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Response Functions To Critical Shocks In Social Sciences: An Empirical And Numerical Study

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  • B. M. ROEHNER

    (Institute for Theoretical and High Energy Physics, LPTHE, University Paris 7, 2 place Jussieu, 75005 Paris, France)

  • D. SORNETTE

    (IGPP and ESS Department, University of California, Los Angeles, California 90095, USA;
    LPMC, CNRS UMR6622 and Université des Sciences, BP 70, Parc Valrose, 06108 Nice Cedex 2, France)

  • J. V. ANDERSEN

    (LPMC, CNRS UMR6622 and Université des Sciences, BP 70, Parc Valrose, 06108 Nice Cedex 2, France;
    U. F. R. de Sciences Économiques, Gestion, Mathématiques et Informatique, CNRS UMR7536 and Université Paris X-Nanterre, 92001 Nanterre Cedex, France)

Abstract

We show that, provided one focuses on properly selected episodes, one can apply to the social sciences the same observational strategy that has proved successful in natural sciences such as astrophysics or geodynamics. For instance, in order to probe the cohesion of a society, one can, in different countries, study the reactions to some huge and sudden exogenous shocks, which we call Dirac shocks. This approach naturally leads to the notion of structural (as opposed or complementary to temporal) forecast. Although structural predictions are by far the most common way to test theories in the natural sciences, they have been much less used in the social sciences. The Dirac shock approach opens the way to testing structural predictions in the social sciences. The examples reported here suggest that critical events are able to reveal pre-existing "cracks" because they probe the social cohesion which is an indicator and predictor of future evolution of the system, and in some cases they foreshadow a bifurcation. We complement our empirical work with numerical simulations of the response function ("damage spreading") to Dirac shocks in the Sznajd model of consensus build-up. We quantify the slow relaxation of the difference between perturbed and unperturbed systems, the conditions under which the consensus is modified by the shock and the large variability from one realization to another.

Suggested Citation

  • B. M. Roehner & D. Sornette & J. V. Andersen, 2004. "Response Functions To Critical Shocks In Social Sciences: An Empirical And Numerical Study," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 809-834.
    • Handle: RePEc:wsi:ijmpcx:v:15:y:2004:i:06:n:s0129183104006236
    DOI: 10.1142/S0129183104006236
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    References listed on IDEAS

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    1. Roehner,Bertrand M., 2002. "Patterns of Speculation," Cambridge Books, Cambridge University Press, number 9780521802635, November.
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    Cited by:

    1. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
    2. Sznajd-Weron, Katarzyna & Sznajd, Józef & Weron, Tomasz, 2021. "A review on the Sznajd model — 20 years after," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    3. Didier SORNETTE, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series 14-25, Swiss Finance Institute.
    4. Gündüç, Semra & Eryiğit, Recep, 2015. "The role of persuasion power on the consensus formation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 426(C), pages 16-24.
    5. Hai-Chuan Xu & Wei Zhang & Yi-Fang Liu, 2013. "Short-term Market Reaction after Trading Halts in Chinese Stock Market," Papers 1309.1138, arXiv.org, revised Jun 2014.
    6. Xu, Hai-Chuan & Zhang, Wei & Liu, Yi-Fang, 2014. "Short-term market reaction after trading halts in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 103-111.
    7. Juan V Escobar & Didier Sornette, 2015. "Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures," PLOS ONE, Public Library of Science, vol. 10(1), pages 1-15, January.
    8. Pedro Ramaciotti Morales & Jean-Philippe Cointet & Caterina Froio, 2022. "Posters and protesters," Journal of Computational Social Science, Springer, vol. 5(2), pages 1129-1157, November.
    9. D. Sornette, 2008. "Nurturing breakthroughs: lessons from complexity theory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(2), pages 165-181, December.

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