系统科学理论发展,对应于 1 )生态学、动物通讯行为的系统论、控制论和信息论, 1968 年美国召开系统论与生物学国际会议; 2 )生理学、生物化学系统和热物理学的耗散结构理论、超循环论和协同学(激光物理学,分子运动)等, 1989 年美国召开生物化学系统论与计算机数学建模国际会议; 3 )遗传学、形态发生和生物进化等,混沌理论、突变论和分数维几何学等, 1996 年中国召开国际转基因动物学术研讨会;而在世纪之交,倡导的系统科学、计算机科学(心智科学)、纳米科学、生物科学(医药科学)等交叉综合研究的系统生物科学与工程在细胞分子生物系统层次的研究和人工生物系统的设计与工程开发。 2006 年之前国际上只检索到美国和日本各一家细胞动力学的实验室,今天检索的结果是大量研究机构和文献资料了。 2003 年在澳洲召开的第 19 届国际遗传学大会上,我将系统遗传学( 1994 年,也称结构遗传学)又称之图式遗传学,论述经典遗传学、分子遗传学到系统遗传学的分界线是基因调控的操纵子模型和发育遗传学中的分子相互作用和细胞定位图谱,将系统遗传学研究基因型 - 表现型复杂系统的非线性系统科学应用于进化与发育遗传生物学研究,其中细胞分子网络到神经 - 内分泌、免疫网络 和器官系统形态发生 的中介是细胞动力学。 附: Cell Dynamics Core http://sdcsb.org/research-cores/cell-dynamics-core Advanced Cellular Dynamics http://www.advancedcelldynamics.com/ Cell Dynamics http://www.biochem.mpg.de/gerisch/ Cell Dynamics - UMASS Medical School http://www.umassmed.edu/celldynamics/index.aspx Cellular Dynamics Home http://www.cellulardynamics.com/ Center for Cell Dynamics http://www.hopkinsmedicine.org/institute_basic_biomedical_sciences/research_centers/cell_dynamics/ Center for Cell Dynamics University of Washington http://celldynamics.org/celldynamics/index.html Cytoskeletal Dynamics During Cytokinesis http://celldynamics.org/celldynamics/research/cytokinesis/index.html Division of Stem Cell Dynamics, Center for Stem Cell Biology and Regenerative Medicine, IMSUT http://stemcell-u-tokyo.org/en/scd/ Institute for Cell Dynamics and Biotechnology - Institute in Chile http://www.university-directory.eu/Chile/Institute-for-Cell-Dynamics-and-Biotechnology.html Killer Cell Dynamics Mathematical and Computational Approaches to Immunology (Interdisciplinary Applied Mathematics) Dominik http://www.amazon.com/Killer-Cell-Dynamics-Computational-Interdisciplinary/dp/0387308938 Laboratory of Neuroenergetics and Cellular Dynamics EPFL http://lndc.epfl.ch/ MIT OpenCourseWare Biological Engineering 20.320 Biomolecular Kinetics and Cell Dynamics, Spring 2006 Home http://ocw.mit.edu/courses/biological-engineering/20-320-biomolecular-kinetics-and-cell-dynamics-spring-2006/ 等,等,已经非常多了,惊叹!我国如何跟上国际科学界的发展? (个人网络日记,将设为隐藏)
这篇文章是在我今天读到的一篇关于世界上第一个系统工程系的创始人A. Wayne Wymore的怀念文章后结合自己以前的问题,做得一个 初步的回答。 首先叙述一下我自己的问题,我记得去年暑假的时候,我就盘算着我读研的话是读哪个方向的研究生(主要是为以后自己的发展方向定个思路,其实后来知道硕士研究生没必要分得太细,硕士还是为以后研究打基础的),当时就想着如果能找一个正处于萌芽期而且以后会有大发展的行业(研究方向),那么就有非常大的希望一辈子都处于上升期(当然这个方向要自己感兴趣,且有基础),因为我觉得大多现在繁荣的行业都会在我退休前衰落的,至少不会像现在这样繁荣。 首先读到的是哈佛大学终身教授何毓琦的博文:Control is dead?(http://blog.sciencenet.cn/home.php?mod=spaceuid=1565do=blogid=344686),这篇文章是建立在On Education and Research(13)-replies to requests and questions(1)(http://blog.sciencenet.cn/home.php?mod=spaceuid=1565do=blogid=45898)基础上的,下面分别简要介绍一下这两篇文章的主要思想: 首先是,关于教育和研究的那篇文章。在这篇文章里何老首先介绍了一般科学领域发展的三个历史阶段(下文红色标记): Most scientific fields and topics go through historical cycles. It starts with a breakthrough or new demands from the real world, e.g., the aerospace and landing-on-the-moon race during the late fifties and early sixties for the control and system field. There were flurry of activities, discoveries, and applications. This is the first generation. From this point on, the real world are more or less satisfied but continues to support additional research since the subject has yield fruitful results and the real world needs trained workers. The theorists take over, refine and deepen the results, and erect a framework and foundation for the topic. Textbooks were written, faculties were hired , more students educated, and the field continues to bloom. In control and systems this approximately covers the 70s and 80s. However, sooner or later, the field reaches maturity and the third generation stage. At this point, jobs become scarce for new entrants because both the academic and industrial area are already well staffed with trained people not yet retired. Whatever problems that remain are either very hard or irrelevant/unimportant to the real world. People are either doing work amounting to “gilding the lily” or, trying to find new application areas or busily looking for new topics to invent. There are little cross pollination between the theory and the applied domain. Everything is in steady state. This is where control and system field are now. When a new breakthrough happens or new demand arises, the cycle will repeat. 通俗地讲就是,首先有基础科学的突破或真实世界有新的需求,然后有理论家开始研究,著书,最后很多老师和学生涌入开始传授和学习知识,该领域进入成熟期。而当到了最后一个阶段的时候这个领域就已经dead了,不过何老也提出了几个解决方法或说是对在这个阶段进入这个领域的人的建议:一,可以努力寻找二次突破,进入新的循环;二,如果不能继续搞研究了,那就去传授知识吧,毕竟还是有人需要这些知识的;三,请工业界或学术界的专家提发展方向的建议。以上三点分散于以上说的两篇博文中。 今天读到了王飞跃所长(中科院自动化所)的怀念Wymore的文章,里面Wymore的关于世界上第一个系统工程是怎么创建的回忆里的一句话触发了我的思考, I had just begun to appreciate the possibilities for more complex systems because computers were certain to become available with much faster performance, more memory and cheaper cost. 这句话是Wymore对计算机以后发展趋势的展望。读到这儿,我一个一直藏于心底的结终于解开——原来他们早就认识到(1958年)计算机的局限性及计算机功能的强大性(当然他文章其他部分的内容也暗示了这点,下文标红)。也就是,当时计算机正处于萌芽期(而系统工程还没有),而且有非常大的新的需求,既处于何老说的第一个阶段。难怪Wymore后来成绩斐然:) 总结起来,人年轻时最幸运的是什么?我今天做个简单的回答(待斟酌): 人最幸运的就是,能在年轻的时候找到一个正处于萌芽期而又有巨大发展潜力的行业从事一辈子,而这个行业又是自己擅长的(需要的基本功),这样就可以开心地工作一辈子,因为它一直是处于上升期的。 