英文标题：
《Instability and Information》
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作者：
Felix Patzelt
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最新提交年份：
2015
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英文摘要：
Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that adapt to information. Surprising connections are found between two apparently unrelated research topics: hand-eye coordination in balancing tasks and speculative trading in financial markets. Seemingly paradoxically, locally minimising fluctuations can increase a dynamical system\'s sensitivity to unpredictable perturbations and thereby facilitate global catastrophes. This general principle is studied in several domain-specific models and in behavioural experiments. It explains many findings in both fields and resolves an apparent antinomy: the coexistence of stabilising control or market efficiency and perpetual instabilities resembling critical phenomena in physical systems.
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中文摘要：
许多复杂系统表现出极端事件的频率远远高于正态分布的预期。这项工作研究了在适应信息的系统中，如何从基本原理中产生几个数量级的自相似活动爆发。在两个显然不相关的研究课题之间发现了令人惊讶的联系：平衡任务中的手眼协调和金融市场中的投机交易。看似矛盾的是，局部最小化波动可以增加动力系统对不可预测扰动的敏感性，从而促进全球灾难。这一一般原则在几个特定领域的模型和行为实验中进行了研究。它解释了这两个领域的许多发现，并解决了一个明显的矛盾：稳定控制或市场效率与永久不稳定性的共存，类似于物理系统中的临界现象。
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分类信息：

一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Physics 物理学
二级分类：Adaptation and Self-Organizing Systems 自适应和自组织系统
分类描述：Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应，自组织系统，统计物理，波动系统，随机过程，相互作用粒子系统，机器学习
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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