Actions

Vipin P. Veetil: Difference between revisions

From Santa Fe Institute Events Wiki

No edit summary
No edit summary
Line 9: Line 9:




(2) Several economic time series (like the S&P 500 index) have fractal-like structures, i.e. they look the same at many time scales. What explains these time invariant structures in economic data? The mechanisms that produce these structures may have something to do with the generation to novelty and adaptation to it. And in this sense maybe related to dynamics of evolution of species.
(2) In the 1960-70s Mandelbrot showed that some economic time series have fractal-like structures, i.e. they look the same at many time scales. The existence of these structures has been debated since. Do economic time series like S&P 500 index have fractal-like structures? If yes, how fractal-like are they?

Revision as of 23:05, 9 June 2014

Complex Systems Summer School 2014

I am a third year PhD student in the Department of Economics at George Mason University. I have some experience with building agent-based models using Python. Of late I have been thinking about the following two questions.


Project ideas:

(1) Firms, nation states, human beings and stars all die. Do the causes of "death" in physical, biological and social systems have something in common? If yes, what is it?


(2) In the 1960-70s Mandelbrot showed that some economic time series have fractal-like structures, i.e. they look the same at many time scales. The existence of these structures has been debated since. Do economic time series like S&P 500 index have fractal-like structures? If yes, how fractal-like are they?