下文是Wymore关于世界上第一个系统工程创立的简短而深邃的回忆: ------------------------------------------------------------------------------------------------------- I was alone in my office completely absorbed in what, I don’t now recollect. I was busy all the time: I gave lectures to individuals and groups on how the computer could be used by research faculty in diverse fields; I wrote computer programs; I developed and taught courses in programming, numerical analysis, statistics and operations research; I wrote proposals to upgrade the computer equipment. I must have been engaged in one of these activities when Dr. Thomas L. Martin, then Dean of Engineering, came into my office, sat down and immediately began talking: “I have just returned from an exciting meeting of the American Society for Engineering Education where I heard a paper on the new discipline of systems engineering. It is no longer sufficient for engineers merely to design boxes such as computers with the expectation that they would become components of larger, more complex systems. That is wasteful because frequently the box component is a bad fit in the system and has to be redesigned or worse, can lead to system failure. We must learn how to design large-scale, complex systems from the top down so that the specification for each component is derivable from the requirements for the overall system. We must also take a much larger view of systems. We must design the man-machine interfaces and even the system-society interfaces. Systems engineers must be trained for the design of large-scale, complex, man-machine-social systems.” This quotation is vastly abridged, I am sure, but it communicates the tone and some of the principal points as I recollect them. I was not paying too much attention, still absorbed in what I had been doing, and besides, when I heard the words “American Society for Engineering Education,” I am sure that my eyes began to glaze over. Then the Dean, undeterred by my lack of attention or perhaps so absorbed in his monologue that he didn’t notice, continued: “The next big development in engineering education will be the establishment of systems engineering as an engineering discipline. The University of Arizona is going to have a Department of Systems Engineering and I want you to develop and head up the Department.” Upon hearing that last sentence, I came fully to attention wishing I had listened more closely to his previous words. I sometimes characterize my intellectual life from that day to the present as trying to recall and to make sense of what the Dean had been trying to tell me that day in 1958. I was captivated by the grandeur of the vision invoked. I had just begun to appreciate the possibilities for more complex systems because computers were certain to become available with much faster performance, more memory and cheaper cost. I had glimpsed some of the interesting, even mathematical problems in the structure of computer programs but had yet to explore the possibilities for research in what was to become computer science. I had already come to realize it wasn’t the computer or the programs or the user, it was the system. From: Systems Movement: Autobiographical Retrospectives Contributions to the Mathematical Foundations of Systems Science and Systems Engineering A. Wayne Wymore Professor Emeritus of Systems and Industrial Engineering The University of Arizona 4301 North Camino Kino Tucson AZ 85718 wayne@sie.arizona.edu, http://www.sie.arizona.edu/faculty/wymore.html 王飞跃所长原文:http://bbs.sciencenet.cn/home.php?mod=spaceuid=2374do=blogid=419601 写于2011年4月19日
老外在nature发文想用系统科学方法统一中医和西医,我国医学工作者们有危机感了么? 由于自己研究方向和系统科学多少有点关系,留意了一下nature最新一期的文章,文章观点虽是PERSPECTIVE,但却让人不敢大意。想起很久以前看过季羡林老先生的《留德十年》,里面讲了这样一件事,说是中国人到国外学习中文和古汉语。发人深省。希望类似的事情不要再发生了。 Perspective: All systems go Jan van der Greef Journal name:NatureVolume:480,Page:S87Date published:(22 December 2011)DOI:doi:10.1038/480S87aPublished online 21 December 2011
研究历史回顾: 第一阶段:1986年从organisms进化到biosystems进化的泛进化理论 - 结构论和理论生物学探讨; 第二阶段:1991年-1996年系统科学、人工智能、基因工程、太阳能-生物电子(SBE)技术、实验与系统二维度科学探讨,从“社会-心理-生物医学”综合医学模式、行为医学、身心医学和中西医学比较研究提出系统医药学概念和模型,然后是系统遗传学、系统生物工程和系统论与实验(分子生物技术)、计算(生物信息技术)、工程(基因和微电子)方法的生物系统与人工生物系统研究; 第三阶段:1996年第一届国际转基因动物学术研讨会,1999年系统生物科学与工程联合会及会议筹备、Genbrain Biosystem Network英文网和国际通信等,2003年第19届国际遗传学大会; 第四阶段:2003年挪威建立整合遗传学中心,2005年法国发表动脉硬化的系统遗传学研究,美国建立系统遗传学实验室,2008年美国NIH建立系统遗传学专项基金会,2009年荷兰举办国际会议,2009年美国西雅图系统生物学研究所任命遗传学家转向系统遗传学研究。 以下讲座是一个很好的介绍系统遗传学 - 90年代刚到国外我辩论的就是动脉硬化的研究课题。 ---------------------------------------- Translational Research For Metabolic Disease Prevention: Systems Genetics Approaches to Metabolic andCardiovascular Diseases http://www.uctv.tv/search-details.aspx?showID=17968 Complex traits, including most common diseases, are due to multiple genetic factors as well as environmental factors. Jake Lusis, Department of Microbiology, Immunology Molecular Genetics at UCLA explains that these have proved difficult to study using traditional genetic approaches that examine one gene at a time. He describes his current studies that focus on "systems genetics" approaches to complex metabolic and cardiovascular traits. (#17968)
