Evolutionary games on complex networks : the emergence and maintenance of cooperation

Abstract The object of game theory lies in the analysis of situations where different social actors have conflicting requirements and where their individual decisions will all influence the global outcome. In this framework, several games have been invented to capture the essence of various dilemmas encountered in many common important socio-economic situations. Even though these games often succeed in helping us understand human or animal behavior in interactive settings, some experiments have shown that people tend to cooperate with each other in situations for which classical game theory strongly recommends them to do the exact opposite. Several mechanisms have been invoked to try to explain the emergence of this unexpected cooperative attitude. Among them, repeated interaction, reputation, and belonging to a recognizable group have often been mentioned. However, the work of Nowak and May (1992) showed that the simple fact of arranging the players according to a spatial structure and only allowing them to interact with their immediate neighbors is sufficient to sustain a certain amount of cooperation even when the game is played anonymously and without repetition. Nowak and May's study and much of the following work was based on regular structures such as two-dimensional grids. Axelrod et al. (2002) showed that by randomizing the choice of neighbors, i.e. by actually giving up a strictly local geographical structure, cooperation can still emerge, provided that the interaction patterns remain stable in time. This is a first step towards a social network structure. However, following pioneering work by sociologists in the sixties such as that of Milgram (1967), in the last few years it has become apparent that many social and biological interaction networks, and even some technological networks, have particular, and partly unexpected, properties that set them apart from regular or random graphs. Among other things, they usually display broad degree distributions, and show small-world topological structure. Roughly speaking, a small-world graph is a network where any individual is relatively close, in terms of social ties, to any other individual, a property also found in random graphs but not in regular lattices. However, in contrast with random graphs, small-world networks also have a certain amount of local structure, as measured, for instance, by a quantity called the clustering coefficient. In the same vein, many real conflicting situations in economy and sociology are not well described neither by a fixed geographical position of the individuals in a regular lattice, nor by a random graph. Furthermore, it is a known fact that network structure can highly influence dynamical phenomena such as the way diseases spread across a population and ideas or information get transmitted. Therefore, in the last decade, research attention has naturally shifted from random and regular graphs towards better models of social interaction structures. The primary goal of this work is to discover whether or not the underlying graph structure of real social networks could give explanations as to why one finds higher levels of cooperation in populations of human beings or animals than what is prescribed by classical game theory. To meet this objective, I start by thoroughly studying a real scientific coauthorship network and showing how it differs from biological or technological networks using divers statistical measurements. Furthermore, I extract and describe its community structure taking into account the intensity of a collaboration. Finally, I investigate the temporal evolution of the network, from its inception to its state at the time of the study in 2006, suggesting also an effective view of it as opposed to a historical one. Thereafter, I combine evolutionary game theory with several network models along with the studied coauthorship network in order to highlight which specific network properties foster cooperation and shed some light on the various mechanisms responsible for the maintenance of this same cooperation. I point out the fact that, to resist defection, cooperators take advantage, whenever possible, of the degree-heterogeneity of social networks and their underlying community structure. Finally, I show that cooperation level and stability depend not only on the game played, but also on the evolutionary dynamic rules used and the individual payoff calculations. Synopsis Le but de la théorie des jeux réside dans l'analyse de situations dans lesquelles différents acteurs sociaux, avec des objectifs souvent conflictuels, doivent individuellement prendre des décisions qui influenceront toutes le résultat global. Dans ce cadre, plusieurs jeux ont