Publications & Presentations
The Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena Moshe Levy, Haim Levy, Sorin Solomon —Harry M. Markowitz, President, Harry Markowitz Co., and Nobel Laureate in Economics
—Dietrich Stauffer, Cologne University, Cologne, Germany
—Richard Roll, Allstate Professor of Insurance and Finance at the Anderson School of Business, UCLA
The stock market, for a physicist, is the world’s largest, most efficient, and well maintained laboratory in the world, with dense and precise measurements easily accessible. In the financial markets, both the microscopic operations and the macroscopic trends are fully documented, as opposed to studies of elementary particles, where the microscopic interactions must be inferred from the emerging dynamics. In cosmology, emerging macroscopic features are still unknown at the largest scales. In the old dream of Boltzmann and Maxwell of following in detail the emergence of macroscopic irreversibility, generic universal laws and collective robust features from microscopic simple elementary interactions can now be fully realized with the help of this wonderful immense thermodynamic machine where the "microscopic Maxwell demons" are human size and the (Adam Smith's) "invisible hand" is more transparent then ever. Microscopic Simulation of Financial Markets seeks to make a contribution to the emergence of a coherent language and set of concepts in the new community of "econophysics." It has been written so that it can be followed by physicists as well as economists unversed in the language of “econophysics.” The authors are part of a growing movement which follows the birth of macroscopic global market trends based on the microscopic individual traders' operations. Using statistical dynamics methods, the authors attempt to conceptually and practically resolve the paradoxes implied by the efficient market hypothesis, the representative investor, the market portfolio, and the old quarrels between "fundamentalists" and "chartists." The transition towards immortality: non-linear autocatalytic growth of citations to scientific papers, Golosovsky, M.; Solomon, S.; Journal of Statistical Physics, Vol. 151, Issue 1, 2013, pp 340-354, Springer US arXiv preprint Runaway events dominate the heavy tail of citation distributions, Golosovsky, M.; Solomon, S.; The European Physical Journal-Special Topics, 205, 1, 303-311, 2012, Springer arXiv preprint Stochastic Dynamical Model of a Growing Citation Network Based on a Self-Exciting Point Process, Golosovsky, M.; Solomon, S.; Physical Review Letters, 109, 9, 98701, 2012, APS Peer-to-Peer and Mass Communication Effect on Revolution Dynamics, Kindler, A.; Solomon, S.; Stauffer, D.; arXiv:1207.5232, 2012, arXiv preprint Peer-to-peer and mass communication effect on opinion shifts, Kindler, A.; Solomon, S.; Stauffer, D.; Physica A: Statistical Mechanics and its Applications, 2012, Elsevier Challenges in network science: Applications to infrastructures, climate, social systems and economics, Havlin, S.; Kenett, DY; Ben-Jacob, E.; Bunde, A.; Cohen, R.; Hermann, H.; Kantelhardt, JW; Kertész, J.; Kirkpatrick, S.; Kurths, J.; The European Physical Journal Special Topics, 214, 1, 273-293, 2012, Springer-Verlag Download PDF Short and Long Term Investor Synchronization Caused by Decoupling, Roszczynska-Kurasinska, M.; Nowak, A.; Kamieniarz, D.; Solomon, S.; Andersen, J.V.; PloS one, 7, 12, e50700, 2012, Public Library of Science Slicing and Dicing the Genome: A Statistical Physics Approach to Population Genetics, Maruvka, Y.E.; Shnerb, N.M.; Solomon, S.; Yaari, G.; Kessler, D.A.; Journal of Statistical Physics, 142, 6, 1302-1316, 2011, Springer How to find the way out of a forest? By a collective disciplined march, or rather by many individual scouts searching in different directions?: Comments by S. Solomon on the Visioneer white papers by D. Helbing and S. Balietti, Solomon, S.; The European Physical Journal-Special Topics, 195, 1, 159-160, 2011, Springer Big Words, Halved Brains and Small Worlds: Complex Brain Networks of Figurative Language Comprehension, Arzouan, Y.; Solomon, S.; Faust, M.; Goldstein, A.; PloS one, 6, 4, e19345, 2011, Public Library of Science When the collective acts on its components: economic crisis autocatalytic percolation, Cantono, S.; Solomon, S.; New Journal of Physics, 12, 7, 75038, 2010, IOP Publishing, Download PDF Cooperation evolution in random multiplicative environments, Yaari, G.; Solomon, S.; The European Physical Journal B-Condensed Matter and Complex Systems, 73, 4, 625-632, 2010, Springer, arXiv preprint The'intrinsic'system in the human cortex and self-projection: a data driven analysis, Arzy, S.; Arzouan, Y.; Adi-Japha, E.; Solomon, S.; Blanke, O.; Neuroreport, 21, 8, 569, 2010, Download PDF Empirical extraction of mechanisms underlying real world network generation, Itzhack, R.; Muchnik, L.; Erez, T.; Tsaban, L.; Goldenberg, J.; Solomon, S.; Louzoun, Y.; Physica A: Statistical Mechanics and its Applications, 389, 22, 5308-5318, 2010, Elsevier, Download PDF From Crude Law to Civil Relations: The Dynamics and Potential Resolution of Intractable Conflict, Nowak, A.; Deutsch, M.; Bartkowski, W.; Solomon, S.; Peace and Conflict, 16, 2, 189-209, 2010, Taylor & Francis, Download PDF The universal shape of economic recession and recovery after a shock, Challet, D.; Solomon, S.; Yaari, G.; Economics: The Open-Access, Open-Assessment E-Journal, 3, 2009, arXiv preprint Cracking the ad code, Goldenberg, J.; Levav, A.; Mazursky, D.; Solomon, S.; 2009, Cambridge University Press Do all economies grow equally fast?, Dover, Y.; Moulet, S.; Solomon, S.; Yaari, G.; Risk and Decision Analysis, 1, 3, 171-185, 2009, IOS Press, Download PDF Structure-preserving desynchronization of minority games, Mosetti, G.; Challet, D.; Solomon, S.; The European Physical Journal B-Condensed Matter and Complex Systems, 71, 4, 573-577, 2009, Springer, arXiv preprint Cracking the Ad code (Paper), GOLDENBERG, J.; LEVAV, A.; MAZURSKY, D.; SOLOMON, S.; 2009, Microscopic study reveals the singular origins of growth, Yaari, G.; Nowak, A.; Rakocy, K.; Solomon, S.; The European Physical Journal B-Condensed Matter and Complex Systems, 62, 4, 505-513, 2008, Springer, arXiv preprint Microscopic Representation of Complex Systems, Solomon, S.; 2008, Princeton University Pres Detecting speculative bubbles created in experiments via decoupling in agent based models, Roszczynska, M.; Nowak, A.; Kamieniarz, D.; Solomon, S.; Andersen, J.V.; arXiv preprint, 2008 Intermittency and localization, Yaari, G.; Stauffer, D.; Solomon, S.; Encyclopedia of Complexity and Systems Science 2009: 4920-4930, arXiv preprint, 2008 Local enrichment and its nonlocal consequences for victim–exploiter metapopulations, Yaari, G.; Solomon, S.; Schiffer, M.; Shnerb, N.M.; Physica D: Nonlinear Phenomena, 237, 20, 2553-2562, 2008, Elsevier, arXiv preprint The therapy to shock therapy: optimal dynamical policies for transition economies, Challet, D.; Solomon, S.; Yaari, G.; Romania, 100, 110, 120, 2008, Download PDF Simple models of firms emergence, Weisbuch, G.; Mangalagiu, D.; Ben-Av, R.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 387, 21, 5231-5238, 2008, Elsevier, Download PDF Emergence of firms in $(d+ 1) $-dimensional work space, Weisbuch, G.; Stauffer, D.; Mangalagiu, D.; Ben-Av, R.; Solomon, S.; arXiv preprint, 2008 Production Network and Strategic Firms Behaviour, S. Hamichi, D. Mangalagiu, D. S. Brée, S. Solomon, and Z. Guessoum. In International Conference on Economic Science with Heterogeneous Interacting Agents Proceedings (ESHIA2008), Warsaw, June 2008 Detecting Speculative Bubbles Created in Experiments via Decoupling in Agent Based Models, Roszczynska-Kurasinska, M.; Nowak, A.; Kamieniarz, D.; Solomon, S.; Vitting Andersen, J.; 2008, Download PDF From Crude Low to Precise Formalism: Identifying and Essence of Conflict Intractability, Nowak, A.; Solomon, S.; Deutsch, M.; IACM 21st Annual Conference Paper, 2008 The case of the Altruist meme, Yaari, G.; Solomon, S.; arXiv preprint, 2008 Ising, Schelling and self-organising segregation, Stauffer, D.; Solomon, S.; The European Physical Journal B-Condensed Matter and Complex Systems, 57, 4, 473-479, 2007, Springer, Download PDF Self-emergence of knowledge trees: Extraction of the Wikipedia hierarchies, Muchnik, L.; Itzhack, R.; Solomon, S.; Louzoun, Y.; Physical Review E, 76, 1, 16106, 2007, APS Download PDF The Forbes 400, the Pareto power-law and efficient markets, Klass, O.S.; Biham, O.; Levy, M.; Malcai, O.; Solomon, S.; The European Physical Journal B-Condensed Matter and Complex Systems, 55, 2, 143-147, 2007, Springer, Download PDF Markov Nets and the NetLab Platform: Application to Continuous Double Auction, Muchnik, L.; Solomon, S.; Complexity Hints for Economic Policy, 157-180, 2007, Springer Download PDF Microscopic noise, adaptation and survival in hostile environments, Louzoun, Y.; Shnerb, N.M.; Solomon, S.; The European Physical Journal B-Condensed Matter and Complex Systems, 56, 2, 141-148, 2007, Springer, Download PDF Applications of Physics and Mathematics to Social Science, Stauffer, D.; Solomon, S.; arXiv preprint, 2007 The Forbes 400 and the Pareto wealth distribution, Klass, O.S.; Biham, O.; Levy, M.; Malcai, O.; Solomon, S.; Economics Letters, 90, 2, 290-295, 2006, Elsevier, Download PDF Non-equilibrium and irreversible simulation of competition among languages, Stauffer, D.; Schulze, C.; Lima, F.W.S.; Wichmann, S.