2011 上海复杂系统科学研究论坛 主办单位:上海理工大学复杂系统科学研究中心 时间: 2011 年 6 月 3 日 地点:上海理工大学管理学院科技楼 MBA 第五教室 组织委员会: 许晓鸣(上海理工大学校长); 陈斌(上海理工大学副校长); 高岩(上海理工大学管理学院院长); 车宏安(上海系统科学研究院执行院长); 张翼成(上海理工大学复杂系统科学研究中心 主任); 汪秉宏(上海理工大学复杂系统科学研究中心 副主任) 上午: 8 : 30-12:20 中文报告 (主持人:汪秉宏) 8:30-9:00 许晓鸣校长与张翼成教授致欢迎辞 9:00-9:40 汪小帆教授(上海交通大学): 群体智慧:复杂网络上的最佳共识的形成 9:40-10:20 陈天平教授(复旦大学) Dynamical Moment Neuronal Network: Model and Approach 10:20-11:00 管曙光 教授(华东师范大学) 11:00-11:20 茶歇 11:20-11:50 吴金闪 博士 ( 天文与物理系,不列颠哥伦比亚大学,温哥华,卑诗省,加拿大 Department of Physics Astronomy , University of British Columbia , Vancouver,BC,Canada, V6T 1Z1 ): 量子博弈 (games on quantum objects) 11:50-12:20 杨会杰教授 (上海理工大学) 下午: 13:40-17:00 英文报告 (主持人:张翼成) 13:40-14:00 USST President Prof. Xiaoming Xu and Prof. Yi-Cheng Zhang: Symposium Welcome 14:00-14:50 Prof. Gene Stanley ( Boston University , USA ) Title: ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION 14:50-15:10 Photo Taking and Coffee Break 15:10-16:10Prof. Luciano Pietronero ( ISC-CNR and Univ. Sapienza, Roma, Italy ) Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS 16:10-17:00Prof. Didier Sornette ( ETH , Switzerland ) Title: TheUSstock market leads the Federal funds rate and Treasury bond yields 英文报告摘要介绍 ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION H. Eugene Stanley Departments of Physics and Chemistry, Boston University, Boston, MA 02215 USA We will introduce the ``modern theory of networks'' in terms understandable to the nonspecialist. Then we will describe specific examples that support the idea that there are universal features that characterize networks, whether they appear in internet, airline routes, or even networks of sexual contacts. As an example, we will discuss very recent work , emphasizing its direct applicability to specific problems of preventing network breakdown. The key concept is that systems comprised of more than one network are vastly more susceptible to failure cascades than isolated networks. We also discuss potential applications to understanding financial breakdowns. This work was carried out in collaboration with a number of colleagues, chief among whom are S. Havlin R. Parshani (Bar-Ilan), S. V. Buldyrev (Yeshiva U), T. Preis and J. J. Schneider (Mainz), X. Gabaix (MIT and Princeton), X. Huang, J. Gao, V. Plerou, G. Paul, and P. Gopikrishnan (Boston University). S. V. Buldyrev, R. Parshani, G. Paul, H. E. Stanley, and S. Havlin, ``Catastrophic Cascade of Failures in Interdependent Networks'' Nature 464, 1025--1028 (2010). Accompanied by ``News Views'' article by A. Vespignani on pp. 984--985. J. Gao, S. V. Buldyrev, S. Havlin and H. E. Stanley, ``Robustness of a Network of Networks'' Phys. Rev. Lett. (under review). X. Huang, J. Gao, S. V. Buldyrev, S. Havlin, and H. E. Stanley, ``Robustness of Interdependent Networks under Targeted Attack'' Phys. Rev. Rapid Communications 83 (2011). Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS Luciano Pietronero ISC-CNR and Univ. Sapienza, Roma, Italy luciano.pietronero@roma1.infn.it We discuss a recent new approach to the complexity of countries and products in the spirit of the recent papers by Hidalgo and Hausmann (PNAS 2009). The basic information is represented by the matrix of countries and exported products. The standard economic analysis is essentially based on the GDP but the diversification of this into a series of different products provides an additional element of fitness in the spirit of biodiversification in a fluctuating enviroment. In fact the idea that specialization of countries towards certain specific products is considered as optimal in the standard analysis, but this could only be valid in a static situation. The strongly dynamical situation of the world market suggests that flexibility and adaptability are also important elements. The basic idea is to introduce a Fitness parameter for each country which is able to take into consideration this effect. Such an analysis, selfconsistently also leads to a ranking of the Quality of the products. These concepts are implemented with the use of statistical concepts inspired to the page rank (Google) problem may lead to a novel classification for the fitness of the countries and the quality of products which adds new information with respect to the standard economic analysis. This information can be used in various ways. The direct comparison of the Fitness with the country GDP gives an assessment of the non expressed potential of the country. Also for each country it is possible to define the quality of the products exported and how competitive is this country with respect to the other countries which produce the same product. Finally it is possible to make a planning for the optimal development of a country by considering its potential for adding a new product. The US stock market leads the Federal funds rate and Treasury bond yields Didier Sornette ETH Using a recently introduced method to quantify the time varying lead-lag dependencies between pairs of economic time series (the thermal optimal path method), we test two fundamental tenets of the theory of fixed income: (i) the stock market variations and the yield changes should be anti-correlated; (ii) the change in central bank rates, as a proxy of the monetary policy of the central bank, should be a predictor of the future stock market direction. Using both monthly and weekly data, we find very similar lead-lag dependence between the SP500 stock market index and the yields of bonds inside two groups: bond yields of short-term maturities (Federal funds rate (FFR), 3M, 