Cross Disciplinary Feasibility Account: Warwick Centre for Fusion Space and Astrophysics.

我们希望追求的一个中心思想是现实世界复杂系统对“冲击或意外”的动态响应。大脑和金融系统（指市场、个别公司或部门）在功能上都是由许多相互作用的元素组成的，这些元素传播和处理信息。一个非常热门的问题是，是否有可能从现有数据中量化系统对“冲击”的反应何时在正常范围内（对神经测试任务的正常反应时间，价格波动）或将高度相关和灾难性（癫痫发作，股市崩盘或公司倒闭）。理解这一点将导致对大脑功能和金融系统动态的范式转换见解。华威大学跨学科的EPSRC和STFC资助的聚变、空间和天体物理中心（CFSA）的研究人员开创了分析“真实世界”数据的技术，这些数据来自磁约束聚变和天体物理等离子体的实验室实验。这些等离子体系统可以表现出相当不可预测的“突发”行为，并且可以自组织，也就是说，显示出从无序到高度有序、相关行为的大规模转变。我们建议将这些想法应用于两个跨学科的“重大挑战”：脑功能和市场动态，这是由大脑的脑磁图（MEG）测量以及金融和其他公司数据所捕获的。这意味着华威大学CFSA的等离子体物理学家、剑桥大学MRC认知与脑科学部门的神经学家以及华威商学院的战略家之间的高度跨学科合作。在物理科学的框架中，在量化这样的系统和为它们建模之间存在着一种直接的、容易理解的映射关系。我们将解决的一个悬而未决的问题是，如何在更广泛的背景下严格和有效地应用这种映射。通过在传统上相互隔离的学科（神经科学、计量经济学和等离子体物理学）之间架起桥梁，我们可以解决实质性的跨学科问题，例如，市场崩盘在什么意义上像大脑中的癫痫发作？以定量和预测的方式解决这些问题对临床神经科学和计量经济学都有潜在的深远影响。这种激进的方法将使物理模型能够扩展到它们现在成熟的应用之外，从而为更广泛的社会科学做出贡献，甚至可能创造一个更广泛的接口。

A central idea that we wish to pursue is the dynamic response of real world complex systems to 'shock or surprise'. Both the brain and financial systems (meaning markets, individual companies or sectors), are functionally comprised of many interacting elements which propagate and process information. A highly topical question is whether it is possible to quantify from available data when the response of a system to a 'shock' will be within normal bounds (normal response time to a neurological test task, a fluctuation in price) or will be highly correlated and catastrophic (a seizure, a stock market crash or company failure). Understanding this would lead to paradigm shifting insights into both brain function and financial system dynamics. Researchers within Warwick's interdisciplinary EPSRC and STFC funded Centre for Fusion, Space and Astrophysics (CFSA) have pioneered techniques to analyse 'real world' data from laboratory experiments for Magnetic Confinement Fusion and from astrophysical plasmas. These plasma systems can exhibit rather unpredictable 'bursty' behaviour and can self organise, that is, show large scale transitions from disordered to highly ordered, correlated behaviour. We propose to apply these ideas to focus on two cross-disciplinary 'grand challenges': brain function, and market dynamics, as captured by Magnetoencephalography (MEG) measurements of the brain, and by financial and other company data. This implies a high degree of cross- disciplinary working, between plasma physicists within CFSA, Warwick, neurologists within the MRC Cognition & Brain Sciences Unit, Cambridge, and strategists within the Warwick Business School.In the framework of the physical sciences there is a direct and well understood mapping between quantifying such systems and modelling them. An open question that we will address is how such a mapping can be rigorously and usefully applied in the wider context. By building bridges between traditionally segregated disciplines (neuroscience, econometrics and plasma physics) we can tackle substantive interdisciplinary questions, for example, in what sense is a market crash like an epileptic seizure in the brain? Addressing such questions in a quantitative and predictive manner has the potential for far reaching impact in both clinical neuroscience and econometrics. This radical approach will enable physical models to be extended beyond their now mature application to contribute, and perhaps create, a far broader interface with the wider social sciences.