficient Markets Hypothesis, the idea that market prices incorporate all information
rationally and instantaneously. However, the emerging discipline of behavioral economics and finance has challenged this hypothesis, arguing that markets are not rational, but are driven by fear and greed instead. Recent research in the cognitive neurosciences suggests that these two perspectives are opposite sides of the same coin. In this article I propose a new framework that reconciles market efficiency with behavioral alternatives by applying the principles of evolution| competition, adaptation, and natural selection|to nancial interactions. By extending Herbert Simon's notion of "satisficing" with evolutionary dynamics, I argue that much of what behavioralists cite as counterexamples to economic rationality|loss aversion,overcon dence, overreaction, mental accounting, and other behavioral biases |are, in fact,consistent with an evolutionary model of individuals adapting to a changing environment via simple heuristics. Despite the qualitative nature of this new paradigm,the Adaptive Markets Hypothesis offers a number of surprisingly concrete implications for the practice of portfolio management.
Comments : Andrew Lo had found simplification for probability matching problem in Economics in the terms of linear algebra + he uses forgotten social and paleoanthropology findings in order to justify that market irrationality = natural adaptation. Some details of my experiment ,thus, could be explained by Lo's irrationality concept ( however, quantum like games provide more advanced mathematics for it )
Final Conference,Royal Statistical Society ,16th April 2013
Quantum Cryptography and Big Data Analytics
I gave poster + informal talk about my new field project . Some statements :
Being participant –and – observer ( in B. Malinowski sense ) of QCrypt scientific community I try to predict social impact of social media ( internet, nonclassical devices, new kinds of computers ) evolution. In particular, social impact of the introduction of quantum computers is investigated because it is expected that a quantum computer might one day be able to crack computer codes of the banks, military and governments. In order to provide comfortable transitive period for classical-quantum evolution in future, quantum cryptanalysts want to find plausible computational assumptions that help in developing robust so- called ‘post-quantum cryptography’ and its central assumption - an existence of one-way function. There are different candidates of complete one-way functions ( associated with P ≠ NP solution of the fundamental computer science problem ) , for example – RSA function, Levin’s complete function and one-way function suggested by Moor, Russell and Vazirini. The former is a classical public key scheme based on the hardness of the unique shortest vector problem for lattices. It can be argued to be resilient against quantum attacks by relating security guarantees to a hidden subgroup problem in dihedral groups for which despite much effort by experts on quantum algorithms, no polynomial quantum algorithm has been found…. Moore et al.’s proposal rests on an argument from lower bounds on the size of a quantum memory that would be required for the standard quantum approach to graph isomorphism by reducing again to a hidden subgroup problem…. The following topics are of particular interest of today’s quantum cryptanalysts : [a] Quantum attacks on currently deployed schemes: quantum cryptanalysts are interested in quantitative estimates for the resources (such as the number of qubits and quantum gates) that are needed to carry out quantum attacks against established cryptographic schemes.  Quantum algorithms to attack potential new hardness assumptions: Especially the quantum perspective on lattice problems, decoding problems for error correcting codes, computational questions in number theory, and multivariate cryptography are of interest.  Quantum computational assumptions: We are interested in problems that are currently considered as intractable, even for a quantum computer, and might have cryptographic potential. This includes technological assumptions, like bounded quantum-storage.
Complexity Anthropology and Complexity Economics
H. Peyton YoungDepartment of Economics, University of Oxford"How likely is contagion in financial networks?"
" Interconnections among financial institutions create potential channels for contagion and amplification of shocks to the financial system. We propose precise definitions of these concepts and analyze their magnitude. Contagion occurs when a shock to the assets of a single firm causes other firms to default through the network of obligations; amplification occurs when losses among defaulting nodes keep escalating due to their indebtedness to one another.
Contagion is weak if the probability of default through contagion is no greater than the probability of default through independent direct shocks to the defaulting nodes. We derive a general formula which shows that, for a wide variety of shock distributions, contagion is weak unless the triggering node is large and/or highly leveraged compared to the nodes it topples through contagion. We also estimate how much the interconnections between banks increase total losses beyond the level that would be incurred without interconnections. A distinguishing feature of our approach is that the results do not depend on the specific topology: they hold for any financial network with a given distribution of bank sizes and leverage levels. We apply the framework to European Banking Authority data and show that both the probability of contagion and the expected increase in losses are small under a wide variety of shock distributions. Our conclusion is that the direct transmission of shocks through network connections does not in itself have a major amplifying effect; other mechanisms such as loss of confidence and declines in credit quality are more important sources of contagion ".
