Data analysis using circular causality in networks

Complex systems in causal relationships are known to be circular rather than linear; this means that a particular result is not produced by a single cause, but rather that both positive and negative feedback processes are involved. However, although interpreting systemic interrelationships requires a language formed by circles, this has only been developed at the diagram level, and not from an axiomatic point of view. The first difficulty encountered when analysing any complex system is that usually the only data available relate to the various variables, so the first objective was to transform these data into cause-and-effect relationships. Once this initial step was taken, our discrete chaos theory could be applied by finding the causal circles that will form part of the system attractor and allow their behavior to be interpreted. As an application of the technique presented, we analyzed the system associated with the transcription factors of inflammatory diseases.

A Sociocybernetics Data Analysis Using Causality in Tourism Networks

The aim of this paper is to propose a mathematical model to determine invariant sets, set covering, orbits and, in particular, attractors in the set of tourism variables. Analysis was carried out based on a pre-designed algorithm and applying our interpretation of chaos theory developed in the context of General Systems Theory. This article sets out the causal relationships associated with tourist flows in order to enable the formulation of appropriate strategies. Our results can be applied to numerous cases. For example, in the analysis of tourist flows, these findings can be used to determine whether the behaviour of certain groups affects that of other groups and to analyse tourist behaviour in terms of the most relevant variables. Unlike statistical analyses that merely provide information on current data, our method uses orbit analysis to forecast, if attractors are found, the behaviour of tourist variables in the immediate future.

Shaking-table tests of flat-bottom circular silos containing grain-like material

According to Eurocode 8, the seismic design of flat-bottom circular silos containing grain-like material is based on a rough estimate of the inertial force imposed on the structure by the ensiled content during an earthquake: 80% of the mass of the content multiplied by the peak ground acceleration. A recent analytical consideration of the horizontal shear force mobilised within the ensiled material during an earthquake proposed by some of the authors has resulted in a radically reduced estimate of this load suggesting that, in practice, the effective mass of the content is significantly less than that specified. This paper describes a series of laboratory tests that featured shaking table and a silo model, which were conducted in order to obtain some experimental data to verify the proposed theoretical formulations and to compare with the established code provisions. Several tests have been performed with different heights of ensiled material – about 0.5 mm diameter Ballotini glass – and different magnitudes of grain–wall friction. The results indicate that in all cases, the effective mass is indeed lower than the Eurocode specification, suggesting that the specification is overly conservative, and that the wall–grain friction coefficient strongly affects the overturning moment at the silo base. At peak ground accelerations up to around 0.35 g, the proposed analytical formulation provides an improved estimate of the inertial force imposed on such structures by their contents.

The deterioration of Circular Mausoleum, Roman Necropolis of Carmona, Spain

The Circular Mausoleum tomb in the Roman Necropolis of Carmona was carved on a calcarenite sequence in an ancient quarry located in the town of Carmona, Southern Spain. This rock-cut tomb, representative of Roman burial practices, currently suffers from serious deterioration. A detailed survey over several years permitted the identification of the main tomb's pathologies and damaging processes, which include loss of material (scaling, flaking, granular disintegration), surface modifications (efflorescences, crusts and deposits) and extensive biological colonization. The results obtained in this study indicated that anthropogenic changes were largely responsible and enhanced the main alteration mechanisms observed in the Circular Mausoleum. Based on the deterioration diagnosis, effective corrective actions were proposed. This study shows that any conservative intervention in the interior of the tomb should be preceded by accurate in situ measurements and laboratory analyses to ascribe the source of the deterioration damages and thus designing effective treatments.

Granger causality and systemic risk

Building on the concept of Granger causality in risk in Hong et al. (2009), and focusing on an international sample of large-capitalization banks, we test for predictability in comovements in the left tails of returns of individual banks and the global system. The main results show that large individual shocks (defined as balance-sheet contractions exceeding the 1% VaR level) are a strong predictor of subsequent shocks in the global system. This evidence is particularly strong for US banks with large desks of proprietary trading. Similarly, we document strong evidence of financial vulnerabilities (exposures) to systemic shocks in US subprime creditors.