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1
Content available remote

Emotional Agents at the Square Lattice

100%
Czaplicka A., Chmiel A., Hołyst J.
Acta Physica Polonica A
|
2010
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vol. 117
|
issue 4
688-694
EN
We introduce and investigate by numerical simulations a number of models of emotional agents at the square lattice. Our models describe the most general features of emotions such as the spontaneous emotional arousal, emotional relaxation, and transfers of emotions between different agents. Group emotions in the considered models are periodically fluctuating between two opposite valency levels and as result the mean value of such group emotions is zero. The oscillations amplitude depends strongly on probability p_{s} of the individual spontaneous arousal. For small values of relaxation times τ we observed a stochastic resonance, i.e. the signal to noise ratio SNR is maximal for a non-zero p_{s} parameter. The amplitude increases with the probability p of local affective interactions while the mean oscillations period increases with the relaxation time τ and is only weakly dependent on other system parameters. Presence of emotional antenna can enhance positive or negative emotions and for the optimal transition probability the antenna can change agents emotions at longer distances. The stochastic resonance was also observed for the influence of emotions on task execution efficiency.
2
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Sign and Amplitude Representation of the Forex Networks

100%
Gworek S., Kwapień J., Drożdż S.
Acta Physica Polonica A
|
2010
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vol. 117
|
issue 4
681-687
EN
We decompose the exchange rates returns of 38 currencies (including gold) into their sign and amplitude components. Then we group together all exchange rates with a common base currency, construct Minimal Spanning Trees for each group independently, and analyze properties of these trees. We show that both the sign and the amplitude time series have similar correlation properties as far as the core network structure is concerned. There exist however interesting peripheral differences that may open a new perspective to view the Forex dynamics.
3
Content available remote

Linguistic Complexity: English vs. Polish, Text vs. Corpus

100%
Kwapień J., Drożdż S., Orczyk A.
Acta Physica Polonica A
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2010
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vol. 117
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issue 4
716-720
EN
We analyze the rank-frequency distributions of words in selected English and Polish texts. We show that for the lemmatized (basic) word forms the scale-invariant regime breaks after about two decades, while it might be consistent for the whole range of ranks for the inflected word forms. We also find that for a corpus consisting of texts written by different authors the basic scale-invariant regime is broken more strongly than in the case of comparable corpus consisting of texts written by the same author. Similarly, for a corpus consisting of texts translated into Polish from other languages the scale-invariant regime is broken more strongly than for a comparable corpus of native Polish texts. Moreover, we find that if the words are tagged with their proper part of speech, only verbs show rank-frequency distribution that is almost scale-invariant.
4
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KASS v.2.2. Scheduling Software for Construction with Optimization Criteria Description

100%
Krzemiński M.
Acta Physica Polonica A
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2016
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vol. 130
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issue 6
1439-1442
EN
The paper presents fourth version of specialist useful software in scheduling KASS v.2.2 (Algorithm Scheduling Krzeminski System). KASS software is designed for construction scheduling, specially form flow shop models. The program is being dedicated closely for the purposes of the construction. In distinguishing to other used programs in tasks of this type operational research criteria were designed closely with the thought about construction works and about the specificity of the building production. The minimal time, the minimal slack of brigades, the minimal slacks of the chosen working brigade and costs of the transfer operation of working fronts are included in operational research criteria between work centers. It is possible to enter data into the program both by hand as well as to load the Excel from files, similarly is with results, they are presented on-screen as well as a possibility of enrolling them in the existing file Excel. An element is very valid for it since allows for further simple processing of received results. In providing software for performing operational research calculations a technique of the complete review and simulation technology are being exploited. A program describing algorithms is used which will stay in the article as well as shown computational examples will remain.
5
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Econophysics as a New School of Economic Thought: Twenty Years of Research