6M, 1Y, 2Y, and 3Y) and bond yields of long-term maturities (5Y, 7Y, 10Y, and 20Y). In all cases, we observe the opposite of (i) and (ii). First, the stock market and yields move in the same direction. Second, the stock market leads the yields, including and especially the FFR. Moreover, we find that the short-term yields in the first group lead the long-term yields in the second group before the financial crisis that started mid-2007 and the inverse relationship holds afterwards. These results suggest that the Federal Reserve is increasingly mindful of the stock market behavior, seen at key to the recovery and health of the economy. Long-term investors seem also to have been more reactive and mindful of the signals provided by the financial stock markets than the Federal Reserve itself after the start of the financial crisis. The lead of the SP500 stock market index over the bond yields of all maturities is confirmed by the traditional lagged cross-correlation analysis. This TOP method used here is generic to compare two time series and is of broad interest for matching patterns in financial time series in a systematic, non-parametric and precise way. Title: Dynamical Moment Neuronal Network: Model and Approach Tian-Ping Chen Fudan University, Shanghai, China Abstract: I shall present a theoretical framework on spike activities of leaky-and-integrate networks by including the first-order (mean firing rate) and the second-order statistics (variance and correlation), based on a moment neuronal network (MNN) approach. The dynamics and distribution of neural activities are approximated as a Gaussian random field. Using this novel model, I shall introduce analysis of several interesting phenomena of MNN and illustrate the computation capability of this model with experimental data. 相关链接: http://blog.sciencenet.cn/home.php?mod=spaceuid=4673do=blogquickforward=1id=443159 第二个会议,这个是国际性的会议 Symposium at Complexity Center of USST 已有 118 次阅读 2011-5-4 22:16 | 系统分类: 科研笔记 | 关键词:理工大学 金融物理 学术报告 Stanley Sornette Symposium at Complexity Center of University of Shanghai for Science and Technology Data: 3rd June 2011 In the morning, some talks would be given, but the name, titles and abstracts are not conformed yet. 13:45-14:00 President Prof. Xiaoming Xu Symposium Welcome 14:00-14:50 Prof. Gene Stanley Title: ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION 15:00-15:50 Prof. Luciano Pietronero Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS 16:00-16:50 Prof. Didier Sornette Title: TheUSstock market leads the Federal funds rate and Treasury bond yields ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION H. Eugene Stanley Departments of Physics and Chemistry, Boston University, Boston, MA 02215 USA We will introduce the ``modern theory of networks'' in terms understandable to the nonspecialist. Then we will describe specific examples that support the idea that there are universal features that characterize networks, whether they appear in internet, airline routes, or even networks of sexual contacts. As an example, we will discuss very recent work , emphasizing its direct applicability to specific problems of preventing network breakdown. The key concept is that systems comprised of more than one network are vastly more susceptible to failure cascades than isolated networks. We also discuss potential applications to understanding financial breakdowns. This work was carried out in collaboration with a number of colleagues, chief among whom are S. Havlin R. Parshani (Bar-Ilan), S. V. Buldyrev (Yeshiva U), T. Preis and J. J. Schneider (Mainz), X. Gabaix (MIT and Princeton), X. Huang, J. Gao, V. Plerou, G. Paul, and P. Gopikrishnan (Boston University). S. V. Buldyrev, R. Parshani, G. Paul, H. E. Stanley, and S. Havlin, ``Catastrophic Cascade of Failures in Interdependent Networks'' Nature 464, 1025--1028 (2010). Accompanied by ``News Views'' article by A. Vespignani on pp. 984--985. J. Gao, S. V. Buldyrev, S. Havlin and H. E. Stanley, ``Robustness of a Network of Networks'' Phys. Rev. Lett. (under review). X. Huang, J. Gao, S. V. Buldyrev, S. Havlin, and H. E. Stanley, ``Robustness of Interdependent Networks under Targeted Attack'' Phys. Rev. Rapid Communications 83 (2011). Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS Luciano Pietronero ISC-CNR and Univ. Sapienza, Roma, Italy luciano.pietronero@roma1.infn.it Abstract: We discuss a recent new approach to the complexity of countries and products in the spirit of the recent papers by Hidalgo and Hausmann (PNAS 2009). The basic information is represented by the matrix of countries and exported products. The standard economic analysis is essentially based on the GDP but the diversification of this into a series of different products provides an additional element of fitness in the spirit of biodiversification in a fluctuating enviroment. In fact the idea that specialization of countries towards certain specific products is considered as optimal in the standard analysis, but this could only be valid in a static situation. The strongly dynamical situation of the world market suggests that flexibility and adaptability are also important elements. The basic idea is to introduce a Fitness