Complex Decision-Making in Economy and Finance. Pierre Massotte

Complex Decision-Making in Economy and Finance - Pierre Massotte


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properties of this living group are of considerable power. Indeed:

       – each entity involved in the life of a group processes a variable amount of information and the amount of information processed in parallel by the whole group is considerable;

       – a living being (or agent) belonging to a social system processes less information by itself than a solitary being or agent. They operate in a limited “neighborhood” and are subject to local constraints and objectives. They work very astutely in their local environment;

       – as part of a whole, a living agent contributes to more complex information processing and works, without wishing to do so a priori, towards the emergence of global behavior. The system then acts as a single organization;

       – in a group of individuals, the communication therefore modifies the activity of each entity in any form whatsoever. It allows the exchange of statuses, needs and orders of actions. This ensures that the needs of the entire system are met more accurately and consistently than if each entity were to attempt to assess the overall demand on its own. However, can aggregate demand be measured at its fair value and assimilated by all agents in the system?

       – in a social body, constituting a single and coherent system, the roles of each individual will become more precise over time and become very specialized but very closely dependent on the whole, which is itself the consequence of collective action;

       – knowledge of the finest operating details and actions at the level of an individual does not allow us to understand and predict the evolution of the system as a whole.

      The evolution of a complex system obeys a global objective, and it will therefore be organized to best meet its objectives in a given context and environment. This emergence of order corresponds to an attractor and it can be said, in another way, that the sociability of the system is considered as a sociobiological attractor.

      Just as the notion of “interaction” is more important than that of “function” at the level of an agent, the emergence of a stable state or order takes precedence over the notion of predetermined order. In the first case, these are unpredictable events, and in the other case, these are calculable and predictable systems.

      Thus, the concept of emergence is a fundamental part of the science of complexity and characterizes complex adaptive systems. This concept of the emergence and progressive and coherent organization of the parts of an interconnected system is based on two different approaches to the evolution of systems, the Platonicians and the Aristotelians:

       – for Aristotle’s followers, the approach is very mechanistic and deterministic. Living organisms, like interconnected systems, are “machines” whose behavior is explained solely by the laws of chemistry, physics and mechanics. In this approach, we will also classify the one advocated by Descartes and by determinists and reductionists. Even though many phenomena related to complex systems could be explained in this way, Aristotelians had to admit that there were fundamental differences between inanimate objects and living organisms: the physical organization of matter makes it possible to give living organism properties that inanimate things do not have;

       – for Plato’s followers, the approach is more open, vitalist and philosophical. Even though the components of the complex system obey the laws of physics, a life force animates the raw material and most of the properties that emerge from these organisms escape scientific analysis. Thus, Niels Bohr stated: “Knowledge of the fundamental characteristics in the functioning of living organisms is not sufficient to fully explain biological phenomena” [MCE 01].

       – Is natural selection the only organizational cause of these complex systems? Does it have a direct impact on the organizational mechanisms of the interconnected system?

       – In the field of living organisms, does the gene have an influence on the intrinsic organization of organisms?

       – Is the configuration of a complex system directly and strongly correlated to the emerging global property and vice versa?

      However, even though obscure points remain, everyone agrees that, in the phenomena of self-organization, if complex dynamic systems and living systems allow the emergence of structural patterns or stable forms, this is the result of the same mechanisms. Thus, the evolutionary models that have been developed by scientists are important to explain how orders are developed in Nature and in our industrial systems. Such models are fundamental to understanding the meaning of an organization, how a complex system is expressed and how global orders are organized, or to simulating the impact of a structural configuration on emerging orders and properties. However, they do not in any way allow us to understand and explain the profound meaning of emerging property, the meaning of life for example, but rather to understand and demystify the theory of self-organization.

      2.1.5. The genesis and evolution of complex systems

      Two possibilities are considered on how order emerges, on the genesis of biological or complex forms and on the theory of order and evolution:

       – Darwinism focuses on the organization of a social body, the architecture of an interconnected system, the structure of a living organism, or even the configuration of a product or process. It stipulates that any system is subject to disturbances, local disorders or random or environmentally oriented mutations (external stimuli). The reaction and adaptation of these new systems will be in a totally unpredictable direction because they are sensitive to the initial conditions (ownership of SIC). Natural selection will do the rest, and only the most appropriate configurations, forms or orders will be retained or survive;

       – according to physicists, all the systems around us are subject to the second principle of thermodynamics, which stipulates that the entropy of systems increases and that they tend towards disorder. This approach does not always correspond to reality since systems with deterministic chaos are alternately subjected to phases of apparent disorder and then to order phases (quantum leaps limited to a few stable states) as the control parameter increases. Thus, in the study of complex systems, some physical theories have the greatest difficulty in being applied.

      This shows us that there are several ways to understand and envisage the evolution of a complex system, but that nothing should be neglected. In fact, the notions of self-organization, selection and evolution that we have described above are complementary and conclusive and this is what we do in everyday life:

       – In an industrial system, in a production plant, it is common to organize work meetings every morning to organize the team’s activities; similarly, in meetings to design and develop solutions. At some point, people exchange possibilities for changing the production program, choosing the least bad program and reconfiguring a production system to allocate resources differently, proposing “crazy ideas” about a product to meet a new demand, etc. These creative brainstorming sessions, followed by incubation periods and new brainstorming, etc., will initiate changes and elements of solutions. In short, disorder is created.

       – In a second phase, the modifications and solutions implemented will lead the system to enact a particular behavior: any stimulus applied to it is translated into a specific action or reaction of the system. This will lead to the generation of a form or the convergence of the system towards a new order that we always call an attractor. This source of self-organization is almost universal and has been shown in various works by Ulam and von Neumann [NEU 63], Wolfram [WOL 02] or even in Yingjiu Liu’s thesis [LIU 02]. The system organizes itself autonomously;


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