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 371, 2, 719-724, 2006, Elsevier, Download PDF Copying nodes versus editing links: the source of the difference between genetic regulatory networks and the WWW, Louzoun, Y.; Muchnik, L.; Solomon, S.; Bioinformatics, 22, 5, 581-588, 2006, Oxford Univ Press, Download PDF Agent Based Simulation Design Principles—Applications to Stock Market, Muchnik, L.; Louzoun, Y.; Solomon, S.; Practical Fruits of Econophysics, 183-188, 2006, Springer Download PDF Statistical mechanics of conventional traders may lead to non-conventional market behavior, Muchnik, L.; Solomon, S.; Physica Scripta, 2003, T106, 41, 2006, IOP Publishing Download PDF Traders imprint themselves by adaptively updating their own avatar, Daniel, G.; Muchnik, L.; Solomon, S.; Artificial Economics, 27-38, 2006, Springer, arXiv preprint Advertising, Negative Word-of-Mouth, and Product Acceptance, Yaari, G.; Solomon, S.; Deissenberg, C.; European Journal of Economic and Social Systems, 19, 2, 257-268, 2006, Distributive immunization of networks against viruses using the ‘honey-pot’architecture, Goldenberg, J.; Shavitt, Y.; Shir, E.; Solomon, S.; Nature Physics, 1, 3, 184-188, 2005, Nature Publishing Group, Download PDF Socioeconomic interaction and swings in business confidence indicators, Hohnisch, M.; Pittnauer, S.; Solomon, S.; Stauffer, D.; Physica A: Statistical Mechanics and its Applications, 345, 3, 646-656, 2005, Elsevier, Download PDF Statistical economics on multi-variable layered networks, Erez, T.; Hohnisch, M.; Solomon, S.; Economics: Complex Windows, 201-217, 2005, Springer, arXiv preprint Postext–A Mind for Society, Shalit, A.; Erez, T.; Deters, A.; Hershberg, U.; Shir, E.; Solomon, S.; Adaptive Agents and Multi-Agent Systems II, 24-40, 2005, Springer, Download PDF Antigen-receptor degeneracy and immunological paradigms, Cohen, I.R.; Hershberg, U.; Solomon, S.; Molecular immunology, 40, 14, 993-996, 2004, Elsevier Inevitably reborn: the reawakening of extinct innovations, Goldenberg, J.; Libai, B.; Louzoun, Y.; Mazursky, D.; Solomon, S.; Technological Forecasting and Social Change, 71, 9, 881-896, 2004, Elsevier Download PDF Social Anti-Percolation and Negative Word of Mouth, Erez, T.; Moldovan, S.; Solomon, S.; arXiv preprint, 2004, Download PDF TESTING THE TURING TEST—DO MEN PASS IT?, Adam, R.; Hershberg, U.; Schul, Y.; Solomon, S.; International Journal of Modern Physics C, 15, 8, 1041-1047, 2004, World Scientific, Download PDF Artificial Intelligence and the Natural Selection; Decision Trees and the Network Forest; S. Solomon, E Shir, S Kirkpatrik; pages 3-12 in Proceedings of AISB03 Adaptive Agents and Multi-Agent Systems, eds Dimitar Kazakov, Eduardo Alonso and Daniel Kudenko, Published by the Society for the Study of Artificial Intelligence and the Simulation of Behaviour ISBN 1 902956 31 5 UW Aberystwyth (2004) Download PDF An Updated Review of the LLS Stock Market Model: Complex Market Ecology, Power Laws in Wealth Distribution and Market Returns, Solomon, S.; Levy, M.; New Directions in Statistical Physics: Econophysics, Bioinformatics, and Pattern Recognition, 69, 2004, Springer Reactive glass and vegetation patterns, Shnerb, NM; Sarah, P.; Lavee, H.; Solomon, S.; Physical review letters, 90, 3, 38101, 2003, APS, Download PDF Complexity; a science at 30, Solomon, S.; Shir, B.; Europhysics News, 34, 2, 54-57, 2003, Download PDF Proliferation and competition in discrete biological systems, Louzoun, Y.; Solomon, S.; Atlan, H.; Cohen, I.R.; Bulletin of mathematical biology, 65, 3, 375-396, 2003, Springer, Download PDF World-size global markets lead to economic instability, Louzoun, Y.; Solomon, S.; Goldenberg, J.; Mazursky, D.; Artificial life, 9, 4, 357-370, 2003, MIT Press, Download PDF What is the basis of the immune system’s specificity, Hershberg, U.; Solomon, S.; Cohen, IR; Mathematical Modelling and Computing in Biology and Medicine, 377-384, 2003, Download PDF The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models, Muchnik, L.; Slanina, F.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 330, 1, 232-239, 2003, Elsevier, Download PDF Pioneers on a new continent: on physics and economics, Solomon, S.; Levy, M.; Quantitative Finance, 3, 1, c12-c15, 2003, Institute of Physics and IOP Publishing Limited, Download PDF Solving Traffic Jams: Human Intervention or Self-Organization?, ETAY, M.A.R.O.R.; Shir, E.; Solomon, S.; International Journal of Modern Physics C, 14, 8, 1007-1014, 2003, World Scientific, Download PDF Co-Evolutionist Stochastic Dynamics: Emergence of Power-LawsPower-laws in stochastic Lotka-Volterra-Eigen-Schuster Systems S. Solomon, P. Richmond, O. Biham and O. Malcai, in: "Towards Cognitive Economics", Eds: P. Bourgine and J.