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- Hochrainer-Stigler, Stefan, et al.
(author)
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Integrating Systemic Risk and Risk Analysis Using Copulas
- 2018
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In: International Journal of Disaster Risk Science. - : Springer. - 2095-0055 .- 2192-6395. ; 9:4, s. 561-567
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Journal article (peer-reviewed)abstract
- Systemic risk research is gaining traction across diverse disciplinary research communities, but has as yet not been strongly linked to traditional, well-established risk analysis research. This is due in part to the fact that systemic risk research focuses on the connection of elements within a system, while risk analysis research focuses more on individual risk to single elements. We therefore investigate how current systemic risk research can be related to traditional risk analysis approaches from a conceptual as well as an empirical point of view. Based on Sklar's Theorem, which provides a one-to-one relationship between multivariate distributions and copulas, we suggest a reframing of the concept of copulas based on a network perspective. This provides a promising way forward for integrating individual risk (in the form of probability distributions) and systemic risk (in the form of copulas describing the dependencies among such distributions) across research domains. Copulas can link continuous node states, characterizing individual risks, with a gradual dependency of the coupling strength between nodes on their states, characterizing systemic risk. When copulas are used for describing such refined coupling between nodes, they can provide a more accurate quantification of a system's network structure. This enables more realistic systemic risk assessments, and is especially useful when extreme events (that occur at low probabilities, but have high impacts) affect a system's nodes. In this way, copulas can be informative in measuring and quantifying changes in systemic risk and therefore be helpful in its management. We discuss the advantages and limitations of copulas for integrative risk analyses from the perspectives of modeling, measurement, and management.
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- Hasseln, Herman, et al.
(author)
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The future design scenario and the SEA initiative
- 2004
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In: IFAC Symposium on Advances in Automotive Control.
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Conference paper (peer-reviewed)abstract
- The overall objective of the SEA Initiative is to develop a framework and aseamless process-flow for the design of complex embedded real-time systems inautomotive applications. Both framework and process -flow need to support the entireautomotive design chain from car manufacturers to subsystem providers, from IPproviders to semiconductor developers. These objectives address several key issues facedby the automotive industry, e.g. system complexity and efficiency:For the car manufacturer, where an increasing number of complex subsystems developedels ewhere have to be interfaced correctly and efficiently during system integration inpresence of increasing pressure for faster introduction of new models in the market place.For the subsystem suppliers, where the requirements on quality and costs become tighterwhile the features demanded become more complex, demanding designs withincreasingly larger software content and more performing hardware. For automotivesemiconductor and IP providers, who find it increasingly difficult to meet the reliabilityand performance requirements demanded by their customers while providing theirproducts so that they could be easily integrated and offer the performance required
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3. |
- Lansing, J. Stephen, et al.
(author)
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Adaptive self-organization of Bali's ancient rice terraces
- 2017
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In: Proceedings of the National Academy of Sciences of the United States of America. - : Proceedings of the National Academy of Sciences. - 0027-8424 .- 1091-6490. ; 114:25, s. 6504-6509
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Journal article (peer-reviewed)abstract
- Spatial patterning often occurs in ecosystems as a result of a self-organizing process caused by feedback between organisms and the physical environment. Here, we show that the spatial patterns observable in centuries-old Balinese rice terraces are also created by feedback between farmers' decisions and the ecology of the paddies, which triggers a transition from local to global-scale control of water shortages and rice pests. We propose an evolutionary game, based on local farmers' decisions that predicts specific power laws in spatial patterning that are also seen in a multispectral image analysis of Balinese rice terraces. The model shows how feedbacks between human decisions and ecosystem processes can evolve toward an optimal state in which total harvests are maximized and the system approaches Pareto optimality. It helps explain how multiscale cooperation from the community to the watershed scale could persist for centuries, and why the disruption of this self-organizing system by the Green Revolution caused chaos in irrigation and devastating losses from pests. The model shows that adaptation in a coupled human-natural system can trigger self-organized criticality (SOC). In previous exogenously driven SOC models, adaptation plays no role, and no optimization occurs. In contrast, adaptive SOC is a self-organizing process where local adaptations drive the system toward local and global optima.
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4. |
- Lansing, J. Stephen, et al.
(author)
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Kinship structures create persistent channels for language transmission
- 2017
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In: Proceedings of the National Academy of Sciences of the United States of America. - : Proceedings of the National Academy of Sciences. - 0027-8424 .- 1091-6490. ; 114:49, s. 12910-12915
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Journal article (peer-reviewed)abstract
- Languages are transmitted through channels created by kinship systems. Given sufficient time, these kinship channels can change the genetic and linguistic structure of populations. In traditional societies of eastern Indonesia, finely resolved cophylogenies of languages and genes reveal persistent movements between stable speech communities facilitated by kinship rules. When multiple languages are present in a region and post-marital residence rules encourage sustained directional movement between speech communities, then languages should be channeled along uniparental lines. We find strong evidence for this pattern in 982 individuals from 25 villages on two adjacent islands, where different kinship rules have been followed. Core groups of close relatives have stayed together for generations, while remaining in contact with, and marrying into, surrounding groups. Over time, these kinship systems shaped their gene and language phylogenies: Consistently following a postmarital residence rule turned social communities into speech communities.
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