Subject Index
A
Action rules, 181, 183
Acyclic network, 81-84
Adaptive cruising system, vii
Arbitrage, 112
ARIMA, 60
Artificial intelligence, 144
Automaton, 179, 182, 186, 190-193
Auto-regressive model, 162-164
Avatamsaka game, 195-202 payoff matrix, 201 stochastic process, 200-202
B
Batch auction, 66, 107, 110, 114
Bearish state of mind, 178, 179, 183, 186
Bucket brigade algorithm, 66-68, 79
Bullish state of mind, 178, 179, 181, 183,
186
C
Central limit theorem (CLT), 140, 165, 207-213
Classical doctrines, viii
Classical matching (mechanism), 19, 104
Coincidence in human, 145
Complex adaptive system, 66
Complexities, 161-193
Complex price motions, 190
Confucius, viii, 22, 24, 25
Consumption, viii, 2-6, 35-37, 52-58, 61, 78, 120,121
pattern, 36, 52, 63
Contrarian, 179
Covariance analysis, 98
Creative coincidence, 13, 146-150
Credit assignment, 67
Cross-operation(al), 132-133, 135, 148, 150, 189
Cumulative distribution function (CDF), 168 Cycle length, 184, 191, 192
Cyclic network, 86, 87
D
Decreasing failure rate, 172
Degree centrality, 87
Degree of redundancy, 146
Demand function, 36, 48-49, 111
Demand law, 45-51
Density function, 41, 50, 169, 171, 212
DNA, 145, 191
Double auction, 20, 66, 67, 73, 106-110, 112, 114, 115, 126, 132, 134, 135, 189
Dow Jones index, 180-182
Dual instability, 87
E
Economic chivalry, 15
Economic science, vii-ix, 5, 153, 159
Efficient market hypothesis (EMH), 29, 161-165
Eigenvector centrality, 83, 86, 87, 91 Englishauctions, 109-110
Evolution, 1, 2, 7, 12, 13, 26, 30, 66, 67, 69, 91,131-159
Evolving, 1-31, 53, 198
Ewens’ sampling formula, 156, 158, 199
F
Financial markets, 12-14, 18-20, 29, 101-129, 131, 138-140, 142, 144, 161, 178, 186, 188, 189
Flash crash(es), 135, 137-141, 144
Framing, 43, 44, 204
Futures markets, 107, 110-112, 119, 120, 122, 126, 142-143,189, 199
G
Gaussian, 13, 122, 150, 161, 163, 165-169, 177, 179
Generalized central limit theorem (GCLT), 168-170
General urn process, 155-158
Genetic algorithm, 11, 29, 66-74, 79-80
Giffen effects, 45, 46
Graph communities, 91, 93
H
Hayabusa’s return, 146-149
Hayek’s self-organization, 150
Heavytail, 150, 170-178
Heterogeneity, 5, 7, 8, 21, 41, 43, 51
Heterogeneous interactions, 26, 27, 44, 196-197
High complexity, 145, 191
High-frequency trades(ing), 131-141, 143, 189
Homo economicus, ix, 21-25
Homogeneity, 8, 9
Homo socialis, ix, 21-25
Household consumption, 58
I
Impartial caring, 25, 26
Independence from irrelevant alternatives (IIA), 40
Independent, identically distributed (IID), 168 Information and communications, 27, 88-90 Inner mechanism, 20
Innovation, vii, 8, 10, 23, 65, 66, 75, 95, 111, 145-153, 199, 201
Instability, 139, 140
Inter-industrial network (analysis), 83, 86, 90, 91,95-98
Intermediate goods, 8
Intermediate product, 2, 3
Internal rules, 179, 181-184
Inverse gamma distribution, 171
Invisible hands, vii, 10-17, 20, 21, 27, 29, 142
Invisible market, 132, 144
Ion engine, 148, 149
Itayose, 102, 105, 114, 117
J
Japan Aerospace Exploration Agency (JAXA), 146, 147
J-COM, 143, 144