-P. Nadal, Springer (2003). Download PDF Theoretical analysis and simulations of the generalized Lotka-Volterra model, Malcai, O.; Biham, O.; Richmond, P.; Solomon, S.; Physical Review E, 66, 3, 31102, 2002, APS, Download PDF Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf, Solomon, S.; Richmond, P.; The European Physical Journal B-Condensed Matter and Complex Systems, 27, 2, 257-261, 2002, Springer Download PDF Stochastic multiplicative processes for financial markets, Huang, Z.F.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 306, 412-422, 2002, Elsevier, arXiv preprint, Download PDF Power Law Volatility Auto-Correlations in Stochastic Logistic Systems, Louzoun, Y.; Solomon, S.; Computing in Economics and Finance 2002, 2002, Society for Computational Economics Power laws of wealth, market order volumes and market returns, Solomon, S.; Richmond, P.; Physica A: Statistical Mechanics and its Applications, 299, 1, 188-197, 2001, Elsevier, arXiv preprint HIV time hierarchy: winning the war while, loosing all the battles, Hershberg, U.; Louzoun, Y.; Atlan, H.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 289, 1, 178-190, 2001, Elsevier, arXiv preprint Modeling complexity in biology, Louzoun, Y.; Solomon, S.; Atlan, H.; Cohen, I.R.; Physica A: Statistical Mechanics and its Applications, 297, 1, 242-252, 2001, Elsevier, arXiv preprint Adaptation of autocatalytic fluctuations to diffusive noise, Shnerb, NM; Bettelheim, E.; Louzoun, Y.; Agam, O.; Solomon, S.; Physical Review E, 63, 2, 21103, 2001, APS, arXiv preprint Volatility driven market in a generalized Lotka–Voltera formalism, Louzoun, Y.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 302, 1, 220-233, 2001, Elsevier, arXiv preprint Finite market size as a source of extreme wealth inequality and market instability, Huang, Z.F.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 294, 3, 503-513, 2001, Elsevier, arXiv preprint Power laws are disguised Boltzmann laws, Richmond, P.; Solomon, S.; International Journal of Modern Physics C, 12, 3, 333-343, 2001, World Scientific, arXiv preprint Power, Lévy, exponential and Gaussian-like regimes in autocatalytic financial systems, Huang, Z.F.; Solomon, S.; The European Physical Journal B-Condensed Matter and Complex Systems, 20, 4, 601-607, 2001, Springer, arXiv preprint Social percolators and self organized criticality, Weisbuch, G.; Solomon, S.; Stauffer, D.; Economics with Heterogeneous Interacting Agents, 43-55, 2001, Springer, Download PDF Long-time fluctuations in a dynamical model of stock market indices, Biham, O.; Huang, Z.F.; Malcai, O.; Solomon, S.; Physical Review E, 64, 2, 26101, 2001, APS, arXiv preprint Stability of Pareto-Zipf law in non-stationary economies, Solomon, S.; Richmond, P.; Economics with Heterogeneous Interacting Agents, 141-159, 2001, Springer, arXiv preprint Structures of the mind and universal music, Goldenberg, J.; Mazursky, D.; Solomon, S.; Science, 292, 5526, 2433-2433, 2001, Self-Organization and Non-Self-Averaging Effects in Systems of Discrete Auto-Catalytic Elements, Solomon, S.; NATO SCIENCE SERIES SUB SERIES III COMPUTER AND SYSTEMS SCIENCES, 177, 351-359, 2001, IOS PRESS Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model, Solomon, S.; Levy, M.; Computing in Economics and Finance 2001, 2001, Society for Computational Economics, arXiv preprint Microscopic simulation of financial markets: from investor behavior to market phenomena, Levy, H.; Levy, M.; Solomon, S.; 2000, Academic Press The importance of being discrete: Life always wins on the surface, Shnerb, N.M.; Louzoun, Y.; Bettelheim, E.; Solomon, S.; Proceedings of the National Academy of Sciences, 97, 19, 10322-10324, 2000, National Acad Sciences, arXiv preprint Social percolation models, Solomon, S.; Weisbuch, G.; de Arcangelis, L.; Jan, N.; Stauffer, D.; Physica A: Statistical Mechanics and its Applications, 277, 1, 239-247, 2000, Elsevier, Download PDF Power laws in cities population, financial markets and internet sites (scaling in systems with a variable number of components), Blank, A.