Limits to machine prediction, the psychology of Brexit fantasies and how biology exploits phase transitions – a few recent essays
Here are links to a few recent articles by LML Fellow Mark Buchanan.
Entries by Mark Buchanan
The LML has hired External Fellow Erica Thompson as Principal Investigator of Inference from Models
Erica’s research focusses on subtle issues affecting the use of mathematical models and simulations in aid of real-world decision making. In her own words,
LML Fellow Rainer Klages has been awarded a Mercator Fellowship to support an 8-month guest professorship at the Technical University of Berlin
Rainer was recently nominated for the Fellowship by the Institute of Theoretical Physics at the Technical University of Berlin. The Fellowship will support a guest professorship, enabling him to work with scientists of the German Collaborative Research Centre ‘Control of self-organising nonlinear systems’ (SFB910).
Conditioned Lyapunov exponents for random dynamical systems
Lyapunov exponents play a central role in dynamical systems theory, and offer a measure of the local instability that lies behind deterministic chaos and the sensitive dependence of trajectories on initial conditions.
A test on methods for complete magnitude estimation based on earthquake catalogues
Earthquake statistics follow an approximate scaling law – the famous Gutenberg-Richter law – which states that the number of earthquakes having magnitude m larger than some value M falls off as a power law with an exponent b. The value of b can be estimated from recorded data in earthquake catalogues.
Synchronization of Chaos
The Dutch scientist Christiaan Huygens famously observed in 1665 that two pendulum-clocks situated in the same room would, over time, come to be synchronized. The explanation? The two clocks were actually interacting very weakly through movements of the floor.
Bias-variance Trade-off in Portfolio Optimization
According to current international regulation, financial institutions are obliged to calculate the risk in their trading book on the basis of expected shortfall (ES), a risk measure which aims to capture risk from rare, low-probability events more effectively than earlier measures.
Modeling continuous time series with many zeros and an application to earthquakes
A leading model in earthquake forecasting is the epidemic-type aftershock sequence model, which takes the times and locations of future aftershocks to depend on previous earthquakes, with more recent earthquakes exerting more influence than older events.
Postdoctoral Fellow Yonatan Berman joins the LML Ergodicity Economics research programme
LML is delighted to announce that Yonatan Berman joins the Ergodicity Economics research programme as a Postdoctoral Fellow. Yonatan joins us from Paris School of Economics and has a PhD from Tel Aviv University.
A semi-parametric spatiotemporal Hawkes-type point process model with periodic background for crime data
Criminologists try to predict crime with a number of methods, such as “hot-spotting” – making maps of locations where crimes tend to occur – and epidemiological techniques based on the assumption that the local risk of crime rises temporarily after a crime occurs.
CONTACT
London Mathematical Laboratory
8 Margravine Gardens
London
W6 8RH
