Simplexity by Jeffrey Kluger (subtitled Why Simple Things Become Complex and how complex things can be made simple). The book by the then (2008) Time reporter describes a ''newly emerging Science"(Maybe si, maybe no) meant to provide a cross disciplinary view on systems ranging from ant colonies to stock market. The "SFI" San Jose Instituite is the sort of anchor source (let by Prof Gell-Mann). Along the way (p31) he speaks w Brandeis economist Blake Lebaron who has been studying simulations of stock market trading. He has seen repeating patterns: 1-Traders wobble about; 2-one finds a useful stratagem; 3-the others mimic it; 4-diminishing returns set in. THe repeating patterns I think may be relevant to the general flow of the tech bubble that many of us live within. Whether it is ASPs or Deep Learning or Hadoop - a scatter occurs in the discover stage, then, a coalescence around a mean ensues, until a new scatter occurs in a new discovery stage. Think Whac-A-Mole.
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