parameter for each country which is able to take into consideration this effect. Such an analysis, selfconsistently also leads to a ranking of the Quality of the products. These concepts are implemented with the use of statistical concepts inspired to the page rank (Google) problem may lead to a novel classification for the fitness of the countries and the quality of products which adds new information with respect to the standard economic analysis. This information can be used in various ways. The direct comparison of the Fitness with the country GDP gives an assessment of the non expressed potential of the country. Also for each country it is possible to define the quality of the products exported and how competitive is this country with respect to the other countries which produce the same product. Finally it is possible to make a planning for the optimal development of a country by considering its potential for adding a new product. The US stock market leads the Federal funds rate and Treasury bond yields Didier Sornette ETH Using a recently introduced method to quantify the time varying lead-lag dependencies between pairs of economic time series (the thermal optimal path method), we test two fundamental tenets of the theory of fixed income: (i) the stock market variations and the yield changes should be anti-correlated; (ii) the change in central bank rates, as a proxy of the monetary policy of the central bank, should be a predictor of the future stock market direction. Using both monthly and weekly data, we find very similar lead-lag dependence between the SP500 stock market index and the yields of bonds inside two groups: bond yields of short-term maturities (Federal funds rate (FFR), 3M, 6M, 1Y, 2Y, and 3Y) and bond yields of long-term maturities (5Y, 7Y, 10Y, and 20Y). In all cases, we observe the opposite of (i) and (ii). First, the stock market and yields move in the same direction. Second, the stock market leads the yields, including and especially the FFR. Moreover, we find that the short-term yields in the first group lead the long-term yields in the second group before the financial crisis that started mid-2007 and the inverse relationship holds afterwards. These results suggest that the Federal Reserve is increasingly mindful of the stock market behavior, seen at key to the recovery and health of the economy. Long-term investors seem also to have been more reactive and mindful of the signals provided by the financial stock markets than the Federal Reserve itself after the start of the financial crisis. The lead of the SP500 stock market index over the bond yields of all maturities is confirmed by the traditional lagged cross-correlation analysis. This TOP method used here is generic to compare two time series and is of broad interest for matching patterns in financial time series in a systematic, non-parametric and precise way. 相关链接: http://rce.ecust.edu.cn/index.php/zh/home2 http://blog.sciencenet.cn/home.php?mod=spaceuid=112086do=blogid=440515
2011 上海复杂系统科学研究论坛 主办单位:上海理工大学复杂系统科学研究中心 时间: 2011 年 6 月 3 日 地点:上海理工大学南区管理学院 科技楼四层第二会议室 组织委员会: 许晓鸣(上海理工大学校长); 陈斌(上海理工大学副校长); 高岩(上海理工大学管理学院院长); 车宏安(上海系统科学研究院执行院长); 张翼成(上海理工大学复杂系统科学研究中心 主任); 汪秉宏(上海理工大学复杂系统科学研究中心 副主任) 上午: 8 : 30-12:20 中文报告 (主持人:汪秉宏) 8:30-9:00 许晓鸣校长与张翼成教授致欢迎辞 9:00-9:40 汪小帆教授(上海交通大学): 群体智慧--复杂网络上的最佳共识形 成 9:40-10:20 陈天平教授(复旦大学) Dynamical Moment Neuronal Network: Model and Approach 10:20-11:00 史定华教授(上海大学)漫谈网络新科学 11:00-11:20 茶歇 11:20-11:50 吴金闪 博士 ( 天文与物理系,不列颠哥伦比亚大学,温哥华,卑诗省,加拿大 Department of Physics Astronomy , University of British Columbia , Vancouver,BC,Canada, V6T 1Z1 ): 量子博弈 (games on quantum objects) 11:50-12:20 杨会杰教授 (上海理工大学) Detecting Patterns Embedded in Time Series By Means of Random Matrix Theory 下午: 13:40-17:00 英文报告 (主持人:张翼成) 13:40-14:00 USST President Prof. Xiaoming Xu and Prof. Yi-Cheng Zhang: Symposium Welcome 14:00-14:50 Prof. Gene Stanley ( Boston University , USA ) Title: ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION 14:50-15:10 Photo Taking and Coffee Break 15:10-16:10Prof. Luciano Pietronero ( ISC-CNR and Univ. Sapienza, Roma, Italy ) Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS 16:10-17:00Prof. Didier Sornette ( ETH , Switzerland ) Title: TheUSstock market leads the Federal funds rate and Treasury bond yields 英文报告摘要介绍 ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION H. Eugene Stanley Departments of Physics and Chemistry, Boston University, Boston, MA 02215 USA We will introduce the ``modern theory of networks'' in terms understandable to the nonspecialist. Then we will describe specific examples that support the idea that there are universal features that characterize networks, whether they appear in internet, airline routes, or even networks of sexual contacts. As an example, we will discuss very recent work , emphasizing its direct applicability to specific problems of preventing network breakdown. The key concept is that systems comprised of more than one network are vastly more susceptible to failure cascades than isolated networks. We also discuss potential applications to understanding financial breakdowns. This work was carried out in collaboration with a number of colleagues, chief among whom are S. Havlin R. Parshani (Bar-Ilan), S. V. Buldyrev (Yeshiva U), T. Preis and J. J. Schneider (Mainz), X. Gabaix (MIT and Princeton), X. Huang, J. Gao, V. Plerou, G. Paul, and P. Gopikrishnan (Boston University). S. V. Buldyrev, R. Parshani, G. Paul, H. E. Stanley, and S. Havlin, ``Catastrophic Cascade of Failures in Interdependent Networks'' Nature 464, 1025--1028 (2010). Accompanied by ``News Views'' article by A. Vespignani on pp. 984--985. J. Gao, S. V. Buldyrev, S. Havlin and H. E. Stanley, ``Robustness of a Network of Networks'' Phys. Rev. Lett. (under review). X. Huang, J. Gao, S. V. Buldyrev, S. Havlin, and H. E. Stanley, ``Robustness of Interdependent Networks under Targeted Attack'' Phys. Rev. Rapid Communications 83 (2011). Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS Luciano Pietronero ISC-CNR and Univ. Sapienza, Roma, Italy luciano.pietronero@roma1.infn.it We discuss a recent new approach to the complexity of countries and products in the spirit of the recent papers by Hidalgo and Hausmann (PNAS 2009). The basic information is represented by the matrix of countries and exported products. The standard economic analysis is essentially based on the GDP but the diversification of this into a series of different products provides an additional element of fitness in the spirit of biodiversification in a fluctuating enviroment. In fact the idea that specialization of countries towards certain specific products is considered as optimal in the standard analysis, but this could only be valid in a static situation. The strongly dynamical situation of the world market suggests that flexibility and adaptability are also important elements. The basic idea is to introduce a Fitness parameter for each country which is able to take into consideration this effect. Such an analysis, selfconsistently also leads to a ranking of the Quality of the products. These concepts are implemented with the use of statistical concepts inspired to the page rank (Google) problem may lead to a novel classification for the fitness of the countries and the quality of products which adds new information with respect to the standard economic analysis. This information can be used in various ways. The direct comparison of the Fitness with the country GDP gives an assessment of the non expressed potential of the country. Also for each country it is possible to define the quality of the products exported and how competitive is this country with respect to the other countries which produce the same product. Finally it is possible to make a planning for the optimal development of a country by considering its potential for adding a new product. The US stock market leads the Federal funds rate and Treasury bond yields Didier Sornette ETH Using a recently introduced method to quantify the time varying lead-lag dependencies between pairs of economic time series (the thermal optimal path method), we test two fundamental tenets of the theory of fixed income: (i) the stock market variations and the yield changes should be anti-correlated; (ii) the change in central bank rates, as a proxy of the monetary policy of the central bank, should be a predictor of the future stock market direction. Using both monthly and weekly data, we find very similar lead-lag dependence between the SP500 stock market index and the yields of bonds inside two groups: bond yields of short-term maturities (Federal funds rate (FFR), 3M, 6M, 1Y, 2Y, and 3Y) and bond yields of long-term maturities (5Y, 7Y, 10Y, and 20Y). In all cases, we observe the opposite of (i) and (ii). First, the stock market and yields move in the same direction. Second, the stock market leads the yields, including and especially the FFR. Moreover, we find that the short-term yields in the first group lead the long-term yields in the second group before the financial crisis that started mid-2007 and the inverse relationship holds afterwards. These results suggest that the Federal Reserve is increasingly mindful of the stock market behavior, seen at key to the recovery and health of the economy. Long-term investors seem also to have been more reactive and mindful of the signals provided by the financial stock markets than the Federal Reserve itself after the start of the financial crisis. The lead of the SP500 stock market index over the bond yields of all maturities is confirmed by the traditional lagged cross-correlation analysis. This TOP method used here is generic to compare two time series and is of broad interest for matching patterns in financial time series in a systematic, non-parametric and precise way. Title: Dynamical Moment Neuronal Network: Model and Approach Tian-Ping Chen Fudan University, Shanghai, China Abstract: I shall present a theoretical framework on spike activities of leaky-and-integrate networks by including the first-order (mean firing rate) and the second-order statistics (variance and correlation), based on a moment neuronal network (MNN) approach. The dynamics and distribution of neural activities are approximated as a Gaussian random field. Using this novel model, I shall introduce analysis of several interesting phenomena of MNN and illustrate the computation capability of this model with experimental data.
