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Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance]
From: |
docgca |
Subject: |
Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance] |
Date: |
Wed, 26 Apr 2006 21:05:49 -0400 |
Glen,
Could you elaborate on what you mean by the " "inertial" aspect" of
this concept?
Gary An
-----Original Message-----
From: Pietro Terna <address@hidden>
To: Agent-based modeling <address@hidden>
Sent: Thu, 27 Apr 2006 00:39:24 +0200
Subject: Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance]
At 02.36 26/04/2006, you wrote:
>Pietro Terna wrote:
> > I agree completely with ******** above. What is important is to
> > avoid to hide individual behavior in aggregate equations,
forgotting to
> > evaluate the effects of the sequences of the events over the time.
This
> > is for me the core of the problem.
>
>I've been hunting for the proper word for this attribute for awhile,
now. The
>most accurate term I've come to is "hysteresis", which means
(basically) "the
>lagging of an effect behind its cause".
>
>I've tried to use other terms like "accumulation", "accretion",
"interactions",
>"interstitial digitization" (my hermeneutic favorite), etc. But, none
of them
>really capture the "inertial" aspect to the concept.
>
>Also, it's not that useful to use the phrase "sequences of events"
because that
>implies a kind of single thread... a chain of events. But, more
accurate
>phrases would be "tapestry of events" ... "network of events", etc.
>
>Does anyone have successful (meaning shortest route to effective
communication
>... or perhaps just the least time until all heads are nodding
[grin]) terms for
>this inherently systemic/cybernetic concept?
>
>--
>glen e. p. ropella, 971-219-3846, http://tempusdictum.com
>People with courage and character always seem sinister to the rest.
-- Hermann Hesse
I'll adopt "netork of events"!!! Anyway, this is complexity.
Pietro
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- [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Pietro Terna, 2006/04/25
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], glen e. p. ropella, 2006/04/25
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Pietro Terna, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance],
docgca <=
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], glen e. p. ropella, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Marcus G. Daniels, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Pietro Terna, 2006/04/27
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Marcus G. Daniels, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Pietro Terna, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Marcus G. Daniels, 2006/04/26
- [Swarm-Modelling] parsimony and usage, glen e. p. ropella, 2006/04/26
- Re: [Swarm-Modelling] parsimony and usage, Marcus G. Daniels, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Russell Standish, 2006/04/28