AN ADAPTATIVE EVOLUTIONARY MODEL OF FINANCIAL INVESTORS

The main purpose of the paper is to determine a general behavior of a multi-agent model capable of describing the process of deliberation of an investors group witch may repeatedly decide whether to buy or sell an asset. Each adaptive agent was modeled asProgramming Models, Genetic algorithms, Information efficiency

Coarse-grained dynamics of an activity bump in a neural field model

We study a stochastic nonlocal PDE, arising in the context of modelling spatially distributed neural activity, which is capable of sustaining stationary and moving spatially-localized ``activity bumps''. This system is known to undergo a pitchfork bifurcation in bump speed as a parameter (the strength of adaptation) is changed; yet increasing the noise intensity effectively slowed the motion of the bump. Here we revisit the system from the point of view of describing the high-dimensional stochastic dynamics in terms of the effective dynamics of a single scalar "coarse" variable. We show that such a reduced description in the form of an effective Langevin equation characterized by a double-well potential is quantitatively successful. The effective potential can be extracted using short, appropriately-initialized bursts of direct simulation. We demonstrate this approach in terms of (a) an experience-based "intelligent" choice of the coarse observable and (b) an observable obtained through data-mining direct simulation results, using a diffusion map approach.Comment: Corrected aknowledgement

Multiscale Computations on Neural Networks: From the Individual Neuron Interactions to the Macroscopic-Level Analysis

We show how the Equation-Free approach for multi-scale computations can be exploited to systematically study the dynamics of neural interactions on a random regular connected graph under a pairwise representation perspective. Using an individual-based microscopic simulator as a black box coarse-grained timestepper and with the aid of simulated annealing we compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level. We also exploit the scheme to perform a rare-events analysis by estimating an effective Fokker-Planck describing the evolving probability density function of the corresponding coarse-grained observables

A biophysical observation model for field potentials of networks of leaky integrate-and-fire neurons

We present a biophysical approach for the coupling of neural network activity as resulting from proper dipole currents of cortical pyramidal neurons to the electric field in extracellular fluid. Starting from a reduced threecompartment model of a single pyramidal neuron, we derive an observation model for dendritic dipole currents in extracellular space and thereby for the dendritic field potential that contributes to the local field potential of a neural population. This work aligns and satisfies the widespread dipole assumption that is motivated by the "open-field" configuration of the dendritic field potential around cortical pyramidal cells. Our reduced three-compartment scheme allows to derive networks of leaky integrate-and-fire models, which facilitates comparison with existing neural network and observation models. In particular, by means of numerical simulations we compare our approach with an ad hoc model by Mazzoni et al. [Mazzoni, A., S. Panzeri, N. K. Logothetis, and N. Brunel (2008). Encoding of naturalistic stimuli by local field potential spectra in networks of excitatory and inhibitory neurons. PLoS Computational Biology 4 (12), e1000239], and conclude that our biophysically motivated approach yields substantial improvement.Comment: 31 pages, 4 figure

Stochastic neural field theory and the system-size expansion

We analyze a master equation formulation of stochastic neurodynamics for a network of synaptically coupled homogeneous neuronal populations each consisting of N identical neurons. The state of the network is specified by the fraction of active or spiking neurons in each population, and transition rates are chosen so that in the thermodynamic or deterministic limit (N → ∞) we recover standard activity–based or voltage–based rate models. We derive the lowest order corrections to these rate equations for large but finite N using two different approximation schemes, one based on the Van Kampen system-size expansion and the other based on path integral methods. Both methods yield the same series expansion of the moment equations, which at O(1/N ) can be truncated to form a closed system of equations for the first and second order moments. Taking a continuum limit of the moment equations whilst keeping the system size N fixed generates a system of integrodifferential equations for the mean and covariance of the corresponding stochastic neural field model. We also show how the path integral approach can be used to study large deviation or rare event statistics underlying escape from the basin of attraction of a stable fixed point of the mean–field dynamics; such an analysis is not possible using the system-size expansion since the latter cannot accurately\ud determine exponentially small transitions

Metastability in a stochastic neural network modeled as a velocity jump Markov process

One of the major challenges in neuroscience is to determine how noise that is present at the molecular and cellular levels affects dynamics and information processing at the macroscopic level of synaptically coupled neuronal populations. Often noise is incorprated into deterministic network models using extrinsic noise sources. An alternative approach is to assume that noise arises intrinsically as a collective population effect, which has led to a master equation formulation of stochastic neural networks. In this paper we extend the master equation formulation by introducing a stochastic model of neural population dynamics in the form of a velocity jump Markov process. The latter has the advantage of keeping track of synaptic processing as well as spiking activity, and reduces to the neural master equation in a particular limit. The population synaptic variables evolve according to piecewise deterministic dynamics, which depends on population spiking activity. The latter is characterised by a set of discrete stochastic variables evolving according to a jump Markov process, with transition rates that depend on the synaptic variables. We consider the particular problem of rare transitions between metastable states of a network operating in a bistable regime in the deterministic limit. Assuming that the synaptic dynamics is much slower than the transitions between discrete spiking states, we use a WKB approximation and singular perturbation theory to determine the mean first passage time to cross the separatrix between the two metastable states. Such an analysis can also be applied to other velocity jump Markov processes, including stochastic voltage-gated ion channels and stochastic gene networks