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真实的世界复杂系统对“冲击或破坏”的动态响应。大脑和金融系统（即市场、单个公司或部门）在功能上都由许多传播和处理信息的相互作用的元素组成。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变。沃里克的跨学科EPSRC和STFC资助的聚变、空间和天体物理学中心（CFSA）的研究人员开创了分析磁约束聚变实验室实验和天体物理等离子体“真实的世界”数据的技术。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，即，表现出从无序到高度有序的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”：大脑功能和市场动态，如脑磁图（MEG）测量大脑，以及财务和其他公司数据所捕获的。这意味着CFSA内的等离子物理学家、沃里克、剑桥MRC认知与脑科学单位的神经学家以及沃里克商学院的战略家之间高度的跨学科合作。在物理科学的框架内，量化此类系统与建模系统之间存在直接且易于理解的映射。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。通过在传统上分离的学科（神经科学、计量经济学和等离子体物理学）之间建立桥梁，我们可以解决实质性的跨学科问题，例如，在什么意义上市场崩溃就像大脑中的癫痫发作？以定量和预测的方式解决这些问题有可能在临床神经科学和计量经济学中产生深远的影响。这种激进的方法将使物理模型能够扩展到目前成熟的应用之外，从而为更广泛的社会科学提供更广泛的接口。

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.