été inventés afin de saisir l'essence de divers dilemmes rencontrés dans d'importantes situations socio-économiques. Bien que ces jeux nous permettent souvent de comprendre le comportement d'êtres humains ou d'animaux en interactions, des expériences ont montré que les individus ont parfois tendance à coopérer dans des situations pour lesquelles la théorie classique des jeux prescrit de faire le contraire. Plusieurs mécanismes ont été invoqués pour tenter d'expliquer l'émergence de ce comportement coopératif inattendu. Parmi ceux-ci, la répétition des interactions, la réputation ou encore l'appartenance à des groupes reconnaissables ont souvent été mentionnés. Toutefois, les travaux de Nowak et May (1992) ont montré que le simple fait de disposer les joueurs selon une structure spatiale en leur permettant d'interagir uniquement avec leurs voisins directs est suffisant pour maintenir un certain niveau de coopération même si le jeu est joué de manière anonyme et sans répétitions. L'étude de Nowak et May, ainsi qu'un nombre substantiel de travaux qui ont suivi, étaient basés sur des structures régulières telles que des grilles à deux dimensions. Axelrod et al. (2002) ont montré qu'en randomisant le choix des voisins, i.e. en abandonnant une localisation géographique stricte, la coopération peut malgré tout émerger, pour autant que les schémas d'interactions restent stables au cours du temps. Ceci est un premier pas en direction d'une structure de réseau social. Toutefois, suite aux travaux précurseurs de sociologues des années soixante, tels que ceux de Milgram (1967), il est devenu clair ces dernières années qu'une grande partie des réseaux d'interactions sociaux et biologiques, et même quelques réseaux technologiques, possèdent des propriétés particulières, et partiellement inattendues, qui les distinguent de graphes réguliers ou aléatoires. Entre autres, ils affichent en général une distribution du degré relativement large ainsi qu'une structure de "petit-monde". Grossièrement parlant, un graphe "petit-monde" est un réseau où tout individu se trouve relativement près de tout autre individu en termes de distance sociale, une propriété également présente dans les graphes aléatoires mais absente des grilles régulières. Par contre, les réseaux "petit-monde" ont, contrairement aux graphes aléatoires, une certaine structure de localité, mesurée par exemple par une quantité appelée le "coefficient de clustering". Dans le même esprit, plusieurs situations réelles de conflit en économie et sociologie ne sont pas bien décrites ni par des positions géographiquement fixes des individus en grilles régulières, ni par des graphes aléatoires. De plus, il est bien connu que la structure même d'un réseau peut passablement influencer des phénomènes dynamiques tels que la manière qu'a une maladie de se répandre à travers une population, ou encore la façon dont des idées ou une information s'y propagent. Ainsi, durant cette dernière décennie, l'attention de la recherche s'est tout naturellement déplacée des graphes aléatoires et réguliers vers de meilleurs modèles de structure d'interactions sociales. L'objectif principal de ce travail est de découvrir si la structure sous-jacente de graphe de vrais réseaux sociaux peut fournir des explications quant aux raisons pour lesquelles on trouve, chez certains groupes d'êtres humains ou d'animaux, des niveaux de coopération supérieurs à ce qui est prescrit par la théorie classique des jeux. Dans l'optique d'atteindre ce but, je commence par étudier un véritable réseau de collaborations scientifiques et, en utilisant diverses mesures statistiques, je mets en évidence la manière dont il diffère de réseaux biologiques ou technologiques. De plus, j'extrais et je décris sa structure de communautés en tenant compte de l'intensité d'une collaboration. Finalement, j'examine l'évolution temporelle du réseau depuis son origine jusqu'à son état en 2006, date à laquelle l'étude a été effectuée, en suggérant également une vue effective du réseau par opposition à une vue historique. Par la suite, je combine la théorie évolutionnaire des jeux avec des réseaux comprenant plusieurs modèles et le réseau de collaboration susmentionné, afin de déterminer les propriétés structurelles utiles à la promotion de la coopération et les mécanismes responsables du maintien de celle-ci. Je mets en évidence le fait que, pour ne pas succomber à la défection, les coopérateurs exploitent dans la mesure du possible l'hétérogénéité des réseaux sociaux en termes de degré ainsi que la structure de communautés sous-jacente de ces mêmes réseaux. Finalement, je montre que le niveau de coopération et sa stabilité dépendent non seulement du jeu joué, mais aussi des règles de la dynamique évolutionnaire utilisées et du calcul du bénéfice d'un individu.

