### Graduate Workshop in Complexity and Computational Modeling

## Homework Problem (2009)

Past homework problems: standing ovation (1995-97),
is that seat taken (1998),
you ought to be in pictures (1999),
cocktail party (2000),
deja vu (2001),
network news (2002),
fire (2003),
go Lance (2004),
your turn (2005),
your turn (2006),
now boarding (2007),
and
up and down (2008).

## Weekend at Bernie's

Consider the following situation:

Bernie, albeit fraudulently, claims that he has found a trading system that
can guarantee extraordinary returns on individual investments.

Model, using whatever techniques you wish, the above scenario.

- Explicitly state your model and key assumptions.
- Summarize key results.
- Suggest some potentially interesting future directions and
questions for the model.

Suggest some standard social science scenarios that could be
usefully modeled using such a process.

Potential Solutions (to submit your solution, email them to
miller@santafe.edu---students
at the Graduate Workshop were given a very limited time
to complete their homework):

John H. Miller ,
miller@santafe.edu.