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 287, 1, 279-288, 2000, Elsevier Marketing percolation, Goldenberg, J.; Libai, B.; Solomon, S.; Jan, N.; Stauffer, D.; Physica A: Statistical Mechanics and its Applications, 284, 1, 335-347, 2000, Elsevier. arXiv preprint Generalized Lotka-Volterra (GLV) Models of Stock Markets, Solomon, S.; Advances in Complex Systems, 3, 01n04, 301-322, 2000, World Scientific, arXiv preprint Power laws and cities population, Blank, A.; Solomon, S.; arXiv preprint Self-organized percolation and critical sales fluctuations, Weisbuch, G.; Solomon, S.; International Journal of Modern Physics C, 11, 6, 1263-1272, 2000, World Scientific The emergence of spatial complexity in the immune system, Louzoun, Y.; Solomon, S.; Atlan, H.; Cohen, I.R.; arXiv preprint cond-mat/0008133, 2000, arXiV preprint A continuous time asynchronous model of the stock market; beyond the LLS model, Shatner, M.; Muchnik, L.; Leshno, M.; Solomon, S.; 2000, arXiv preprint WHAT ARE STORIES MADE OF?—QUANTITATIVE CATEGORICAL DECONSTRUCTION OF CREATION, Stolov, Y.; Idel, M.; Solomon, S.; International Journal of Modern Physics C, 11, 4, 827-835, 2000, World Scientific, Download PDF Microscopic Discrete Proliferating Components Cause the Self-Organized Emergence of Macroscopic Adaptive Features in Biological Systems, Louzoun, Y.; Solomon, S.; Atlan, H.; Cohen, I.; 2000, arXiv preprint Discrete Financial Means: When exception rules, mean means nothing; Auto-catalytic Individuals Survive by all Means, Solomon, S.; 2000, arXiv preprint Toward identifying the inventive templates of new products: A channeled ideation approach, Goldenberg, J.; Mazursky, D.; Solomon, S.; Journal of Marketing Research, 200-210, 1999, JSTOR, Download PDF Power-law distributions and Levy-stable intermittent fluctuations in stochastic systems of many autocatalytic elements, Malcai, O.; Biham, O.; Solomon, S.; Physical Review E, 60, 2, 1299, 1999, APS, arXiv preprint Creative sparks, Goldenberg, J.; Mazursky, D.; Solomon, S.; Science, 285, 5433, 1495-1496, 1999, American Association for the Advancement of Science Meme's the Word, Jacob Goldenberg, David Mazursky, and Sorin Solomon, Science 1999 November 19; 286: 1477, /~sorin/meme.htm The fundamental templates of quality ads, Goldenberg, J.; Mazursky, D.; Solomon, S.; Marketing Science, 18, 3, 333-351, 1999, INFORMS, Download PDF Templates of original innovation: Projecting original incremental innovations from intrinsic information, Goldenberg, J.; Mazursky, D.; Solomon, S.; Technological Forecasting and Social Change, 61, 1, 12-Jan, 1999, Elsevier, Download PDF Generalized Lotka-Volterra (GLV) models and generic emergence of scaling laws in stock markets, Solomon, S.; arXiv preprint, 1999 Behaviorly realistic simulations of stock market traders with a soul, Solomon, S.; Computer Physics Communications, 121, 1, 161-167, 1999, Amsterdam: North-Holland Pub. Co., arXiv preprint Social percolation, Solomon, S.; Weisbuch, G.; arXiv preprint, 1999 On the relation between the Coulomb gas and the lattice XY model, Fucito, F.; Solomon, S.; Journal of Physics A: Mathematical and General, 19, 12, L739, 1999, IOP Publishing Download PDF The importance of being discrete-life always wins on the surface, Shnerb, N.M.; Louzoun, Y.; Bettelheim, E.; Solomon, S.; 1999, arXiv preprint Towards Behaviorly Realistic Simulations of the Stock Market (Traders with a Soul), Solomon, S.; 1999, arXiv preprint Templates of Original Innovation-Heuristic Ideation Technique-A systematic Procedure for New Product Search, Goldenberg, J.; Mazursky, D.; Solomon, S.; Technological Forecasting and Social Change, 61, 1, 12-Jan, 1999, Elsevier, Download PDF Generic emergence of power law distributions and Lévy-Stable intermittent fluctuations in discrete logistic systems, Biham, O.; Malcai, O.; Levy, M.; Solomon, S.; Physical Review E, 58, 2, 1352, 1998, APS, arXiv preprint Universality classes in isotropic, Abelian, and non-Abelian sandpile models, Milshtein, E.; Biham, O.; Solomon, S.; Physical Review E, 58, 1, 303, 1998, APS, arXiv preprint Emergence of representation in drawing: The relation between kinematic and referential aspects, Adi-Japha, E.; Levin, I.; Solomon, S.; Cognitive Development, 13, 1, 25-51, 1998, Elsevier Stochastic Lotka-Volterra Systems of Competing Auto-Catalytic Agents Lead Generically to Truncated Pareto Power Wealth Distribution, Truncated Levy Distribution of Market Returns, Clustered Volatility, Booms and Craches, Solomon, S.; in Decision Technologies for Computational Finance, edited by A.