Pathway databases and tools for their exploitation: benefits, current limitations and challenges

In past years, comprehensive representations of cell signalling pathways have been developed by manual curation from literature, which requires huge effort and would benefit from information stored in databases and from automatic retrieval and integration methods. Once a reconstruction of the network of interactions is achieved, analysis of its structural features and its dynamic behaviour can take place. Mathematical modelling techniques are used to simulate the complex behaviour of cell signalling networks, which ultimately sheds light on the mechanisms leading to complex diseases or helps in the identification of drug targets. A variety of databases containing information on cell signalling pathways have been developed in conjunction with methodologies to access and analyse the data. In principle, the scenario is prepared to make the most of this information for the analysis of the dynamics of signalling pathways. However, are the knowledge repositories of signalling pathways ready to realize the systems biology promise? In this article we aim to initiate this discussion and to provide some insights on this issue.

Object-Oriented Modelling of Multilayer Networks

Tämä diplomityökuuluu tietoliikenneverkkojen suunnittelun tutkimukseen ja pohjimmiltaan kohdistuu verkon mallintamiseen. Tietoliikenneverkkojen suunnittelu on monimutkainen ja vaativa ongelma, joka sisältää mutkikkaita ja aikaa vieviä tehtäviä. Tämä diplomityö esittelee ”monikerroksisen verkkomallin”, jonka tarkoitus on auttaa verkon suunnittelijoita selviytymään ongelmien monimutkaisuudesta ja vähentää verkkojen suunnitteluun kuluvaa aikaa. Monikerroksinen verkkomalli perustuu yleisille objekteille, jotka ovat yhteisiä kaikille tietoliikenneverkoille. Tämä tekee mallista soveltuvan mielivaltaisille verkoille, välittämättä verkkokohtaisista ominaisuuksista tai verkon toteutuksessa käytetyistä teknologioista. Malli määrittelee tarkan terminologian ja käyttää kolmea käsitettä: verkon jakaminen tasoihin (plane separation), kerrosten muodostaminen (layering) ja osittaminen (partitioning). Nämä käsitteet kuvataan yksityiskohtaisesti tässä työssä. Monikerroksisen verkkomallin sisäinen rakenne ja toiminnallisuus ovat määritelty käyttäen Unified Modelling Language (UML) -notaatiota. Tämä työ esittelee mallin use case- , paketti- ja luokkakaaviot. Diplomityö esittelee myös tulokset, jotka on saatu vertailemalla monikerroksista verkkomallia muihin verkkomalleihin. Tulokset osoittavat, että monikerroksisella verkkomallilla on etuja muihin malleihin verrattuna.

What can ecosystems learn? Expanding evolutionary ecology with learning theory.

BACKGROUND: The structure and organisation of ecological interactions within an ecosystem is modified by the evolution and coevolution of the individual species it contains. Understanding how historical conditions have shaped this architecture is vital for understanding system responses to change at scales from the microbial upwards. However, in the absence of a group selection process, the collective behaviours and ecosystem functions exhibited by the whole community cannot be organised or adapted in a Darwinian sense. A long-standing open question thus persists: Are there alternative organising principles that enable us to understand and predict how the coevolution of the component species creates and maintains complex collective behaviours exhibited by the ecosystem as a whole? RESULTS: Here we answer this question by incorporating principles from connectionist learning, a previously unrelated discipline already using well-developed theories on how emergent behaviours arise in simple networks. Specifically, we show conditions where natural selection on ecological interactions is functionally equivalent to a simple type of connectionist learning, 'unsupervised learning', well-known in neural-network models of cognitive systems to produce many non-trivial collective behaviours. Accordingly, we find that a community can self-organise in a well-defined and non-trivial sense without selection at the community level; its organisation can be conditioned by past experience in the same sense as connectionist learning models habituate to stimuli. This conditioning drives the community to form a distributed ecological memory of multiple past states, causing the community to: a) converge to these states from any random initial composition; b) accurately restore historical compositions from small fragments; c) recover a state composition following disturbance; and d) to correctly classify ambiguous initial compositions according to their similarity to learned compositions. We examine how the formation of alternative stable states alters the community's response to changing environmental forcing, and we identify conditions under which the ecosystem exhibits hysteresis with potential for catastrophic regime shifts. CONCLUSIONS: This work highlights the potential of connectionist theory to expand our understanding of evo-eco dynamics and collective ecological behaviours. Within this framework we find that, despite not being a Darwinian unit, ecological communities can behave like connectionist learning systems, creating internal conditions that habituate to past environmental conditions and actively recalling those conditions. REVIEWERS: This article was reviewed by Prof. Ricard V Solé, Universitat Pompeu Fabra, Barcelona and Prof. Rob Knight, University of Colorado, Boulder.

