The problem of optimising the threshold levels in multilevel threshold system subject to multiplicative Gaussian and uniform noise is considered. Similar to previous results for additive noise, we find a bifurcation phenomenon in the optimal threshold values, as the noise intensity changes. This...

This paper presents a simulation model for bi-directional pedestrian behavior. Guide effect and press effect performed by pedestrians with same direction, and contain effect performed by opposite pedestrians were considered as potential effects. Potential field was defined to simulate the...

This work analyzes the classical statistical mechanics associated to phase-space curves in three dimensions. Special attention is paid to the entropic force. Strange effects like confinement, hard core, and asymptotic freedom are uncovered.

In this study, we present a simple stochastic order-book model for investors’ swarm behaviors seen in the continuous double auction mechanism, which is employed by major global exchanges. Our study shows a characteristic called “fat tail” seen in the data obtained from our model that...

The risk that is created by nonlinear interactions among subjects in economic systems is assumed to increase during an abnormal state of a financial market. Nevertheless, investigating the systemic risk in financial markets following the global financial crisis is not sufficient. In this paper,...

In this paper, we investigate the relationships between crude oil and refined product prices. We find that nonlinear correlations are stronger in the long-term than in the short-term. Crude oil and product prices are cointegrated and financial crisis in 2007–2008 caused a structural break of...

Toggle switch as a common phenomenon in gene regulatory networks has been recognized important for biological functions. Despite much effort dedicated to understanding the toggle switch and designing synthetic biology circuit to achieve the biological function, we still lack a comprehensive...

Weak measurements can effectively suppress amplitude-damping decoherence. In this paper, we study the effect of this method in protecting the entanglement of two qubits from independent depolarizing noisy channels. Our scheme consists of prior weak measurement on each qubit before the...

Link prediction in directed network is attracting growing interest among many network scientists. Compared with predicting the existence of a link, determining its direction is more complicated. In this paper, we propose an efficient solution named Local Directed Path to predict link direction....

This paper introduces a multiscale multifractal diffusion entropy analysis (MMDEA) method to analyze long-range correlation then applies this method to stock index series. The method combines the techniques of diffusion process and Rényi entropy to focus on the scaling behaviors of stock index...