-P. Refenes, A. N. Burgess, and J. E. Moody (Kluwer Academic Publishers, 1998) , arXiv preprint Investigation of the critical behavior of the critical point of the Z2 gauge lattice, Blum, Y.; Coyle, PK; Elitzur, S.; Rabinovici, E.; Rubinstein, H.; Solomon, S.; Nuclear Physics B, 535, 3, 731-738, 1998, Elsevier, arXiv preprint Symmetries and Universality Classes in Conservative Sandpile Models, Biham, O.; Milshtein, E.; Solomon, S.; 1998, arXiv preprint New evidence for the power-law distribution of wealth, Levy, M.; Solomon, S.; Physica A: Statistical Mechanics and its Applications, 242, 1, 90-94, 1997, Elsevier, Download PDF Algorithms for New Product Development: An Exercise in Thought Dynamics, Goldenberg, Y.; Horowitz, R.; Mazursky, D.; Solomon, S.; International Journal of Modern Physics C, 8, 2, 365-381, 1997, Download PDF The fractal nature of randomly adsorbed objects, Lidar, D.; Avnir, D.; Malcai, O.; Solomon, S.; Levy, M.; Multiscale Pn enomena. Modelling and Computation, 22, 1997, DTIC Document Why the Hell am I Here?, Solomon, S.; Multiscale Phenomena. Modelling and Computation, 70, 1997, DTIC Document Power laws are logarithmic Boltzmann laws, Levy, M.; Solomon, S.; International Journal of Modern Physics C, 7, 4, 595-601, 1996, arXiv preprint Spontaneous scaling emergence in generic stochastic systems, Solomon, S.; Levy, M.; International Journal of Modern Physics C, 7, 5, 745-751, 1996, arXiv preprint Dynamical explanation for the emergence of power law in a stock market model, Levy, M.; Solomon, S.; International Journal of Modern Physics C, 7, 1, 65-72, 1996, Download PDF The complex dynamics of a simple stock market model, Levy, M.; Persky, N.; Solomon, S.; International Journal of High Speed Computing, 8, 1, 93, 1996 Cluster dynamics for randomly frustrated systems with finite connectivity, Persky, N.; Kanter, I.; Solomon, S.; Physical Review E, 53, 1, 1212, 1996, APS, Download PDF Collective degrees of freedom and multiscale dynamics in spin glasses, Persky, N.; Solomon, S.; Physical Review E, 54, 4, 4399, 1996, Download PS Cluster Concept Dynamics Leading to Creative Ideas without Critical Slowing Down, Goldenberg, Y.; Solomon, S.; Mazursky, D.; International Journal of Modern Physics C, 7, 5, 655-673, 1996, Download PDF Macros and multiscale dynamics in spin glasses, Persky, N.; Solomon, S.; 1996, arXiv preprint Microscopic simulation of the stock market: the effect of microscopic diversity, Levy, M.; Levy, H.; Solomon, S.; Journal de Physique I, 5, 8, 1087-1107, 1995 The microscopic representation of complex macroscopic phenomena, Solomon, S.; Annual Reviews of Computational Physics II, 243-294, 1995, arXiv preprint Dependence of lattice hadron masses on external magnetic fields, Rubinstein, H.R.; Solomon, S.; Wittlich, T.; Nuclear Physics B, 457, 3, 577-593, 1995, Elsevier, arXiv preprint Restricted ability to recover three-dimensional global motion from one-dimensional local signals: theoretical observations, Rubin, N.; Solomon, S.; Hochstein, S.; Vision Research, 35, 4, 569-578, 1995, Elsevier, Download PDF Dynamical scaling from multiscale measurements, Persky, N.; Ben-Av, R.; Solomon, S.; Physical Review B, 51, 9, 6100, 1995, arXiv preprint Nucleon masses in strong magnetic fields, Rubinstein, HR; Solomon, S.; Wittlich, T.; Nuclear Physics B-Proceedings Supplements, 42, 1, 358-360, 1995, Elsevier, arXiv preprint A microscopic model of the stock market: cycles, booms, and crashes, Levy, M.; Levy, H.; Solomon, S.; Economics Letters, 45, 1, 103-111, 1994, Elsevier, Download TIF Monte Carlo simulation of 2D quantum gravity as open dynamically triangulate random surfaces, Adi, E.; Hasenbusch, M.; Marcu, M.; Pazy, E.; Pinn, K.; Solomon, S.; Physics Letters B, 320, 3, 227-233, 1994, Elsevier, Download PDF Dynamical algebraic multi-grid in simulations of free fields on random triangulated surfaces, Solomon, S.; Stanhill, D.; Wolowelsky, K.; Computer physics communications, 83, 1, 23-29, 1994, Elsevier Parallel-Transported Multi-Grid for inverting the Dirac-operator: variants of the method and their efficiency, Ben-Av, R.; Harmatz, M.; Lauwers, PG; Solomon, S.; Nuclear Physics B, 405, 2, 623-666, 1993, Elsevier Visual study of zero-modes role in PTMG convergence, Harmatz, M.; Lauwers, P.; Solomon, S.; Wittlich, T.; Nuclear Physics B-Proceedings Supplements, 30, 192-199, 1993, Elsevier Inverting the Dirac matrix for SU (2) lattice gauge theory by means of parallel transported multigrid, Lauwers, P.G.; Ben-Av, R.; Solomon, S.; Nuclear Physics B, 374, 1, 249-259, 1992, Elsevier Parallel-transported multigrid beats conjugate gradient, Solomon, S.; Lauwers, PG; International Journal of Modern Physics C, 3, 149-160, 1992, Download PDF Cluster algorithms for surfaces, Evertz, H.G.; Hasenbusch, M.; Marcu, M.; Pinn, K.; Solomon, S.; International Journal of Modern Physics, 3, 235, 1992, Download PDF CLUSTER SIMULATIONS OF THE ISING MODEL ON DYNAMICALLY TRIANGULATED LATTICE, BBN-AV, R.; KINAR, J.; SOLOMON, S.; International Journal of Modern