Comments. It could be interesting for anthropologists as well, because phenomenon of contagion is considered in current holistic anthropology of crowd and complexity anthropology. Mathematically,contagion is a kind of entanglement described by methods of elementary algebra.There are new developments here in current literature and later we'll consider it in details..
Complexity Anthropology and Complexity Economics 4
Tuesday 26th February 2013 Stephen KinsellaKemmy Business School, University of Limerick"Agent based models and stock flow consistent models: a coherent alternative?"
Comments: Agent based models (ABM) represent a type of " computational models for simulating the actions and interactions of autonomous agents (both individual or collective entities such as organizations or groups) with a view to assessing their effects on the system as a whole. It combines elements of game theory, complex systems, emergence, computational sociology, multi-agent systems, and evolutionary programming. Monte Carlo Methods are used to introduce randomness"(Wikipedia) Some ABMs are also called individual-based models and they could be used in complexity anthropology. Practical platform of ABM is formulated by system of high degree equations having solutions in complex numbers. This means that quantum approaches ( quantumness usually is associated with special kind of numbers called complex numbers (x+yi)) also possible.It is more direct and simple way to find right structure in unexpected complexity of economic holistic reality.
Complexity Anthropology and Complexity Economics 3
Today's speaker Professor Richard Wilson, Professor of Pattern Analysis, Department of Computer Science, University of York presented an essential block of Complexity economics ‘Generative models of networks’
It is very interesting that economists use physics based concept of Complexity Control as well as non-Euclidean structures of network data.
My comments : Indeed, graphs are two-dimensional plane descriptions of the networks, thus, we can use a sort of random walks in complex plane as well...Richard had found this is new idea.
Summary: " Graphs and networks are becoming increasingly important representations of data in a wide range of fields including engineering, neuroscience, social sciences, chemoinformatics and bioinformatics. This is because they give a natural representation to connections, relationships and interactions. One of the key questions that arises is how to model such networks. In this talk Richard will give an overview of some well known and some more recent attempts to model the structure of graphs and networks. In particular he will focus on recent attempts to construct a generative model for graphs which can be learnt from data. He will explain how simple models can be learnt and discuss the difficult issue of controlling model complexity. Finally He will mention some possible future directions for this approach".
Complexity Anthropology and Complexity Economics 2
Complexity Anthropology (introduced my article) and Complex Economics attempt to study nonclassical reality in economics. Recent event at CABDyN Complexity Centre showed that complexity economists try to use a new kind of "strategic games" where players are agree to disagree and Classical Probability is basic assumption.In comparison Complexity Anthropology uses non-classical (quantum) Probability and quantum-like game approach. Hence, more realistic analysis of human decision making in economy in vivo.In my refinements to Timo's talk new associations with Levi-Bruhl anthropology are introduced.
Tuesday 5th February 2013 (12:30 -14:00 Andrew Cormack Seminar Room) Timo Ehrig Max Planck Institute for Mathematics in the Sciences Expectation formation: inductive reasoning about novel opportunities, and reflexivity
"In this talk, I will explore how we (should) make decisions when we face novel opportunities, like Amazon in the perspective of 1998. Briefly, I will also give a taste of a new project (with J. Jost) in which we attempt to understand how agents read other agents' beliefs from prices and interest rates. Both projects
are linked by the general attempt to understand expectation formation in a world of incomplete and sometimes inconsistent knowledge.I will discuss how we (should) make decisions when probabilities are unavailable - how we (should) make use of induction. In particular, I will explore how expectations for novel opportunities -like Google in perspective of 2004- (should) come about.
To form such expectations deliberately, decision-makers need to make use of induction: In their reasoning, they derive plausible conclusions that go beyond the information in the premises, for instance, by using analogies.Taking a normative perspective, I explain why asymmetric expectations among individuals can exist, even when information is symmetric: Differences in the epistemic entrenchment of (defined as 'a preference ordering over') elementary inductive explanations of the novelty bring about heterogeneity in final expectations.I identify the skills of decision-makers to generalize, and to detect and resolve inconsistencies as psychological sources of advantages in forming expectations.
At the end of the talk, I will give a brief taste of a new project (with Juergen Jost) in which we attempt to explain theoretically how beliefs about the beliefs of other market participants flow into, and are read from interest rates. This project is related to the work on induction, as we attempt to understand the consequences of inconsistent and fragmentary knowledge for market interactions.
Through the talk, I will illustrate the theoretical questions with examples from an ongoing empirical project with K. Katsikopoulos from the group of G. Gigerenzer - in this project, we go into actual investment banks and interview workers to find out how they reason inductively, and how they reason about other people in the market."
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