CSSS 2007 Santa Fe-Readings

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Week One: Modeling/Nonlinear Dynamics

Liz Bradley: Non-Linear Dynamics I-IV

Nonlinear Dynamics

• Introduction to Nonlinear Dynamics
• Presentation Slides, 1 of 2
• Presentation Slides, 2 of 2

Advanced Readings

• Syllabus & References: CSSS 2005
• Numerical Solution of Differential Equations: Notes for CSCI3656
• Time Series Analysis
• CSCI 4446/6446 Course materials for Spring 2006

Alfred Hubler: Non-Linear Dynamics I-II

Advanced Readings

• Refs (from the 2006 CSSS)
• Earlier Notes

Scott Page: Social Sciences/Modeling I-III

Lectures

• Lecture 1
• Lecture 2
• Lecture 3

Advanced Readings

• Chapter 1 from 'The Difference'
  
• 'Interpreted and Generated Signals' by Lu Hong and Scott Page
• 'Consistency and Coordination' by Bednar, Bramson, Jones-Rooy, and Page
• 'Adjustment Dynamics and Equilibrium Selection: Why How Players Learn Matters' by Russell Golman and Scott Page

Guerin, Densmore, & Thorp: Agent-Based Modeling I-II

Contact Information

• Stephen Guerin - Stephen@Redfish.com
• Owen Densmore - Owen@Redfish.com,
• Josh Thorp - Josh@Redfish.com

Modeling

• First of all, download the NetLogo 4.0 application: NetLogo Home Make sure to use the Versions menu on the download page to pick 4.0beta rather than the 3.1.4 default version.
• Then read the documents: NetLogo Docs which are also in the application under the Help menu. Note that the documentation within the Netlogo application is preferred, being 4.0, but slightly "in process" due to being beta.
  

Homework:

• Run NetLogo and look at the documentation .. especially the Learning and Reference sections.
• Then run and look at the code for at least three of the Model Library examples which are under the File Menu -> Model Library.

Web:

• Several models we'll be using in the class, along with a pdf file of the slides are available on http://backspaces.net/csss07/

Week Two: Networks/Ecology

Jennifer Dunne & Neo Martinez

Food Webs
Network structure and biodiversity loss in food webs: robustness increases with connectance
Food-web structure and network theory: The role of connectance and size
Simple rules yield complex food webs
Allometric scaling enhances stability in complex food webs
Stabilization of chaotic and non-permanent food web dynamics
The Network Structure of Food Webs
Food Web Refs from CSSS 2006
'Scaling up keystone effects from simple to complex ecological networks' Eco Letters, Brose, Berlow, Martinez
Software and demos from Neo's talks: [1] [2]
Allometric Scaling Enhances Stability in Complex Food Webs
Slides
Ecological Network Structure Slides Pt. 1
Ecological Network Structure Slides Pt. 2
Ecological Network Structure Slides Pt. 3
Ecological Network Structure Slides Pt. 4
Martinez Slides Pt. 1
Martinez Slides Pt. 2
Martinez Slides Pt. 3

Mark Newman

Networks

Hardcopy of slides available in the CSSS office at St. Johns.

General Networks Refs:
The Structure and Function of Complex Networks
Exploring Complex Networks
Refs for Lecture 1:
Power laws, Pareto distributions and Zipf's law (Newman)
Power-law distributions in empirical data (Clauset, Shalizi, Newman)

Doug Erwin

Paleobiology
Erwin Supplement on Disparity: Lecture II
Slides Lecture I
Slides Lecture II
Lecture III (pt. 1)
Lecture III (pt. 2)
Lecture III (pt. 3)
Lecture III (pt. 4)

Aaron Clauset

Modeling of Terrorist Activity

Lecture Slides
On the frequency of severe terrorist events (Clauset, Young, Gleditsch)
Power-law distributions in empirical data (Clauset, Shalizi, Newman)

Lauren Buckley

Spatial Analysis
Software, tutorials, and references are linked to the following page: [3]
Spatial analysis slides

Cris Moore

Computational Complexity
Computational Complexity Lecture

Phase Transitions
Phase Transition Lecture

Quantum Computing
Quantum Computing Lecture

Week Three: Finance/Economy

Eric Smith

Background for Eric's lectures
Lecture 1 - Economics/Thermodynamics
Lecture 2 - Dimensional Analysis

