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It has been proposed that the more homogeneous the system, and the stronger its interactions, the more predictable it will be. For instance, in non-linear systems with phase transitions at a critical point, it is well known that a window of predictability occurs in the neighborhood of the critical point due to precursory signs: For the phenomena of unsustainable growth e.
In systems that are discrete scale invariant such a model is power law growth, decorated with a log-periodic function.
This has been applied to many problems, [3] for instance: An interesting dynamic to consider, that may reveal the development of a block-buster success, is Epidemic phenomena: Given a model and data, one can obtain a statistical model estimate.
This model estimate can then be used to compute interesting quantities such as the conditional probability of the occurrence of a dragon king event in a future time interval, and the most probable occurrence time.
When doing statistical modeling of extremes, and using complex or nonlinear dynamic models, there is bound to be substantial uncertainty.
Thus, one should be diligent in uncertainty quantification: One can then use the estimated probabilities and their associated uncertainties to inform decisions.
In the simplest case, one performs a binary classification: For instance, one may take a specific action if a dragon king is predicted to occur.
For instance, if the cost of a miss is very large relative to the cost of a false alarm, the optimal decision will detect dragon kings more frequently than they occur.
One should also study the true positive rate of the prediction. The smaller this value is, the weaker the test, and the closer one is to black swan territory.
In practice the selection of the optimal decision, and the computation of its properties must be done by cross validation with historical data if available , or on simulated data if one knows how to simulate the dragon kings.
In a dynamic setting the dataset will grow over time, and the model estimate, and its estimated probabilities will evolve. In this dynamic setting, the test will likely be weak most of the time e.
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Worship of the Dragon God is celebrated throughout China with sacrifices and processions during the fifth and sixth moons, and especially on the date of his birthday the thirteenth day of the sixth moon.
Media related to Dragon King at Wikimedia Commons. From Wikipedia, the free encyclopedia. For other uses, see Dragon Kings disambiguation.
Chinese theology Chinese gods and immortals Chinese mythology Chinese creation myth Chinese spiritual world concepts Model humanity: Xian Zhenren Wen and wu.
Major cultural forms Chinese ancestral religion Chinese communal deity religion Chinese mother goddess worship Northeast China folk religion Main philosophical traditions: Confucianism state rites Taoism Other schools Ritual traditions: Mazuism Wang Ye worship.
These excursions form the dragon kings, as illustrated in the figure. It is claimed that such models can describe many real phenomena such as earthquakes, brain activity, etc.
It could also be the case that dragon kings are created as a result of system control or intervention. That is, trying to suppress the release of stress or death in dynamic complex systems may lead to an accumulation of stress or a maturation towards instability.
Such fires are inconvenient and thus we may wish that they are diligently extinguished. This leads to long periods without inconvenient fires, however, in the absence of fires, dead wood accumulates.
Once this accumulation reaches a critical point, and a fire starts, the fire becomes so large that it cannot be controlled — a singular event that could be considered to be a dragon king.
Dragon kings form special kinds of events leading to extreme risks which can also be opportunities. That extreme risks are important should be self-evident.
Natural disasters provide many examples e. Some statistical examples of the impact of extremes are that: In general such statistics arrive in the presence of heavy tailed distributions , and the presence of dragon kings will augment the already oversized impact of extreme events.
Despite the importance of extreme events, due to ignorance, misaligned incentives, and cognitive biases, we often fail to adequately anticipate them.
Technically speaking, this leads to poorly specified models where distributions that are not heavy tailed enough, and under-appreciating both serial and multivariate dependence of extreme events.
Some examples of such failures in risk assessment include the use of Gaussian models in finance Black-Scholes , the Gaussian copula , LTCM , the use of Gaussian processes and linear wave theory failing to predict the occurrence of rogue waves , the failure of economic models in general to predict the financial crisis , and the under-appreciation of external events, cascades, and nonlinear effects in probabilistic risk assessment , leading to not anticipating the Fukushima disaster.
Such high impact failures emphasize the importance of the study of extremes. The dragon king concept raises many questions about how one can deal with risk.
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