Fluctuation-Driven Neural Dynamics Reproduce Drosophila Locomotor Patterns.

The neural mechanisms determining the timing of even simple actions, such as when to walk or rest, are largely mysterious. One intriguing, but untested, hypothesis posits a role for ongoing activity fluctuations in neurons of central action selection circuits that drive animal behavior from moment to moment. To examine how fluctuating activity can contribute to action timing, we paired high-resolution measurements of freely walking Drosophila melanogaster with data-driven neural network modeling and dynamical systems analysis. We generated fluctuation-driven network models whose outputs-locomotor bouts-matched those measured from sensory-deprived Drosophila. From these models, we identified those that could also reproduce a second, unrelated dataset: the complex time-course of odor-evoked walking for genetically diverse Drosophila strains. Dynamical models that best reproduced both Drosophila basal and odor-evoked locomotor patterns exhibited specific characteristics. First, ongoing fluctuations were required. In a stochastic resonance-like manner, these fluctuations allowed neural activity to escape stable equilibria and to exceed a threshold for locomotion. Second, odor-induced shifts of equilibria in these models caused a depression in locomotor frequency following olfactory stimulation. Our models predict that activity fluctuations in action selection circuits cause behavioral output to more closely match sensory drive and may therefore enhance navigation in complex sensory environments. Together these data reveal how simple neural dynamics, when coupled with activity fluctuations, can give rise to complex patterns of animal behavior.

Non-Linear Unsteady Aerodynamic Response Approximation Using Multi-Layer Functionals

Non-linear functional representation of the aerodynamic response provides a convenient mathematical model for motion-induced unsteady transonic aerodynamic loads response, that accounts for both complex non-linearities and time-history effects. A recent development, based on functional approximation theory, has established a novel functional form; namely, the multi-layer functional. For a large class of non-linear dynamic systems, such multi-layer functional representations can be realised via finite impulse response (FIR) neural networks. Identification of an appropriate FIR neural network model is facilitated by means of a supervised training process in which a limited sample of system input-output data sets is presented to the temporal neural network. The present work describes a procedure for the systematic identification of parameterised neural network models of motion-induced unsteady transonic aerodynamic loads response. The training process is based on a conventional genetic algorithm to optimise the network architecture, combined with a simplified random search algorithm to update weight and bias values. Application of the scheme to representative transonic aerodynamic loads response data for a bidimensional airfoil executing finite-amplitude motion in transonic flow is used to demonstrate the feasibility of the approach. The approach is shown to furnish a satisfactory generalisation property to different motion histories over a range of Mach numbers in the transonic regime.

Networks and partnerships in third party logistics service production

Third party logistics, and third party logistics providers and the services they offer have grown substantially in the last twenty years. Even though there has been extensive research on third party logistics providers, and regular industry reviews within the logistics industry, a closer research in the area of partner selection and network models in the third party logistics industry is missing. The perspective taken in this study was of expanding the network research into logistics service providers as the focal firm in the network. The purpose of the study is to analyze partnerships and networks in the third party logistics industry in order to define how networks are utilized in third party logistics markets, what have been the reasons for the partnerships, and whether there are benefits for the third party logistics provider that can be achieved through building networks and partnerships. The theoretical framework of this study was formed based on common theories in studying networks and partnerships in accordance with models of horizontal and vertical partnerships. The theories applied to the framework and context of this study included the strategic network view and the resource-based view. Applying these two network theories to the position and networks of third party logistics providers in an industrial supply chain, a theoretical model for analyzing the horizontal and vertical partnerships where the TPL provider is in focus was structured. The empirical analysis of TPL partnerships consisted of a qualitative document analysis of 33 partnership examples involving companies present in the Finnish TPL markets. For the research, existing documents providing secondary data on types of partnerships, reasons for the partnerships, and outcomes of the partnerships were searched from available online sources. Findings of the study revealed that third party logistics providers are evident in horizontal and vertical interactions varying in geographical coverage and the depth and nature of the relationship. Partnership decisions were found to be made on resource based reasons, as well as from strategic aspects. The discovered results of the partnerships in this study included cost reduction and effectiveness in the partnerships for improving existing services. In addition in partnerships created for innovative service extension, differentiation, and creation of additional value were discovered to have emerged as results of the cooperation. It can be concluded that benefits and competitive advantage can be created through building partnerships in order to expand service offering and seeking synergies.