100%
Jakimowicz A.
Acta Physica Polonica A
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2016
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vol. 129
|
issue 5
897-907
EN
In 2015, the science known as econophysics, which has been developing very quickly in latest years, celebrated its 20th anniversary. Perhaps a 20-year period is too short to evaluate the importance and achievements of econophysics, but the broad scope of research and significance of certain results encouraged me to undertake such an attempt. If societies appreciate efforts by econophysicists, perhaps we will be able to avoid next economic crises and related losses. Econophysics is a transdisciplinary science based on the observation that physical objects and economic objects can share a common theory. Since logical homologies are its foundation, it is an example of the well-known isomorphism principle formulated by Ludwig von Bertalanffy. The emergence of interdisciplinary fields of knowledge is consistent with the paradigm of general systems theory. The development of a given field of knowledge is most often measured by its ability to formulate new knowledge about reality. Progress in research can be spoken of both when the application of traditional methods leads to the discovery of new facts and when new scientific laws are discovered using new methods. Econophysics is an attempt to develop economics through the transfer of research methods and techniques from physics to economics. We are therefore dealing here with a second possibility. The methods of physics most often applied in economics include the theory of stochastic processes, cellular automata and nonlinear dynamics. This study presents the most important existing achievements of econophysics and the attempts to reconcile them with traditional economic knowledge. The accomplishment of a paradigmatic correspondence between econophysics and economics, both in the local and in the global sense, is a prerequisite for using the achievements of the former in economic policy.
6
Content available remote

Reinterpretation of Sieczka-Hołyst Financial Market Model

80%
Denys M., Gubiec T., Kutner R.
Acta Physica Polonica A
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2013
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vol. 123
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issue 3
513-517
EN
In this work we essentially reinterpreted the Sieczka-Hołyst model to make it more suited for description of real markets. For instance, this reinterpretation made it possible to consider agents as crafty. These agents encourage their neighbors to buy some stocks if agents have an opportunity to sell these stocks. Also, agents encourage them to sell some stocks if agents have an opposite opportunity. Furthermore, in our interpretation price changes respond only to the agents' opinions change. This kind of respond protects the stock market dynamics against the paradox (present in the Sieczka-Hołyst model), where all agents e.g. buy stocks while the corresponding prices remain unchanged. In this work we found circumstances, where distributions of returns (obtained for quite different time scales) either obey power-law or have at least fat tails. We obtained these distributions from numerical simulations performed in the frame of our approach.
7
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Trust in Foreseeing Neighbours - A Novel Threshold Model of Financial Market

80%
Lipski J., Kutner R.
Acta Physica Polonica A
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2013
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vol. 123
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issue 3
584-588
EN
The three-state agent-based 2D model of financial markets in the version proposed by Giulia Iori in 2002 has been herein extended. We have introduced the increase of herding behaviour by modelling the altering trust of an agent in his nearest neighbours. The trust increases if the neighbour has foreseen the price change correctly and the trust decreases in the opposite case. Our version only slightly increases the number of parameters present in the Iori model. This version well reproduces the main stylized facts observed on financial markets. That is, it reproduces log-returns clustering, fat-tail log-returns distribution and power-law decay in time of the volatility autocorrelation function.
8
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Evacuation in the Social Force Model is not Stationary

80%
Gawroński P., Kułakowski K., Kämpf M., Kantelhardt J.
Acta Physica Polonica A
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2012
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vol. 121
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issue 2B
B-77-B-81
EN
An evacuation process is simulated within the Social Force Model. Thousand pedestrians are leaving a room by one exit. We investigate the stationarity of the distribution of time lags between instants when two successive pedestrians cross the exit. The exponential tail of the distribution is shown to gradually vanish. Taking fluctuations apart, the time lags decrease in time till there are only about 50 pedestrians in the room, then they start to increase. This suggests that at the last stage the flow is laminar. In the first stage, clogging events slow the evacuation down. As they are more likely for larger crowds, the flow is not stationary. The data are investigated with detrended fluctuation analysis and return interval statistics, and no pattern transition is found between the stages of the process.
9
Content available remote

Physicalistic Reasoning in Management Science

80%
Gospodarek T.
Acta Physica Polonica A
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2010
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vol. 117
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issue 4
658-668
EN
The main goal of this paper is to show a link between physicalistic reasoning and management problems, as well as to prove their usefulness for the quantization and computational support of decision-making under the conditions of uncertainty. The study lists a number of management-science topics juxtaposed with models derived from physics and formal descriptions of selected physical phenomena. The descriptions can be used in building models based on analogies with certain issues in management, especially related to the quantitative approach, where the definitions of measure are not well established. The most valuable contribution to management science derived from physical reasoning seems to be the introduction of a widely accepted definition of the managed system from an external and internal observer's viewpoint, and the definition of the state of the system at a given moment in time. The most promising results of the paper include the epistemological ordering, with an acceptable definition of the measure resulting from it. The physical approach offers a possibility of building an epistemological framework for management science, based on the logic of scientific discovery and combining similar results obtained from complementary disciplines, particularly psychology and social sciences.
10
Content available remote

