Saturday, May 02, 2009

Two Examples of Useul Simulations

"Leverage: The Root of All Financial Turmoil" by Adrian Cho in Science.
Summary: 'According to a new analysis reported at the German Physical Society meeting, leverage--the practice by hedge funds and other investors of borrowing money to buy investments--is the root of many nettlesome properties of financial markets that classical economics cannot explain, including a propensity to crash. The model shows that many of the distinctive statistical properties of financial markets emerge together as rates of leverage climb.

"Quack remedies spread by virtue of being useless" by Ewen Callaway in New Scientist.
Mark Tanaka, a mathematical biologist, applied mathematical models used to measure evolutionary fitness to study the spread of medical treatments.

"His model accounted for factors including the rate of conversion to a treatment, the effectiveness of a treatment, the rate at which people abandon a treatment, the odds of recovering naturally, and the chances of dying. The model starts with a single person demonstrating a treatment – rubbish or not – and measures how many people are influenced to go on to give the treatment a try.

"Under a wide range of conditions, quack treatments garnered more converts than proven hypothetical medicines that offer quicker recovery, Tanaka found. 'The very fact that they don't work mean that people that use them stay sick longer' and demonstrate a treatment to more people, he says."
Comment: I have long thought that the most important element of simulation models may be to help one to think about the nature of complex relationships. The model of the financial industry suggests a relatively unexpected deep relationship -- that leverage may lead to all sorts of dysfunctional factors which in turn led to the current financial crisis. The model of treatment dissemination suggests the counterintuitive result that the less effective a remedy the more widely it may spread (in traditional, non-evidence based medical practice).

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