Quantitative refinement of reaction-based biomodels

In the field of molecular biology, scientists adopted for decades a reductionist perspective in their inquiries, being predominantly concerned with the intricate mechanistic details of subcellular regulatory systems. However, integrative thinking was still applied at a smaller scale in molecular biology to understand the underlying processes of cellular behaviour for at least half a century. It was not until the genomic revolution at the end of the previous century that we required model building to account for systemic properties of cellular activity. Our system-level understanding of cellular function is to this day hindered by drastic limitations in our capability of predicting cellular behaviour to reflect system dynamics and system structures. To this end, systems biology aims for a system-level understanding of functional intraand inter-cellular activity. Modern biology brings about a high volume of data, whose comprehension we cannot even aim for in the absence of computational support. Computational modelling, hence, bridges modern biology to computer science, enabling a number of assets, which prove to be invaluable in the analysis of complex biological systems, such as: a rigorous characterization of the system structure, simulation techniques, perturbations analysis, etc. Computational biomodels augmented in size considerably in the past years, major contributions being made towards the simulation and analysis of large-scale models, starting with signalling pathways and culminating with whole-cell models, tissue-level models, organ models and full-scale patient models. The simulation and analysis of models of such complexity very often requires, in fact, the integration of various sub-models, entwined at different levels of resolution and whose organization spans over several levels of hierarchy. This thesis revolves around the concept of quantitative model refinement in relation to the process of model building in computational systems biology. The thesis proposes a sound computational framework for the stepwise augmentation of a biomodel. One starts with an abstract, high-level representation of a biological phenomenon, which is materialised into an initial model that is validated against a set of existing data. Consequently, the model is refined to include more details regarding its species and/or reactions. The framework is employed in the development of two models, one for the heat shock response in eukaryotes and the second for the ErbB signalling pathway. The thesis spans over several formalisms used in computational systems biology, inherently quantitative: reaction-network models, rule-based models and Petri net models, as well as a recent formalism intrinsically qualitative: reaction systems. The choice of modelling formalism is, however, determined by the nature of the question the modeler aims to answer. Quantitative model refinement turns out to be not only essential in the model development cycle, but also beneficial for the compilation of large-scale models, whose development requires the integration of several sub-models across various levels of resolution and underlying formal representations.

Heuristics for the Critical Node Detection Problem in Large Complex Networks

Complex networks have recently attracted a significant amount of research attention due to their ability to model real world phenomena. One important problem often encountered is to limit diffusive processes spread over the network, for example mitigating pandemic disease or computer virus spread. A number of problem formulations have been proposed that aim to solve such problems based on desired network characteristics, such as maintaining the largest network component after node removal. The recently formulated critical node detection problem aims to remove a small subset of vertices from the network such that the residual network has minimum pairwise connectivity. Unfortunately, the problem is NP-hard and also the number of constraints is cubic in number of vertices, making very large scale problems impossible to solve with traditional mathematical programming techniques. Even many approximation algorithm strategies such as dynamic programming, evolutionary algorithms, etc. all are unusable for networks that contain thousands to millions of vertices. A computationally efficient and simple approach is required in such circumstances, but none currently exist. In this thesis, such an algorithm is proposed. The methodology is based on a depth-first search traversal of the network, and a specially designed ranking function that considers information local to each vertex. Due to the variety of network structures, a number of characteristics must be taken into consideration and combined into a single rank that measures the utility of removing each vertex. Since removing a vertex in sequential fashion impacts the network structure, an efficient post-processing algorithm is also proposed to quickly re-rank vertices. Experiments on a range of common complex network models with varying number of vertices are considered, in addition to real world networks. The proposed algorithm, DFSH, is shown to be highly competitive and often outperforms existing strategies such as Google PageRank for minimizing pairwise connectivity.