系统科学与复杂网络专题研讨会暨 第四届中欧复杂性科学夏季学校 联 合 公 告 系统科学与复杂网络专题研讨会: 时间 : 2010 年 8 月 9 日 -10 日 地点: 上海理工大学 主办单位 :上海系统科学研究院, 工业与应用数学学会复杂网络专业委员会 承办单位 :上海理工大学复杂系统科学研究中心 执行主席 :陈关荣、车宏安、张翼成、汪秉宏 拟邀请报告专家名单: 张嗣瀛、李幼平、霍裕平、王众托、郭雷、许晓鸣、陈关荣、高自友、 吴家睿、方锦清、周青、史定华、何大韧、陈禹、胡晓峰、汪小帆、 张纪峰、谭跃进、王红卫、陈忠、狄增如、王有贵、刘宗华、吕金虎、 杨会杰、高岩、周涛、刘建国、汪秉宏 专家提交会议论文截止日: 2010 年 7 月 15 日 会议论文集付印出版时间 : 2010 年 7 月 30 日 会议组织工作负责人: 高岩 (上海系统科学研究院副院长、上海理工大学管理学院院长) 王恒山(上海系统科学研究院副院长) 总联系人 : 刘建国 博士(上海理工大学复杂系统科学研究中心) 会议宗旨: 2009 年《 Science 》发表了以复杂系统与复杂网络为题的专辑,该专辑从不同角度回顾了复杂网络的十年发展历程,并对当前面临的问题和可能的发展方向进行了探讨。我国系统科学界也于 2002 年就开始推动复杂网络的研究,八年来取得了很多很好的成果和经验,有需要也有可能从系统科学的视角进行回顾和思考: 1 、有哪些复杂网络的理论和方法可以丰富系统科学,启迪和推动解决系统科学的问题? 2 、系统科学学科的思想、理论和方法,对于复杂网络面临的问题和进一步的发展,是否可能起某些作用?本次专题研讨会就是围绕上述问题进行交流和讨论。 为了提高会议的效率,在会前将编印一本文集,内容分两部分,第一部分是与会专家的与会议主题相关的文章或报告提纲(篇幅不拘长短),第二部分是 2009 年《 Science 》复杂系统与复杂网络专题的 12 篇文章的中文译本。这本文集作为上海系统科学研究院学术丛书出版。以便研讨会上各位报告人可以主要阐述自己的观点,而有较多时间进行讨论交流。 ======================================================= The 4 th China-Europe Summer School on Complexity Sciences Time: 10th-14th, August, 2010 Place: Shanghai University for Science and Technology , Shanghai, China Working Language : English Joint Sponsors : University of Shanghai for Science and Technology (USST) University of Electronic Science and Technology of China (UESTC) University of Science and Technology of China (USTC) University of Fribourg (UF) EU Seventh Framework Programme (FP7) Co-Chairs : Yi-Cheng Zhang (UF) Jianwei Zhang ( University of Hamburg , UH) Bing-Hong Wang (USTC) Tao Zhou (UESTC) Organizing Committee : Jianguo Liu, Ming-Hui Ma, Yin Su, Jinhu Lv Topics: Complex network, complex systems and statistical physics The complex network has been attractive in recent ten years not only as the pattern discovered ubiquitously in real world, but also as the unifying framework to understand inherent complexity in nature. The topics of interests in this workshop will cover fundamental concepts and mathematical features of complex networks as well as their applications in a variety of disciplines including physics, biology, information science, sociology, and economics. The discussion emphasis will be laid on the following focusing subjects. (1) Fundamental theory and statistical physics for the complex systems based on network structure (2) Synchronization and control of chaos in nonlinear dynamical systems (3) Topology structure, function and dynamics of the complex networks (4) Cascading and synchronization in the complex network (5) Epidemic spreading and opinion promulgation along the networks (6) Consensus and swarm for self-driven agents (7) Dynamical modeling and statistical mechanical analysis of human behaviors (8) Social network analysis, social dynamics and social physics (9) Complex adaptive systems, minority game and econophysics (10) Cooperation evolution and game models (11) Phase transition and self-organized criticality in traffic flow, city vehicle transportation complex system (12) Systems biology and life complexity (13) Information physics: All researches on information based on internet and carried on by means of statistical physics could be called information physics. The important questions that will be discussed in this program include: (a) Data mining and presonalized recommendation on world-wide web; (b) User behavior analysis in Web; (c) Internet and WWW's frames and mechanism of evolution; and (d) Dynamics research on Internet and WWW. Invited Speakers ( to be confirmed ) : All the Chinese invited speakers in the above Meeting (August 9th-10th) are welcom to attend this School and present the scienetific reports( with another topic and in English) Erik Aurell (KTH) Guido Caldarelli ( Rome University ) Xueqi Cheng ( Institute