Physics C, 3, 2, 279-295, 1992, Download PDF Stochastic cluster algorithms for discrete Gaussian (SOS) models, Evertz, H.G.; Hasenbusch, M.; Marcu, M.; Pinn, K.; Solomon, S.; Physics Letters B, 254, 1, 185-191, 1991, Elsevier, Download PDF Fermion simulations using parallel transported multigrid, Ben-Av, R.; Brandt, A.; Harmatz, M.; Katznelson, E.; Lauwers, PG; Solomon, S.; Wolowesky, K.; Physics Letters B, 253, 1, 185-192, 1991, Elsevier Critical acceleration of finite-temperature SU (2) gauge simulations, Ben-Av, R.; Evertz, H.G.; Marcu, M.; Solomon, S.; Physical Review D, 44, 10, 2953-2956, 1991, APS, Download PDF Numerical study of a two-point correlation function and Liouville field properties in two-dimensional quantum gravity, Agishtein, ME; Benav, R.; Migdal, AA; Solomon, S.; Modern Physics Letters A, 6, 12, 1115-1131, 1991, World Scientific, Download PDF Simulations on dynamically triangulated lattices, Ben-Av, R.; Kinar, J.; Solomon, S.; Nuclear Physics B-Proceedings Supplements, 20, 711-715, 1991, Elsevier Parallel-transported multigrid and its application to the Schwinger model, Harmatz, M.; Lauwers, PG; Ben-Av, R.; Brandt, A.; Katznelson, E.; Solomon, S.; Wolowesky, K.; Nuclear Physics B-Proceedings Supplements, 20, 102-109, 1991, Elsevier High precision measurement of the SOS surface thickness in the rough phase, Evertz, H.G.; Hasenbusch, M.; Marcu, M.; Pinn, K.; Solomon, S.; Journal de Physique I, 1, 12, 1669-1673, 1991, HTML version Surface simulations without critical slowing down, Gerd Evertz, H.; Hasenbusch, M.; Marcu, M.; Pinn, K.; Solomon, S.; Nuclear Physics B-Proceedings Supplements, 20, 80-84, 1991, Elsevier Towards cluster algorithms for SU (2) gauge theories, Gerd Evertz, H.; Ben-Av, R.; Marcu, M.; Solomon, S.; Nuclear Physics B-Proceedings Supplements, 20, 85-88, 1991, Elsevier Critical acceleration of lattice gauge simulations, Ben-Av, R.; Kandel, D.; Katznelson, E.; Lauwers, PG; Solomon, S.; Journal of Statistical Physics, 58, 1, 125-139, 1990, Springer, Download PDF The fermionic matrix, instantons, zero modes and multigrid, Ben-Av, R.; Brandt, A.; Solomon, S.; Nuclear Physics B, 329, 1, 193-204, 1990, Elsevier Superspace actions on coadjoint orbits of graded infinite-dimensional groups, Aratyn, H.; Nissimov, E.; Pacheva, S.; Solomon, S.; Physics Letters B, 234, 3, 307-314, 1990, Elsevier Topology and Lattices, Ben-Av, R.; Solomon, S.; International Journal of Modern Physics A, 5, 427-437, 1990, Download PDF Critical acceleration of Monte-Carlo simulations of Z 2 gauge theory, Ben-Av, R.; Katznelson, E.; Solomon, S.; Kandel, D.; Lauwers, PG; Nuclear Physics B-Proceedings Supplements, 17, 285-288, 1990, Elsevier Off-shell superspace D= 10 super-Yang-Mills from a covariantly quantized Green-Schwarz superstring, Nissimov, E.; Pacheva, S.; Solomon, S.; Nuclear Physics B, 317, 2, 344-394, 1989, Elsevier (Super-) field theories from (super-) twistors, Eisenberg, Y.; Solomon, S.; Physics Letters B, 220, 4, 562-568, 1989, Elsevier, Download PDF The relation between operator and path integral covariant quantizations of the Green-Schwarz superstring, Nissimov, E.; Pacheva, S.; Solomon, S.; Physics Letters B, 228, 2, 181-187, 1989, Elsevier Action principle for overdetermined systems of nonlinear field equations, Nissimov, E.; Pacheva, S.; Solomon, S.; International Journal of Modern Physics A, 4, 3, 737-752, 1989, Download PDF The covariant quantum Green-Schwarz superstring, Nissimov, E.; Pacheva, S.; Solomon, S.; the Proceedings of the Strings, 89, 1989 Topology and Lattices, Ben-Av, R.; Solomon, S.; Modern Physics Letters A, 4, 1537-1547, 1989 Covariant canonical quantization of the Green-Schwarz superstring, Nissimov, E.; Pacheva, S.; Solomon, S.; Nuclear Physics B, 297, 2, 349-373, 1988, Elsevier Covariant first and second quantization of the N= 2, D= 10 Brink-Schwarz superparticle, Nissimov, E.; Pacheva, S.; Solomon, S.; Nuclear Physics B, 296, 2, 462-492, 1988, Elsevier The twistor geometry of the covariantly quantized Brink-Schwarz superparticle, Eisenberg, Y.; Solomon, S.; Nuclear Physics B, 309, 4, 709-732, 1988, Elsevier Covariant unconstrained superfield action for the linearized D= 10 super-Yang-Mills theory, Nissimov, E.; Pacheva, S.; Solomon, S.; Nuclear Physics B, 299, 1, 183-205, 1988, Elsevier New canonical covariant formalism for then N= 2, D= 10 superparticle, Solomon, S.; Physics Letters B, 203, 1, 86-88, 1988, Elsevier Topology of the lattice two-dimensional XY model, Ben-Av, R.; Solomon, S.; Physical Review B, 37, 9817-9819, 1988, Download PDF SU (3) topological charge on the lattice, Bhanot, G.; Fucito, F.; Solomon, S.; Physics Letters B, 