Étude exploratoire du soutien social dans le processus menant à l'hébergement des aînés en perte d'autonomie

Contexte : Au Québec, la très grande majorité des personnes âgées vivent dans un logement conventionnel. Pour celles qui sont en plus grande perte d’autonomie et qui ont besoin d’un environnement adapté à leurs besoins, soit environ 12 % de la population âgée de 65 ans ou plus en 2006, les options sont relativement limitées. Au 1er rang, on retrouve les résidences privées, pour ceux et celles qui en ont les moyens. Pour les autres, il y a les centres de soins de longue durée publics ou privés. Viennent ensuite les organismes sans but lucratif qui opèrent des projets résidentiels pour aînés, les communautés religieuses qui accueillent des personnes âgées dans leurs résidences, les ressources intermédiaires, les ressources de type familial, les habitations à loyer modique pour personnes âgées et les coopératives d’habitation. Les ressources alternatives du type projets novateurs arrivent en dernière position, ce qui explique que l’on en sait encore très peu sur la transition vers ce type d’hébergement. Problème et objet de recherche : La transition vers un milieu de vie substitut est un processus qui peut être potentiellement stressant dans la vie d’une personne âgée. Son réseau de soutien peut être appelé à jouer un rôle important pour l’aider à vivre cette transition avec plus de facilité. Si la littérature sur le soutien social est abondante, elle est plus limitée en ce qui concerne la relation entre le soutien social et la transition en milieu d’hébergement. La plupart des travaux recensés étudient les conséquences de l’hébergement durant les mois qui suivent le relogement. Quelques études analysent le processus décisionnel mais rares sont celles qui s’intéressent à toutes les étapes du processus qui précèdent le relogement. La plupart des recherches analysent surtout le point de vue des aidants et parfois celui des professionnels. Celui des personnes âgées est moins connu. But et objectifs : Le but de cette étude consiste à mieux comprendre comment opèrent les différentes formes de soutien social auprès des personnes âgées durant les diverses étapes du processus de transition en milieu d’hébergement. Plus précisément, elle vise à mieux comprendre comment ces personnes perçoivent les différents types de soutien apporté par leur réseau de soutien durant la transition, la signification que prend pour elles l’aide reçue, les besoins auxquels répond le soutien reçu et pourquoi elles apprécient ou non le soutien reçu. Cadre conceptuel : Cette recherche de type exploratoire et rétrospective se situe dans une approche des parcours de vie. La transition en milieu d’hébergement est étudiée comme un processus faisant partie de la trajectoire résidentielle de la personne. On privilégie une approche interactionnelle et constructiviste du soutien social qui accorde une attention plus grande aux interprétations subjectives des personnes faisant partie des réseaux de soutien. Méthodologie : On a interviewé huit (8) résidents (6 femmes et 2 hommes) de 64 ans ou plus, vivant dans un milieu d’hébergement alternatif de type projet novateur : les Habitations St-Christophe, une ressource alternative située dans la ville de Laval au Québec. Les perceptions des sujets du soutien social reçu durant la transition sont analysées à l’aide de la théorisation ancrée, la plus appropriée pour comprendre de l’intérieur le point de vue des participants. Résultats : L’analyse des perceptions des résidents interviewés du processus qui les a conduits aux Habitations St-Christophe a permis de mieux comprendre l’influence de leurs trajectoires résidentielles, les transitions ayant mené à leur hébergement, leurs perceptions du processus décisionnel et du rôle joué par des tiers dans les décisions prises, ainsi que les motifs de ces décisions, de même que le rôle joué par le soutien social durant la transition. Trois modèles de réseaux ont été identifiés, en tenant compte de la fréquence des contacts, de l’intensité des liens et de la disponibilité du soutien. Les formes les plus importantes de soutien reçu ont été identifiées à partir des perceptions des sujets de l’aide émotionnelle, instrumentale et cognitive fournie pendant la transition et de leur appréciation du soutien reçu. L’analyse a permis d’identifier deux modèles de transition (transition réfléchie, préparée et anticipée versus transition précipitée) et deux modèles de soutien (soutien valorisé versus soutien peu valorisé). Conclusions : Outre les éléments de convergence et les points de divergence observés entre nos résultats et la littérature, un certain nombre d’enseignements ont été retenus au niveau de l’intervention. Ceux-ci concernent les conditions gagnantes à mettre en place par les gestionnaires des services publics, certains principes à respecter dans les interventions, les mesures à prendre pour améliorer les interventions des professionnels et les interventions à mettre en place à l’intention des personnes âgées et de leurs proches aidants.