of Computing Technology, CAS ) Santo Fortunato (Institute for Scientific Interchange) Hans Herrmann ( ETH Zurich ) Petter Holme (Royal Institute of Technology) Ji-Ping Huang ( Fudan University ) Pak-Ming Hui (CUHK) Mogens Jensen (Bohr Institute) Hawoong Jeong ( Korea Advanced Institute of Science and Technology ) Beom Jun Kim ( Sungkyunkwan University , South Korea ) Baowen Li /Jie Ren ( National University of Singapore ) Xiang Li ( Fudan University ) Vittorio Loreto ( Rome University ) Zhi-Ming Ma ( Academy of Mathematics and Systems Science, CAS) Enzo Marinari ( Rome University ) Matteo Marsili (International Centre for Theoretical Physics) Andrea De Martino (Rome University) Frank Schweitzer ( ETH Zurich ) Michael Small ( Hong Kong Polytechnic University ) Didier Sornette ( ETH Zurich ) Haitao Zhang ( Huazhong University of Science and Technology ) Jianwei Zhang (UH) Bo Zheng (Zhejiang University) Changsong Zhou ( Hong Kong Baptist University) Haijun Zhou (Institute of Theoretical Physics, CAS) Weixing Zhou ( East China University of Science and Technology )
集智 俱乐部-一个复杂系统科学的没有围墙的研究所 这段时间在看土壤多样性的东西,因为涉及到信息熵的问题,从张学文老师那里知道了 集智 俱乐部。其中有一个热力学与进化论的兴趣小组,恰好也在讨论熵的问题。虽然热熵和信息熵有诸多区别,对我还是有帮助的。 参加了他们在6月14号举行的小组沙龙,讲的是 贝叶斯概率理论和 人工智能中的贝叶斯网。参加的成员都是70后和80后,来自各个学科和行业,讨论自由热烈,即使是我这样的外行也能有所收益。有位叫东方和尚的挺有趣,自称自己已是佛:) 集智 除了 热力学与进化论 兴趣小组外,还有人工智能、自由意志、复杂经济学等几个小组。网站的创办者是北师大管理学院的年轻教师张江。6月28日,他将给我们讲最大熵产生原理,具体信息见其googlegroup: http://groups.google.com/group/ci-entropy 时间:2009.6.28,上午10点 地点:三号会所(大厅或者小厅,到时候视情况而定,三号会所正在装修) 不好意思,三号会所那边刚刚来信说他们要做大的装修,到周日还不能完工,这样会影响我们的活动。所以,我们临时决定把活动地点改在北师大英东217,活 动时间不变。 内容: 我这回给大家讲一讲与我们小组最初成立目标相离最近的一个课题:最大熵产生原理。基本提纲包括: 1、自然的优化 介绍一些关于自然优化观点的历史,从费尔马的光行最速原理,到拉格朗日的分析力学,存在着和经典物理平行的一套基于优化的理论 2、规则与优化的对应 这仿佛是一枚硬币的两面,确定的微观规则似乎总可以对应着确定的宏观优化目标。导出概率分布的各种方法:演化规则和最大化熵 3、流动与熵产生 当我们转向非平衡态,我们开始关注流动及其熵产生 4、最大熵产生原理 这是一个大胆猜想,但可能是不完全的。 5、最可能路径理论 未完成的Dewar的思想 6、关于时间和流动的统计力学 讲一讲我自己关于最大熵产生、Dewar的最可能路径理论的看法,给大家展示一下我最近非常想突破的一个问题,以及我的一点点进展。 大家对这个主题感兴趣的话,不妨扣一扣这几篇论文,但我几乎可以保证我讲的内容会比这些论文要浅显易懂: 1、Maximum entropy production principle in physics, chemistry and biology http://www.swarmagents.com/thesis/detail.asp?id=233 这是一篇相当经典,也是相当全面的叙述最大化熵产生原理的综述文章,作者是两个俄罗斯科学院的人,你会看到老毛子写东西确实功利非凡,而且罗索不 少,呵呵。 总体说,该文章把最大化熵产生原理的来龙去脉,包括应用方面也讲得相当的清楚。 2、Dewar的两篇文章 (1)、 Information theory explanation of the fluctuation theorem, maximum entropy production and self-organized criticality in non-equilibrium stationary states http://www.swarmagents.com/thesis/detail.asp?id=208 (2)、 Maximum entropy production and the fluctuation http://www.swarmagents.com/thesis/detail.asp?id=211 注意,这两篇文章试图从Jaynes的最大信息熵角度出发,对流动路径进行统计,来推出最大熵产生原理,但他并没有成功,然而整个思路绝对值得我们 借鉴!因为这可能是一条最接近真理的道路了。 (3)、 A discussion on maximum entropy production and information theory http://www.swarmagents.com/thesis/detail.asp?id=230 为什么说Dewar的思路不完全,看这篇就清楚大概了。 3、Non-equilibrium thermodynamics and production of entropy http://www.swarmagents.com/thesis/detail.asp?id=214 这是一本涉及到熵产生原理的书,你会看到最大熵产生原理应用到各个学科中去,不过该书讲的还很浅。 下面是 集智 俱乐部的简单自介。 这是一伙热爱科学、热爱思考、充满了激情的年轻人创办的一个以复杂系统为背景,以跨学科研究与交流为目的,以前卫科学思想文化的普及为己任的组织,他们正在默默地搭建中国的没有围墙的研究所。2003年,一个不起眼的网站: 集智 俱乐部 www.swarmagents.com 诞 生了;该网站一直致力于宣传、普及、推广复杂系统科学,并展开广泛的跨学科交流,俱乐部渐渐聚集了一批有识之士。5年后的2008, 集智 俱乐部的热血青年 们开始从虚拟世界走向现实,并尝试发展一个现实世界中的学术组织。目前 集智 有了一个相对固定的内核,他们来自北京的各大高等院校、研究院所以及著名外 企公司。相信在不久的将来,这支沃土新芽将会成长为更加茂盛的大树。 目前,俱乐部的实体活动主要以各个兴趣小组的形式展开,同时我们也会定期举行大型的聚会、讲座、沙龙等活动。有关我们活动的进一步介绍,请看: http://swarmagents.scinese.com . 目前, 集智 俱乐部的管理工作,主要由7位核心成员(简称 集核 )负责。 请想参加我们活动的朋友自动加入邮件列表:swarm-agents@googlegroups.com,具体可以登录 http://groups.google.com/group/swarm-agents/ ,并用你常用的邮箱注册一下,这样你就能定期收到我们的最新活动消息了。当然,您也可以多多访问我们的博客 http://swarmagents.scinese.com 集智 俱乐部网站: http://www.swarmagents.com 集智 俱乐部活动记录博客: http://swarmagents.scinese.com