Prosumption in the Public Administration Sector

80%
Jakimowicz A., Rzeczkowski D.
Acta Physica Polonica A
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2016
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vol. 129
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issue 5
1011-1017
EN
The aim of this article is to examine the possibility of implementing the rules of prosumption in the public administration sector in Poland. The level of development of the Polish e-Government system is far from satisfactory, taking into consideration comparatively narrow (regarding both type and range) set of public services provided on-line. A comprehensive method of public administration sector evaluation has not been worked out yet on the level of communes, though it is very useful because of the greatest innovative potential which has not been used so far. An assessment of a relatively deteriorating indicator of innovation in the public administration sector in Poland is impossible without going to the local level and analysing the situation in certain voivodeships, especially in the communes which are the main units of the local government. Prosumption is the main idea of a new economic school called wikinomics, it means blurring the difference between the producer or a service provider and the customer by including the latter to the processes of production of goods or supplying services. According to the article, prosumption in the public administration sector can be used in two ways. Firstly, it should be known to what extent internet sites of commune offices can be transformed into social innovative platforms which could show natural creativity of customers. Secondly, it is important to determine whether the main principles of prosumption, such as getting rid of control, peering and sharing the results, can be used in practical work of commune offices. This article is focused on the research of web pages issued by the local authorities. The possibility to use web pages as platforms to provide public service on-line is evaluated. Besides, the correspondence analysis was introduced, which helped to identify the innovative potential in the public administration sector and evaluate it paying special attention to the processes of prosumption. A rational expectations hypothesis allowed to explain the process of the appearance of systematic errors in interaction between a citizen and an official. It appeared that systematic errors result in perception gaps. Prosumption is the most successful mechanism for reduction of perception gaps.
11
Content available remote

Agent-Based Modelling of a Commodity Market Dynamics

80%
Gębarowski R., Drożdż S., Górski A., Oświęcimka P.
Acta Physica Polonica A
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2016
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vol. 129
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issue 5
1032-1037
EN
A modification of Yasutomi's agent-based model of the commodity market is investigated. It is argued that introduced modification of the microscopic exchange rules allows for emergence of commodity exchange rates in the model. Moreover, the model scaling due to finite size effects is considered and some practical implications of such scaling are discussed.
12
Content available remote

Modelling Emergence of Money

80%
Górski A., Drożdż S., Oświęcimka P.
Acta Physica Polonica A
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2010
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vol. 117
|
issue 4
676-680
EN
The agent-based computational economic (ACE) model with one free parameter (Thresh) proposed by Yasutomi is analyzed in details. We have found that for a narrow range of the parameter, in the money emergence phase, the money lifetime is finite and the "money switching" effect can be observed for long enough time evolution. Long periods of stability are followed by shorter periods with much shorter money lifetimes. Distributions of the money switching points have been found to have non-Cantor distribution on the time axis, i.e. the Rényi exponents determined by the box-counting algorithm equal 1.0 with high accuracy.
13
Content available remote

Genetic Algorithms Approach to Community Detection

80%
Mazur P., Zmarzłowski K., Orłowski A.
Acta Physica Polonica A
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2010
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vol. 117
|
issue 4
703-705
EN
The so-called community detection problem is investigated within a framework of graph theory. Genetic algorithms approach is applied to the task of identifying possible communities. Results obtained for two different fitness functions are presented and compared to each other.
14
Content available remote

Competition of Commodities for the Status of Money in an Agent-based Model

80%
Gębarowski R., Drożdż S., Górski A., Oświęcimka P.
Acta Physica Polonica A
|
2015
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vol. 127
|
issue 3A
A-51-A-54
EN
In this model study of the commodity market, we present some evidence of competition of commodities for the status of money in the regime of parameters, where emergence of money is possible. The competition reveals itself as a rivalry of a few (typically two) dominant commodities, which take the status of money in turn.
15
Content available remote