194, 1, 114-118, 1987, Elsevier Harmonic superstring and covariant quantization of the Green-Schwarz superstring, Nissimov, E.R.; Pacheva, S.; Solomon, S.; 1987 The hadronic spectrum with dynamical fermions, Fucito, F.; Moriarty, KJM; Rebbi, C.; Solomon, S.; Physics Letters B, 172, 2, 235-241, 1986, Elsevier Order of the deconfining transition for finite-temperature QCD in the presence of dynamical quarks, Fucito, F.; Solomon, S.; Physical Review Letters, 55, 24, 2641-2644, 1985, APS Download PDF Chiral-symmetry restoration transition in the presence of dynamical quarks, Fucito, F.; Solomon, S.; Rebbi, C.; Physical Review D, 31, 6, 1460, 1985, APS Download PDF Instantons on the lattice, Fucito, F.; Solomon, S.; Nuclear Physics B, 251, 505-515, 1985, Elsevier, Download PDF On the phase diagram of finite-temperature QCD in the presence of dynamical quarks, Fucito, F.; Kinney, R.; Solomon, S.; Nuclear Physics B, 253, 727-741, 1985, Elsevier, Download PDF Crossover and scaling in SU (3) lattice gauge theories with Susskind fermions, Fucito, F.; Solomon, S.; Hamber, H.W.; Physics Letters B, 150, 4, 285-288, 1985, Elsevier Monte Carlo parallel algorithm for long range interactions, Fucito, F.; Solomon, S.; Computer physics communications, 34, 3, 225-230, 1985, Elsevier, Download PDF A concurrent pseudofermions algorithm, Fucito, F.; Solomon, S.; Computer physics communications, 36, 2, 141-145, 1985, Elsevier, Download PDF Solving QCD numerically, Fucito, F.; Solomon, S.; Workshop on Nuclear Chromodynamics, Santa Barbara, CA, USA, 1985 Computations of finite temperature QCD with the pseudofermion method, Fucito, F.; Solomon, S.; Quark confinement and liberation: numerical results and theory, 213, 1985, World Scientific Pub Co Inc Finite temperature QCD in the presence of dynamical quarks, Fucito, F.; Rebbi, C.; Solomon, S.; Nuclear Physics B, 248, 3, 615-628, 1984, Elsevier The SU (3) deconfining transition in the presence of quarks, Fucito, F.; Solomon, S.; Physics Letters B, 140, 5, 387-391, 1984, Elsevier Does Monte Carlo support the Kosterlitz-Thouless scenario, Fucito, F.; Solomon, S.; Physics Letters B, 134, 3, 235-240, 1984, Elsevier Does standard Monte Carlo give justice to instantons?, Fucito, F.; Solomon, S.; Physics Letters B, 134, 3, 230-234, 1984, Elsevier A remark on the phase transitions of modified action spin and gauge models, Seiberg, N.; Solomon, S.; Physics Letters B, 126, 3, 236-240, 1983, Elsevier, Download PDF On the nature of the phase transition in a class of lattice gauge theories, Caneschi, L.; Fox, I.; Solomon, S.; Nuclear Physics B, 220, 3, 246-252, 1983, Elsevier Vortex condensation in two-dimensional non-abelian spin models, Solomon, S.; Stavans, Y.; Domany, E.; Physics Letters B, 112, 4, 373-378, 1982, Elsevier, Download PDF Vortices and phase transitions in two-dimensional non-abelian spin models, Solomon, S.; Physics Letters B, 100, 6, 492-496, 1981, Elsevier, Download PDF On the field strength-potential connection in non-abelian gauge theory, Solomon, S.; Nuclear Physics B, 147, 1, 174-188, 1979, Elsevier "Why do financial crisis have such a negative impact on the real economy?" at the 17th Annual Workshop on Economic Heterogeneous Interacting Agents (WEHIA) in Paris, June 22, 2012:
"Microscopic Foundation of Macroscopic Phenomena: Crisis, Recovery Resilience in Economics, Biology, Society", 8th International Conference on Complex Systems (ICCS 2011), Boston, USA. (please be aware the ppt file is 200MB and it has audio recording too) And here are some talks from the period 2001-2010: ppt files and documentsBooks
Do you need to produce successful creative ideas in advertising? If so, then you need this book. For the first time, the secret of inventing new creative campaigns is unlocked, and specific, practical tools are presented to allow the quick production of creative thoughts in marketing communications. Along with over 100 advertisement examples and numerous case studies, you also get a systematic analysis of the creation aspect of advertising, together with a taste of the real world of advertising and what makes it work. Marketing professionals in companies will learn to know what they can expect and demand from their agencies, whilst agencies will be able to explain their work to clients in an analytic language that is easy to understand. This is essential reading for advertising professionals working for agencies and in marketing and communication departments. It is also a useful tool for students of advertising, marketing, communication, and management, from introductory level all the way up to research faculty.
Selected Publications
Presentations