We analyze tick-by-tick data, the most high frequency data available, of yen–dollar currency exchange rates. We show that a dynamical structure can be observed in binarized data indicating the direction of up and down movement of prices, which is not apparently seen from the price change...

We analyze tick data of yen–dollar exchange with a focus on its up and down movement. We show that there exists a rather particular conditional probability structure with such high frequency data. This result provides us with evidence to question one of the basic assumptions of the traditional...

We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the “space” variable, which is opposite to the normal description...

We study here a simple one-dimensional ring composed of stochastic binary elements with delayed interaction. With this model we can analytically compute “interspike” interval histograms, and show how “resonance” or rhythmic behaviors arise with only noise and delay.

Models for the behavior of ants and pedestrians are studied in a unified way in this paper. Each ant follows pheromone put by preceding ants, hence creating a trail on the ground, while pedestrians also try to follow others in a crowd for efficient and safe walking. These following behaviors are...

In this paper, we propose the anticipation floor field (AFF) as an extension of the floor field (FF) model, which is one of the successful models in describing pedestrian dynamics. The AFF focuses on non-local interaction between pedestrians, which has not been taken into account in the FF model...

A new public conveyance model applicable to buses and trains is proposed in this paper by using stochastic cellular automaton. We have found the optimal density of vehicles, at which the average velocity becomes maximum, significantly depends on the number of stops and passengers behavior of...

The effect of real-time information on the traffic flows of the crossing roads is studied by simulations based on a cellular automaton model. At the intersection, drivers have to enter a road of a shorter trip-time, by making a turn if necessary, as indicated on the information board. Dynamics...

A two-lane cellular automaton traffic model equivalent to the extended Burgers cellular automaton has been proposed, and evolution equations for cars on the two-lane road are obtained. Configurations of cars on the road are simulated by using the equations and many metastable local congested...

We propose the Proxemic Floor Field Model as an extension of the Floor Field Model, which is one of the successful models describing pedestrian dynamics. Proxemic Floor Field is the Floor Field which corresponds to the effect of repulsion force between others. By introducing the Proxemic Floor...