Joint-production system, 71-74, 80-88
L
Learning, 36, 67
Leontief’s input-output model, 12
Levy distribution, 168, 169, 171, 177
Limit order, 19, 119, 133, 140, 187, 189
Linear programming, 12, 85
List, 8
Logical depth, 142, 145, 146
Lognormal distribution, 172
Long-term capital management, 12
Look-back windows, 184, 186, 190-193
Loss-cut, 126
Low complexity, 145, 191
M
Machines, 29, 36, 111, 119, 190
Margin, 7, 15, 19, 143
Marginal revolution, 8
Market order, 19, 67, 102, 103, 109, 115, 133, 187, 189
Mark to the market, 123, 143
Matching mechanism, 18, 101-129
Mind in itself, 36, 45
Mind transition, 188
Minimum spanning trees, 80-81
Morality, viii, 22
Moving average (strategy), 60, 119, 162
Mozi, 25, 26
impartial caring, 25-27 school, 25, 26
Multinomial logit (MNL), 27, 37, 40
Mutual benefit, 26
N
Net foreign assets (NFA), 16
Network analysis, viii, 65-98, 151, 191
Nonlinear, 1, 9, 11, 12, 138
Nonlinear sciences, 138
Nonlinear system, 137
Non-self-averaging, 198, 200, 202
Normal distributions, 161, 166-168, 170, 212
O
Operations research, 11
Optimistic state of mind, 80, 179
Optimistic contrarian, 182
Ordinary life, 10-11, 13, 102
Osaka Dojima, 112
Other-regarding interests, 35-37
P
Pareto-Levy distribution, 142, 177
Perron-Frobenius theorem, 85, 102
Pessimistic state of mind, 178, 179, 182, 185
Piecemeal stipulation, 109
Pitman’s sampling formula, 200
Pitman’s Chinese restaurant process, 158-159
Poisson-Dirichlet distribution, 200
Poisson-Dirichlet model, 158, 159, 202
Polya distribution, 155
Polyaurnprocess, 93, 151-154, 198-199
Polya urn rule, 152
Position management, 13, 112, 122, 126
Power law, viii, 13, 142, 152, 167, 170
Production system, 69, 70, 73, 74, 77, 80, 81,
85, 86, 88, 151
SF spread, 120-129
Shadow banking system (SBS), 142
Simplesttraderdynamics, 186-187
Single autonomous engine, 178
Smart grid system, 29
Spot markets, 111, 116, 120, 125, 126
Spread, 21, 23, 51, 119
Sraffa joint-production system, 71-72
Sraffa system, 69
Sraffa theorem, 82
Stable distribution, 142, 166-170
Stage-setting moves, 67
Standard commodity, 9, 69-74
T
Tanimoto’s diagram, 197-199
Tatonnement, 105
Taylor expansion, 209
Tokyo StockExchange, 108, 112, 114, 116, 143, 189
Traders’ dynamics, 187
Traditional trader dynamics, 188
Transducer, 28, 179, 181, 185
Trend-follower, 178, 179
R
Random agents, 121-123, 125-129
Random matrix theory (RMT), 52, 53, 56, 61, 98
Random walk, 29, 140, 161, 165, 167, 170, 207-213,
Recyclic network, 81
Re-domaining, vii, 131-141
Relaxed static stability, 144
Reproduction, 77
Reselling, 104, 105
Revolution, viii, 2, 5, 12, 18, 24
Rule discovery, 67
S
Self-regarding, 35-37
Self-similarity, 165, 167, 170
Service economy (dominance), 1-7
U
U-Mart Project, 111, 124
U-Mart system, 112, 116-119
Urn process, 146, 155-158
V
von Neumann solution, 68
von Neumann balanced growth model, 9
von Neumann balanced growth scheme of production, 3
von Neumann economic system, 67, 68 von Neumann economy, 77-79
von Neumann system, 67, 68, 71, 72
Z
Zaraba, 112, 114, 126
Zero-intelligence, 112, 116, 119,