Understanding the complex dynamics of stock markets through cellular automata

Data Gap Filling Using Cloud-Based Distributed Markov Chain Cellular Automata Framework for Land Use and Land Cover Change Analysis: Inner Mongolia as a Case Study

With advances in remote sensing, massive amounts of remotely sensed data can be harnessed to support land use/land cover (LULC) change studies over larger scales and longer terms. However, a big challenge is missing data as a result of poor weather conditions and possible sensor malfunctions during image data collection. In this study, cloud-based and open source distributed frameworks that used Apache Spark and Apache Giraph were used to build an integrated infrastructure to fill data gaps within a large-area LULC dataset. Data mining techniques (k-medoids clustering and quadratic discriminant analysis) were applied to facilitate sub-space analyses. Ancillary environmental and socioeconomic conditions were integrated to support localized model training. Multi-temporal transition probability matrices were deployed in a graph-based Markov–cellular automata simulator to fill in missing data. A comprehensive dataset for Inner Mongolia, China, from 2000 to 2016 was used to assess the feasibility, accuracy, and performance of this gap-filling approach. The result is a cloud-based distributed Markov–cellular automata framework that exploits the scalability and high performance of cloud computing while also achieving high accuracy when filling data gaps common in longer-term LULC studies.

Emerging properties of financial time series in the "Game of Life"

We explore the spatial complexity of Conway's "Game of Life," a prototypical cellular automaton by means of a geometrical procedure generating a two-dimensional random walk from a bidimensional lattice with periodical boundaries. The one-dimensional projection of this process is analyzed and it turns out that some of its statistical properties resemble the so-called stylized facts observed in financial time series. The scope and meaning of this result are discussed from the viewpoint of complex systems. In particular, we stress how the supposed peculiarities of financial time series are, often, overrated in their importance.