We derive two risk-adjusted performance measures for investors with risk averse preferences. Maximizing these measures is equivalent to maximizing the expected utility of an investor. The first measure, Xeff, is derived assuming a constant risk aversion while the second measure, Reff, is based...

A direct numerical simulation of a turbulent flow field with a lattice BGK method is presented. A spatial coarse graining of the numerical results is compared with the expected LBGK dynamics for a flow field on a reduced lattice size. This comparison permits to exhibit subgrid properties of the...

We discuss a cellular automata model to study the competition between an emergent better fitted species against an existing majority species. The model implements local fights among small group of individuals and a synchronous random walk on a 2D lattice. The faith of the system, i.e., the...

We present an analysis of the temporal evolution of a scientific coauthorship network, the genetic programming network. We find evidence that the network grows according to preferential attachment, with a slightly sublinear rate. We empirically find how a giant component forms and develops, and...

Extending previous work on unweighted networks, we present here a systematic numerical investigation of standard evolutionary games on weighted networks. In the absence of any reliable model for generating weighted social networks, we attribute weights to links in a few ways supported by...

In this work, we present a new methodology to study the structure of the configuration spaces of hard combinatorial problems. It consists in building the network that has as nodes the locally optimal configurations and as edges the weighted oriented transitions between their basins of...

Situations of conflict giving rise to social dilemmas are widespread in society. One way of studying these important phenomena is by using simplified models of individual behavior under conflicting situations such as evolutionary game theory. Starting from the observation that individuals...