‘Modeling and Analysis of Competing Risks Data’

there has been much research on analyzing various forms of competing risks data. Nevertheless, there are several occasions in survival studies, where the existing models and methodologies are inadequate for the analysis competing risks data. ldentifiabilty problem and various types of and censoring induce more complications in the analysis of competing risks data than in classical survival analysis. Parametric models are not adequate for the analysis of competing risks data since the assumptions about the underlying lifetime distributions may not hold well. Motivated by this, in the present study. we develop some new inference procedures, which are completely distribution free for the analysis of competing risks data.

De lo micro a lo macro prudencial: Un análisis de la supervisión bancaria desde la econometría espacial

La crisis que se desató en el mercado hipotecario en Estados Unidos en 2008 y que logró propagarse a lo largo de todo sistema financiero, dejó en evidencia el nivel de interconexión que actualmente existe entre las entidades del sector y sus relaciones con el sector productivo, dejando en evidencia la necesidad de identificar y caracterizar el riesgo sistémico inherente al sistema, para que de esta forma las entidades reguladoras busquen una estabilidad tanto individual, como del sistema en general. El presente documento muestra, a través de un modelo que combina el poder informativo de las redes y su adecuación a un modelo espacial auto regresivo (tipo panel), la importancia de incorporar al enfoque micro-prudencial (propuesto en Basilea II), una variable que capture el efecto de estar conectado con otras entidades, realizando así un análisis macro-prudencial (propuesto en Basilea III).

Qualitative modelling of sustainable energy scenarios: An application and extension of the Bon Qualitative Input-Output model

Climate change is one of the major challenges facing economic systems at the start of the 21st century. Reducing greenhouse gas emissions will require both restructuring the energy supply system (production) and addressing the efficiency and sufficiency of the social uses of energy (consumption). The energy production system is a complicated supply network of interlinked sectors with 'knock-on' effects throughout the economy. End use energy consumption is governed by complex sets of interdependent cultural, social, psychological and economic variables driven by shifts in consumer preference and technological development trajectories. To date, few models have been developed for exploring alternative joint energy production-consumption systems. The aim of this work is to propose one such model. This is achieved in a methodologically coherent manner through integration of qualitative input-output models of production, with Bayesian belief network models of consumption, at point of final demand. The resulting integrated framework can be applied either (relatively) quickly and qualitatively to explore alternative energy scenarios, or as a fully developed quantitative model to derive or assess specific energy policy options. The qualitative applications are explored here.

Fully complex-valued radial basis function networks for orthogonal least squares regression

We consider a fully complex-valued radial basis function (RBF) network for regression application. The locally regularised orthogonal least squares (LROLS) algorithm with the D-optimality experimental design, originally derived for constructing parsimonious real-valued RBF network models, is extended to the fully complex-valued RBF network. Like its real-valued counterpart, the proposed algorithm aims to achieve maximised model robustness and sparsity by combining two effective and complementary approaches. The LROLS algorithm alone is capable of producing a very parsimonious model with excellent generalisation performance while the D-optimality design criterion further enhances the model efficiency and robustness. By specifying an appropriate weighting for the D-optimality cost in the combined model selecting criterion, the entire model construction procedure becomes automatic. An example of identifying a complex-valued nonlinear channel is used to illustrate the regression application of the proposed fully complex-valued RBF network.

A tunable radial basis function model for nonlinear system identification using particle swarm optimisation

A tunable radial basis function (RBF) network model is proposed for nonlinear system identification using particle swarm optimisation (PSO). At each stage of orthogonal forward regression (OFR) model construction, PSO optimises one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is computationally more efficient.