The sandpile model and empire dynamics
Author
Abstract
Suggested Citation
DOI: 10.1016/j.chaos.2020.110615
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Ichiro Shimada & Tomio Koyama, 2015. "A Theory for Complex Systems Social Change: An Application of a General 'Criticality' Model," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 13(3), pages 342-353.
- Khmaladze, Estate & Brownrigg, Ray & Haywood, John, 2007. "Brittle power: On Roman Emperors and exponential lengths of rule," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1248-1257, July.
- Stauffer, Dietrich & Sornette, Didier, 1999. "Self-organized percolation model for stock market fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 271(3), pages 496-506.
- Chan, Kenneth S. & Laffargue, Jean-Pierre, 2016.
"A Dynamic Model Of Taxation, Corruption, And Public Investment In The Dynastic Cycle: The Case Of Imperial China,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(8), pages 2123-2147, December.
- Kenneth S. Chan & Jean-Pierre Laffargue, 2016. "A dynamic model of taxation, corruption, and public investment in the dynastic cycle: the case of Imperial China," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01450741, HAL.
- Kenneth S. Chan & Jean-Pierre Laffargue, 2016. "A dynamic model of taxation, corruption, and public investment in the dynastic cycle: the case of Imperial China," Post-Print hal-01450741, HAL.
- Cheon, Taksu & Poghosyan, Sergey S., 2017. "Spiral orbits and oscillations in historical evolution of empires," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 353-362.
- repec:zna:indecs:v:13:y:2015:i:2:p:342-353 is not listed on IDEAS
- Rosecrance, Richard, 1987. "Long cycle theory and international relations," International Organization, Cambridge University Press, vol. 41(2), pages 283-301, April.
- Garrido, Pablo & Lovejoy, Shaun & Schertzer, Daniel, 1996. "Multifractal processes and self-organized criticality in the large-scale structure of the universe," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 225(3), pages 294-311.
- Dmitry S. Zhukov & Valery V. Kanishchev & Sergey K. Lyamin, 2016. "Application of the Theory of Self-Organized Criticality to the Investigation of Historical Processes," SAGE Open, , vol. 6(4), pages 21582440166, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Corsin, Julien & Zino, Lorenzo & Ye, Mengbin, 2025. "An evidence-accumulating drift–diffusion model of competing information spread on networks," Chaos, Solitons & Fractals, Elsevier, vol. 192(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dmitry Zhukov & Konstantin Kunavin & Sergey Lyamin, 2020. "Online Rebellion: Self-Organized Criticality of Contemporary Protest Movements," SAGE Open, , vol. 10(2), pages 21582440209, May.
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001.
"Microscopic Models of Financial Markets,"
Papers
cond-mat/0110354, arXiv.org.
- Samanidou, Egle & Zschischang, Elmar & Stauffer, Dietrich & Lux, Thomas, 2006. "Microscopic models of financial markets," Economics Working Papers 2006-15, Christian-Albrechts-University of Kiel, Department of Economics.
- Chan, Kenneth S. & Laffargue, Jean-Pierre, 2016.
"Plunder and tribute in a Malthusian world,"
Mathematical Social Sciences, Elsevier, vol. 84(C), pages 138-150.
- Kenneth S. Chan & Jean-Pierre Laffargue, 2016. "Plunder and tribute in a Malthusian world," Post-Print hal-01450734, HAL.
- Kenneth S. Chan & Jean-Pierre Laffargue, 2016. "Plunder and tribute in a Malthusian world," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01450734, HAL.
- Bertrand M. Roehner, 2004. "Stock markets are not what we think they are: the key roles of cross-ownership and corporate treasury stock," Papers cond-mat/0406704, arXiv.org.
- Sornette, Didier & Zhou, Wei-Xing, 2006.
"Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(2), pages 704-726.
- Didier Sornette & Wei-Xing Zhou, 2005. "Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets," Papers cond-mat/0503607, arXiv.org, revised Mar 2005.
- B. M. Roehner & D. Sornette, 2000. ""Thermometers" of Speculative Frenzy," Papers cond-mat/0001353, arXiv.org.
- Guo, Kun & Sun, Yi & Qian, Xin, 2017. "Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 390-396.
- Bertrand M. Roehner, 2001. "To sell or not to sell? Behavior of shareholders during price collapses," Papers cond-mat/0102042, arXiv.org.
- Tadić, Bosiljka & Mitrović Dankulov, Marija & Melnik, Roderick, 2023. "Evolving cycles and self-organised criticality in social dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 171(C).
- Lux, Thomas & Alfarano, Simone, 2016. "Financial power laws: Empirical evidence, models, and mechanisms," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 3-18.
- Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2008.
"Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 101-136, January.
- Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2005. "Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Economics Working Papers 2005-14, Christian-Albrechts-University of Kiel, Department of Economics.
- Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006. "Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Economics Working Papers 2006-16, Christian-Albrechts-University of Kiel, Department of Economics.
- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
- Makoto Nirei & John Stachurski & Tsutomu Watanabe, 2018. "Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365?1398, 2020)," CARF F-Series CARF-F-450, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Makoto Nirei & Tsutomu Watanabe, 2014. "Beauty Contests and Fat Tails in Financial Markets," CARF F-Series CARF-F-346, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nirei, Makoto & Stachurski, John & Watanabe, Tsutomu, 2020. "Trade clustering and power laws in financial markets," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Makoto Nirei, 2008. "Self-organized criticality in a herd behavior model of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 89-97, June.
- Fotios M. Siokis, 2024. "Exploring the Dynamic Behavior of Crude Oil Prices in Times of Crisis: Quantifying the Aftershock Sequence of the COVID-19 Pandemic," Mathematics, MDPI, vol. 12(17), pages 1-13, September.
- Lux, Thomas, 2021. "The social dynamics of COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 567(C).
- Kaizoji, Taisei & Leiss, Matthias & Saichev, Alexander & Sornette, Didier, 2015.
"Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders,"
Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 289-310.
- Taisei KAIZOJI & Matthias LEISS & Alexander I. SAICHEV & Didier SORNETTE, 2015. "Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders," Swiss Finance Institute Research Paper Series 15-07, Swiss Finance Institute.
- Dupoyet, B. & Fiebig, H.R. & Musgrove, D.P., 2011. "Replicating financial market dynamics with a simple self-organized critical lattice model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(18), pages 3120-3135.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310067. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/eee/chsofr/v143y2021ics0960077920310067.html