This paper proposes a modified version of the widely used price and moving average cross-over trading strategies. The suggested approach (presented in its ‘long only’ version) is a combination of cross-over ‘buy’ signals and a dynamic threshold value which acts as a dynamic trailing...

On the basis of fundamental principles of the Vicsek model and the leader–follower model, we develop an extended evacuation model of self-propelled particles system considering movable exits, and then propose effective strategies of self-organization evacuating from an enclosed space. It is...

New analytical solutions in the theory of the Brownian coagulation with a wide class of collision kernels have been found with using the Taylor-series expansion method of moments (TEMOM). It has been shown at different power exponents in the collision kernels from this class and at arbitrary...

A new multi-agent based congestion evacuation model incorporating panic behavior is proposed in this paper for simulating pedestrian evacuation in public places such as a stadium. Different from the existing results, pedestrians in this model are divided into four classes and each pedestrian’s...

In this work, a Monte Carlo simulation, based on standard Metropolis algorithm, has been applied to investigate magnetic properties of a ferrimagnetic nanoparticle, with a cubic shape and core–shell structure. The nanoparticle is constituted of spin-1/2 in the core surrounded by spin-3/2 in...

Thermodynamic properties of a DNA hairpin are investigated employing non-Boltzmann Monte Carlo simulation. We model the DNA hairpin as a polymer on a two dimensional square lattice. We Consider bond fluctuation model with each bead occupying four-sites. The system exhibits a transition from a...

This paper attempts to study the influence of the Generalized Uncertainty Principle (GUP) on the statistical aspects of the N-one dimensional harmonic oscillator. The Investigations are introduced in both classical and quantum domains. It is shown how the GUP scenario modifies the N-oscillator...

This study introduces an approach to study the multiscale transmission characteristics of the correlation modes between bivariate time series. The correlation between the bivariate time series fluctuates over time. The transmission among the correlation modes exhibits a multiscale phenomenon,...

In this paper, a new lattice model is proposed with the consideration of the traffic interruption probability of the optimal current. The linear stability condition is obtained by linear stability analysis and the mKdV equation is deducted from nonlinear analysis via considering the traffic...

This work is devoted to the study of geophysical data by using different spline interpolation techniques. A spatial analysis of the California earthquakes geological data was performed, some of the methods proved to be more efficient than others depending on the number of data points considered....