In this paper, we investigate cross-correlations between nonferrous metal spot and futures markets using detrended cross-correlation analysis (DCCA). We find the existence of significant cross-correlations for both return and volatility series. The DCCA-based cross-correlation coefficients are...

In this work we examine the critical finite-size scaling behavior of the energy probability distribution function and its corresponding Binder cumulant at critical point. Based on the results of Monte Carlo simulations at zero external magnetic field using the recently developed triangle-cluster...

A stochastic averaging method for predicting the response of quasi-partially integrable and non-resonant Hamiltonian systems to combined Gaussian and Poisson white noise excitations is proposed. For the case with r(1rn) independent first integrals which are in involution, an r-dimensional...

The determination of overlapping degree of interfacial layers is crucial to evaluate physical properties of particulate composites. The purpose of the present work is to develop a theoretical scheme for the overlapping degree of interfacial layers around polydisperse ellipsoidal particles in...

The auto-correlation function and the cross-correlation function of an autonomous stochastic system with time delays are investigated. We obtain the distribution curves of the auto-correlation function Cx(s) and Cy(s), and the cross-correlation function Cxy(s) and Cyx(s) of the stochastic...

We present a numerical study of the evolution of a wave packet in a nanoscale MOSFET featuring an ‘atomistic’ channel doping. Our two-dimensional Monte Carlo Wigner simulation results are compared against classical Boltzmann simulation results. We show that the quantum effects due to the...

This paper constructs the positive arbitrage position by alternating the spot index with Chinese Exchange Traded Fund (ETF) portfolio and estimating the arbitrage-free interval of futures with the latest trade data. Then, an improved Delta-normal method was used, which replaces the simple linear...

This article deals with a CO2 critical microchannel convective flow with heat applied from two side walls. Fluid near its gas–liquid critical point is very dense and much expandable; meanwhile, the thermal diffusivity tends to zero when it goes near the critical point. In microchannels, the...

We study the asymptotic equilibrium between the degrees of freedom of position and chirality in a generalized quantum walk on the line. For this system, we propose a temperature function in order to characterize this equilibrium. We show that the initial condition determines the equilibrium...

The scaling properties of multiple fragmentation were examined by Monte Carlo simulations in continuum percolation, in which inclusion particles, i.e., overlapping discs and spheres, were assumed to be connected if they overlapped. Each inclusion particle may be multiply connected to other...