Blake LeBaron

Finance
Agent-based Computational Finance
A Builder's Guide to Agent Based Financial Markets
Long-Memory in an Order-Driven Market
Calibrating an Agent-Based Financial Market
Netlogo code
Difficult Empirical Facts from Finance
What is an Agent-based Model?
An Agent-Based Financial Market in Netlogo
Few Type Agent-Based Financial Models
Computational Markets (many trader types)

Gregory Leibon

Patterrn Recognition and Markets I
Patterrn Recognition and Markets II
Data From Lecture

Doyne Farmer: Finance I-II

Lecture I - Why is a Complex Systems Guy Studying Markets

Lecture II - Foundations of the Future Theory of Economics

- with Austin Gerig Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary?

- with Eric Smith A Game Theoretic Approach to the Theory of Money and Financial Institutions

- with Neda Zamani Mechanical vs. Informational Components Price Iimpact

Una-May O'Reilly

Evolutionary Algorithms

Answers to my survey of your knowledge of Evolutionary Algorithms

Lectures

1. Introduction to Evolutionary Computation: GA, EP, ES
2. PMBGA, Genetic Programming, Research Projects in GP, development, coevolution

Lecture Relevant Articles (will try to upload articles here):

• An overview of evolution algorithms for parameter optimization by T. Back, HP Schwefel in Evolutionary Computation, 1993.
• Check out the Genetic Programming.org website.
• Particle swarm optimization. Kennedy, J. and Eberhart, R. C. Proc. IEEE int'l conf. on neural networks Vol. IV, pp. 1942-1948. IEEE service center, Piscataway, NJ, 1995.
• Evolvable Hardware:
  • Evolvable Hardware Chips for Industrial Applications by T. Higuchi and N. Kajihara.
  • On Evolvable Hardware by T. Gordon, P.J. Bentley.

• Play Tron against an evolved opponent
• Information on the Evolved Tron Player Project

EA Software

Background Material
Nothing here is a must to date. I will bring some CDs with me. One has a lot of tutorials on subtopics in the field. Check out the GECCO 2007 website to see the list of tutorials this year. The CD has the tutorial handouts from last year. Plus, I'll bring some GECCO proceedings along.

Two obvious classics

1. The Origin of Species by Charles Darwin.
2. Adaptation in Natural and Artificial Systems by John R. Holland.

Great Reference Texts

1. Evolutionary Algorithms in Theory and Practice: Evolution Strategies, Evolutionary Programming, Genetic Algorithms. Author: Thomas Back. Oxford University Press, 1996.
2. An Introduction to Genetic Algorithms. Author: Melanie Mitchell. MIT Press, 1996.
3. Evolvable Hardware. Editors: Tetsuya Higuchi, Yong Liu, Xin Yao. Springer, 2006.
4. Spatially Structured Evolutionary Algorithms. Author: Marco Tomassini. Springer 2005.
5. Hierarchical Bayesian Optimization Algorithm. Author: Martin Pelikan. Springer 2005.
6. Evolutionary Algorithms for Solving Multi-Objective Problems. Editors: C. Coello Coello, D. Van Veldhuizen, G.B. Lamont. Kluwer Academic Publishers, 2002.
7. Genetic programming : an introduction on the automatic evolution of computer programs and its applications. Authors: Wolfgang Banzhaf, Peter Nordin, Frank Francone. Morgan Kaufmann Publishers, 1998.

Week Four: Biology

Lauren Ancel Meyers

Network Epidemiology/Fitness Landscapes

Lectures 1 & 2 - Contact Network Epidemiology

Lecture 3 - Evolution

Epidemiological papers by Meyers's group
Contact Network Epidemiology: Bond Percolation Applied to Infectious Disease Prediction and Control
How Mutational Networks Shape Evolution
Erik Volz's papers

Van Savage

Allometry

Lectures

Lecture 1 - Scaling and Power Laws with a Case Study in Biological Allometry

Lecture 2 - Biological Scaling Theory and Effects on Populations

Lecture 3 - Scaling Tumor Growth and Sleep Times

I recommend that all students look through the first couple of chapters of Reading 2. Otherwise, the students
should choose to read from among these based on what their interests and backgrounds are.

GENERAL LITERATURE ON BIOLOGICAL SCALING:

0. In the Beat of a Heart by John Whitfield (A recent popular science book about the history of and work on scaling relationships in biology.)

