The articles in this special issue are based upon a selection of papers presented at the 'Brisbane Club' section of the 2007 STOREP Conference. We provide introductory reviews of these articles and briefly assess their contributions to the advancement of our understanding of economic evolution,...

While computer models provide many advantages over traditional experimental methods, they also raise several problems. The process of software development is a complicated task with high potential for errors, especially when it is carried out by scientists holding their expertise in other fields...

We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as real, asymmetric random matrices where the time-shift superimposes some structure. We demonstrate that, for...

Empirical analysis of the foreign exchange market is conducted based on methods to quantify similarities among multi-dimensional time series with spectral distances introduced in [A.-H. Sato, Physica A 382 (2007) 258–270]. As a result it is found that the similarities among currency pairs...

This paper investigates the dynamics of stocks in the S&P 500 index for the last 30 years. Using a stochastic geometry technique, we investigate the evolution of the market space and define a new measure for that purpose that is a robust index of the dynamics of the market structure and provides...

A rule-based decision support system (DSS) has been developed to assist decision makers in preparing the EU programme of measures. The rehabilitation of morphological structures of small and medium-sized watercourses in Germany is the main objective. The lack of quantitative date and knowledge...

We consider a financial market model with a large number of interacting agents. Investors are heterogeneous in their expectations about the future evolution of an asset price process. Their current expectation is based on the previous states of their “neighbors” and on a random signal about...