Pedestrian, Crowd, and Evacuation Dynamics

This contribution describes efforts to model the behavior of individual pedestrians and their interactions in crowds, which generate certain kinds of self-organized patterns of motion. Moreover, this article focusses on the dynamics of crowds in panic or evacuation situations, methods to optimize building designs for egress, and factors potentially causing the breakdown of orderly motion.Comment: This is a review paper. For related work see http://www.soms.ethz.c

An overreaction implementation of the coherent market hypothesis and option pricing

Inspired by the theory of social imitation (Weidlich 1970) and its adaptation to financial markets by the Coherent Market Hypothesis (Vaga 1990), we present a behavioral model of stock prices that supports the overreaction hypothesis. Using our dynamic stock price model, we develop a two factor general equilibrium model for pricing derivative securities. The two factors of our model are the stock price and a market polarization variable which determines the level of overreaction. We consider three kinds of market scenarios: Risk-neutral investors, representative Bernoulli investors and myopic Bernoulli investors. In case of the latter two, risk premia provide that herding as well as contrarian investor behaviour may be rationally explained and justified in equilibrium. Applying Monte Carlo methods, we examine the pricing of European call options. We show that option prices depend significantly on the level of overreaction, regardless of prevailing risk preferences: Downward overreaction leads to high option prices and upward overreaction results in low option prices. --behavioral finance,coherent market hypothesis,market polarization,option pricing,overreaction,chaotic market,repelling market

ForChaos: Real Time Application DDoS detection using Forecasting and Chaos Theory in Smart Home IoT Network

Recently, D/DoS attacks have been launched by zombie IoT devices in smart home networks. They pose a great threat to to network systems with Application Layer DDoS attacks being especially hard to detect due to their stealth and seemingly legitimacy. In this paper, we propose we propose ForChaos, a lightweight detection algorithm for IoT devices, that is based on forecasting and chaos theory to identify flooding and DDoS attacks. For every time-series behaviour collected, a forecasting-technique prediction is generated, based on a number of features, and the error between the two values is calcualted. In order to assess the error of the forecasting from the actual value, the lyapunov exponent is used to detect potential malicious behaviour. In NS-3 we evaluate our detection algorithm through a series of experiments in Flooding and Slow-Rate DDoS attacks. The results are presented and discussed in detail and compared with related studies, demonstrating its effectiveness and robustness

e is for Ekstasis.

Electronic music and dance culture is interesting for its journeys through sound and explorations into bodily expression, but also for the numerous sites of cultural activity that have grown up with it or been inspired by its example. Here I draw on the work of theorists including Deleuze and Guattari to present a philosophical discussion of electronic music and dance culture informed by consideration of concrete events, including events I have experienced at first hand

Dynamics of Oscillators Coupled by a Medium with Adaptive Impact

In this article we study the dynamics of coupled oscillators. We use mechanical metronomes that are placed over a rigid base. The base moves by a motor in a one-dimensional direction and the movements of the base follow some functions of the phases of the metronomes (in other words, it is controlled to move according to a provided function). Because of the motor and the feedback, the phases of the metronomes affect the movements of the base while on the other hand, when the base moves, it affects the phases of the metronomes in return. For a simple function for the base movement (such as $y = \gamma_{x} [r \theta_1 + (1 - r) \theta_2]$ in which $y$ is the velocity of the base, $\gamma_{x}$ is a multiplier, $r$ is a proportion and $\theta_1$ and $\theta_2$ are phases of the metronomes), we show the effects on the dynamics of the oscillators. Then we study how this function changes in time when its parameters adapt by a feedback. By numerical simulations and experimental tests, we show that the dynamic of the set of oscillators and the base tends to evolve towards a certain region. This region is close to a transition in dynamics of the oscillators; where more frequencies start to appear in the frequency spectra of the phases of the metronomes