Cluster Expansion Method for Evolving Weighted Networks Having Vector-Like Nodes

80%
Ausloos M., Gligor M.
Acta Physica Polonica A
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2008
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vol. 114
|
issue 3
491-499
EN
The cluster variation method known in statistical mechanics and condensed matter is revived for weighted bipartite networks. The decomposition (or expansion) of a Hamiltonian through a finite number of components, whence serving to define variable clusters, is recalled. As an illustration the network built from data representing correlations between (4) macroeconomic features, i.e. the so-called vector components, of 15 EU countries, as (function) nodes, is discussed. We show that statistical physics principles, like the maximum entropy criterion points to clusters, here in a (4) variable phase space: Gross Domestic Product, Final Consumption Expenditure, Gross Capital Formation and Net Exports. It is observed that the maximum entropy corresponds to a cluster which does not explicitly include the Gross Domestic Product but only the other (3) "axes", i.e. consumption, investment and trade components. On the other hand, the minimal entropy clustering scheme is obtained from a coupling necessarily including Gross Domestic Product and Final Consumption Expenditure. The results confirm intuitive economic theory and practice expectations at least as regards geographical connexions. The technique can of course be applied to many other cases in the physics of socio-economy networks.
16
Content available remote

Minimal Spanning Tree Graphs and Power Like Scaling in FOREX Networks

80%
Górski A., Kwapień J., Oświęcimka P., Drożdż S.
Acta Physica Polonica A
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2008
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vol. 114
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issue 3
531-538
EN
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. Minimal spanning tree graphs for the gold, silver and platinum are presented. Inverse power like scaling is discussed for these graphs as well as for four distinct currency groups (major, liquid, less liquid and non-tradable). The worst scaling was found for USD and related currencies.
17
Content available remote

Model of Communities Isolation at Hierarchical Modular Networks

70%
Kondratiuk P., Hołyst J.
Acta Physica Polonica A
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2012
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vol. 121
|
issue 2B
B-67-B-71
EN
The model of community isolation was extended to the case when individuals are randomly placed at the nodes of hierarchical modular networks. It was shown that the average number of blocked nodes (individuals) increases in time as a power function, with the exponent depending on the network parameters. The distribution of the time when the first isolated cluster appears is unimodal, non-gaussian. The developed analytical approach is in a good agreement with the simulation data.
18
Content available remote

Indifferents as an Interface between Contra and Pro

70%
Malarz K., Kułakowski K.
Acta Physica Polonica A
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2010
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vol. 117
|
issue 4
695-699
EN
In most sociophysical simulations on public opinion, only two opinions are allowed: Pro and Contra. However, in all political elections many people do not vote. Here we analyse two models of dynamics of public opinion, taking into account Indifferent voters: (i) the Sznajd model with symmetry Pro-Contra, (ii) the outflow one move voter model, where Contra's are converted to Indifferent by their Pro neighbours. Our results on the Sznajd model are in an overall agreement with the results of the mean field approach and with those known from the initial model formulation. The simulation on the voter model shows that an amount of Contra's who remain after convertion depends on the network topology.
19
Content available remote

Conditions for the emergence of spatially asymmetric retrieval states in an attractor neural network

61%
Koroutchev K., Korutcheva E.
Open Physics
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2005
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vol. 3
|
issue 3
409-419
EN
In this paper we show that during the retrieval process in a binary symmetric Hebb neural network, spatially localized states can be observed when the connectivity of the network is distance-dependent and a constraint on the activity of the network is imposed, which forces different levels of activity in the retrieval and learning states. This asymmetry in the activity during retrieval and learning is found to be a sufficient condition to observe spatially localized retrieval states. The result is confirmed analytically and by simulation.
20
Content available remote

Alternative Random Matrix Approach in Analysis of Correlations in Financial Data

61%
Sawa M., Grech D.
Acta Physica Polonica A
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2015
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vol. 127
|
issue 3A
A-118-A-122
EN
We present an alternative method based on random matrix approach that enables to distinguish the respective role of temporal autocorrelations inside given time series and cross correlations between various time series. The proposed algorithm is based on the properties of Wigner eigenspectrum of random matrices instead of commonly used Wishart eigenspectrum methodology. It is then qualitatively and quantitatively applied to financial data of stocks building WIG 30 - the main Warsaw Stock Exchange Index.
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