1. Chapters 2 and 3 of On Growth and Form by D'arcy Thompson (This is a seminal text for all mathematical biology.)

2. Scaling: Why is Animal Size so Important by Knut Schmidt-Nielsen (This is an extremely clear and fairly succinct explanation of scaling in biology up to the 1980's. This book focuses on physiology.)

3. The Ecological Implications of Body Size by R.H. Peters (This book discusses how scaling relationships are useful in ecology, and it has an incredibly useful set of appendices for scaling relationships.)

4. Size, Function, and Life History by W.A. Calder (Another good book on scaling and ecology.)

5. Scaling in Biology (SFI book), edited by J.H. Brown and G.B. West (This book is a collection of articles by the leaders in the field, and updates the literature in the scaling field, including numerous theoretical advances of great importance.)

PAPERS FOR ORIGINS OF SCALING LAWS:

6. "A General Model for the Origin of Allometric Scaling Laws in Biology", G.B. West, J.H. Brown, and B.J. Enquist 1997, Science (276) 122-126.
(This paper is a classic and puts forward the leading theory for an explanation of scaling relationships in biology.
The authors use a few simple assumptions about the structure and function of the cardiovascular system to construct the most powerfully predictive theory to date.)

7. V. M. Savage and G. B. West (2006). Biological scaling and physiological time: Biomedical applications. in Complex System Science in Biomedicine. Ed. T. S. Deisboeck and J. Y. Kresh, New York, Kluwer Academic. (The first part of this book chapter gives a more detailed account of the assumptions and derivations listed in Reading 6, and it also explains how biological rates and times depend on body temperature. This book contains several chapters by SFI faculty and alums and should provide interesting reading to those interested in the health sciences or an introduction to complex systems.)

PAPERS ON APPLYING SCALING RELATIONSHIPS TO ECOLOGY:

8. J. H. Brown, J. F. Gillooly, A. P. Allen, V. M. Savage, and G. B. West. (2004) Toward a metabolic theory of ecology (MacArthur award paper,), Ecology 85(7), 1771-1789. (This paper lays out a modern approach to applying scaling relationships to ecological systems.)

9. V. M. Savage, J. F. Gillooly, J. H. Brown, G. B. West, and E. L. Charnov, (2004). Effects of body size and temperature on population growth, The American Naturalist 163(3), 429-441. (This paper gives one of the first examples of explicitly building up from scaling relationships in individuals to those for populations.)

10. "Size and Scaling of Predator-Prey Dynamics" J Weitz and SA Levin Ecol. Lett. 2006, (9) 548-557.
(This paper represents one of the first attempts to combine scaling relationships for body body mass with species interactions.)

11. "A Mechanistic Approach for Modeling Temperature-Dependent Consumer Resource Dynamics", DA Vasseur and KS McCann AmNat 2005, (166) 184-198. (This paper look at species interactions and how they are affected by temperature, with possible implications for how global warming may affect biological systems.)

PAPERS APPLYING SCALING RELATIONSHIPS TO TISSUE- AND CELLULAR-LEVEL:

12. V. M. Savage and G. B. West, Towards a quantitative, metabolic theory of mammalian sleep, (2007) PNAS 104(3), 1051-1056. (This paper uses scaling relationships as a tool to better understand the function of sleep and whether it is a process for the brain or the whole body.)

13. V. M. Savage, A.P. Allen, J. F. Gillooly, A. B. Herman, J. H. Brown, and G. B. West, (2007) Scaling of number, size, and metabolic rate of cells with body size in mammals, PNAS, 104(11), 4718-4713. (This paper grapples with what the scaling relationships imply at the cellular level, and how that might impact our understanding of cellular studies and phenomena.)

BOOKS ON POWER LAWS, FRACTALS, NON-LINEAR DYNAMICS, ETC.:

14. Fractals, Chaos, and Power Laws by Manfred Schroeder (A good and playful introduction to these subjects.)

15. Nonlinear Dynamics and Chaos by Steven Strogatz (An extremely well written introduction to these subjects.)

Multi-Week

Tom Carter: Information Theory

• miscellaneous readings -- I'll add more as time goes by . . .
• Various RePast and NetLogo Models
• Chapters from Patricia Churchland's book "Neurophilosophy"