New methods for analysis of big data such as financial markets, automobile traffics, epidemic spreading, world-trades and social media communications are provided to clarify complex interaction and distributions underlying in these social phenomena.

Chapter 1 Financial Market.- Influence Networks in the Foreign Exchange Market.- Entropy and Transfer Entropy: The Dow Jones and the build up to the 1997 Asian Crisis.- Execution and Cancellation Lifetimes in Foreign Currency Market.- Signs of market orders and human dynamics.- Damped oscillatory behaviors in the ratios of stock market indices.- Exploring Market Making Strategy for High Frequency Trading: an Agent-based Approach.- Effect of Cancel Order on Simple Stochastic Order-Book Model.- Chapter 2 Robustness and Fragility.- Cascading failures in interdependent economic networks.- Do connections make systems robust?: a new scenario for the complexity-stability relation.- Simulation of Gross Domestic Product in International Trade Networks: Linear Gravity Transportation Model.- Analysis of Network Robustness for a Japanese Business Relation Network by Percolation Simulation.- Detectability threshold of the spectral method for graph partitioning.- Spread of Infectious Diseases with a Latent Period.-Chapter 3 Interaction and Distribution.- Geographic Dependency of Population Distribution- Spatiotemporal Analysis of Influenza Epidemics in Japan.- A Universal Lifetime Distribution for Multi-Species Systems.- Firm Age Distributions and the Decay Rate of Firm Activities.- Empirical Analysis of Firm-Dynamics on Japanese Inter-firm trade Network.- Direct participants’ behavior through the lens of transactional analysis: the case of SPEI.- Chapter 4 Traffic and Pedestrian.- Pedestrian Dynamics in Jamology.- Qualitative Methods of Validating Evacuation Behaviors.- Collective dynamics of pedestrians with no fixed destination.- Traffic Simulation of Kobe-city.- MOSAIIC: city-level agent-based traffic simulation adapted to emergency situations.- GUI for Agent Based Modeling.- Chapter 5 Social Media.- Emotional Changes in Japanese Blog Space Resulting from the 3.11 Earthquake.- Modeling of ENJYO via process of consensus formation on SNS.- A network structure of emotional interactions in an electronic bulletin board.- Scale-free network topologies with clustering similar to online social networks.- Identifying Colors of Products and Associated Personalized Recommendation Engine in e-Fashion Business.

The proceedings of the international conference “SMSEC2014”, a joint conference of the first “Social Modeling and Simulations” and the 10th “Econophysics Colloquium”, held in Kobe in November 2014 with 174 participants, are gathered herein. Cutting edge scientific researches on various social phenomena are reviewed. New methods for analysis of big data such as financial markets, automobile traffics, epidemic spreading, world-trades and social media communications are provided to clarify complex interaction and distributions underlying in these social phenomena. Robustness and fragility of social systems are discussed based on agent models and complex network models. Techniques about high performance computers are introduced for simulation of complicated social phenomena. Readers will feel the researchers minds that deep and quantitative understanding will make it possible to realize comprehensive simulations of our whole society in the near future, which will contribute to wide fields of industry also to scientific policy decision.    

Includes works from top-researches of in complexity and big data Presents perspectives from a wide-range of researchers, including; physicists, computer scientists, economists, and engineers Covers current research from basic theory to applications for social phenomena Includes supplementary material: sn.pub/extras

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