Topological Isomorphisms of Human Brain and Financial Market Networks

FrontSystNeuroThis paper, published with colleagues from Warwick University and Cambridge University: Petra Vertes, Ruth Nicol, Sandra Chapman, Nicholas Watkins, and Edward Bullmore was the result of inter-disciplinary work funded by the EPSRC – the Engineering and Physical Sciences Research Council (Grant number EP/H02395X/1).  We investigated the similarities in the network structure financial markets and brain networks.

Although metaphorical and conceptual connections between the human brain and the financial markets have often been drawn, rigorous physical or mathematical underpinnings of this analogy remain largely unexplored. Here, we apply a statistical and graph theoretic approach to the study of two datasets – the time series of 90 stocks from the New York stock exchange over a 3-year period, and the fMRI-derived time series acquired from 90 brain regions over the course of a 10-min-long functional MRI scan of resting brain function in healthy volunteers. Despite the many obvious substantive differences between these two datasets, graphical analysis demonstrated striking commonalities in terms of global network topological properties.


Agent-Based Models to Manage the Complex

MTCAgent-Based Models to Manage the Complex is a book chapter in Managing Organizational Complexity: Philosophy, Theory and Application: Volume 1 (ISCE Book Series – Managing the Complex) is an introduction to the use of agent-based models in management.  It demonstrates the use of models in Repast, an agent-based modeling toolkit, and links this to complexity science concepts of emergent systems.


Agent-Based Modeling and Behavioral Operational Research

borBehavioral Operational Research: Theory, Methodology and Practice (Martin Kunc, Jonathan Malpass, Leroy Wright, Eds.) was published by Palgrave Macmillan in September 2016.  My chapter on Agent-Based Modeling and Behavioral Operational Research shows the great potential of using agent-based simulation within BOR, showing how example models can be applied to the field.  More details of the chapter can be found on the Palgrave Macmillan site here (DOI:10.1057/978-1-137-53551-1_7).

xbehavioral-operational-research.jpg.pagespeed.ic.mMtEvplVr7Please click here for the chapter in pdf format.

Updated September 2016 with full text.