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  • Search: isPartOf:"Physica A: Statistical Mechanics and its Applications"
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Subject
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Econophysics 564 Complex networks 315 Phase transition 195 Scaling 176 Ising model 166 Complex network 154 Phase transitions 152 Entropy 148 Percolation 148 Traffic flow 144 Chaos 125 Synchronization 125 Diffusion 124 Complex systems 123 Stochastic processes 117 Scale-free networks 116 Cellular automata 108 Networks 107 Detrended fluctuation analysis 97 Fractals 96 Monte Carlo simulation 96 Financial markets 95 Self-organized criticality 95 Monte Carlo simulations 90 Brownian motion 88 Anomalous diffusion 87 Power law 86 Time series 85 Hurst exponent 82 Kinetic theory 82 Stochastic resonance 80 Time series analysis 76 Phase diagram 70 Pattern formation 69 Stock market 69 Clustering 67 Volatility 67 Network 66 Tsallis entropy 66 Community structure 65
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Undetermined 18,444 Free 2
Type of publication
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Article 18,444 Book / Working Paper 4
Language
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Undetermined 18,444 English 4
Author
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Nagatani, Takashi 126 Plastino, A. 102 Felderhof, B.U. 84 Bedeaux, D. 61 Havlin, Shlomo 59 Capel, H.W. 57 Stauffer, Dietrich 56 Stanley, H. Eugene 54 Wang, Bing-Hong 53 Suzuki, Masuo 50 Zhou, Wei-Xing 48 Telesca, Luciano 45 Stanley, H.E. 42 Beenakker, J.J.M. 39 Kaneyoshi, T. 39 Zhang, Yi-Cheng 39 Zhou, Tao 38 Alvarez-Ramirez, Jose 37 Kawasaki, Kyozi 37 Chen, Guanrong 35 Plastino, A.R. 35 Trappeniers, N.J. 35 Bunde, Armin 34 Jones, R.B. 34 Sornette, Didier 34 Ausloos, M. 33 Tsallis, Constantino 33 Dekker, H. 32 Mazur, P. 32 Tokuyama, Michio 32 Edwards, S.F. 31 Horiguchi, Tsuyoshi 31 Hui, P.M. 31 Eliazar, Iddo 30 Keskin, Mustafa 30 Ramirez-Pastor, A.J. 29 Stauffer, D. 29 Jiang, Rui 28 Kestin, J. 28 Lovallo, Michele 28
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Physica A: Statistical Mechanics and its Applications 18,446 Iliopoulos P (Takis) (2022) A quantitative analysis of governance structures in the world economy. Physica A: Statistical Mechanics and its Applications 1 Physica A: Statistical Mechanics and its Applications, 415 (2014) 449-462 1
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RePEc 18,444 ECONIS (ZBW) 4
Showing 281 - 290 of 18,448
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Sentiment cycles in discrete-time homogeneous networks
Gomes, Orlando - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 224-238
Consider a network connecting individual agents that are endowed with distinct sentiments or ‘views of the world’. Specifically, assume that each node in the network contains an agent that, at a given period t, can be found in one of five states: sentiment neutrality, exuberant optimism,...
Persistent link: https://www.econbiz.de/10011209696
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Modeling the heterogeneity of human dynamics based on the measurements of influential users in Sina Microblog
Wang, Chenxu; Guan, Xiaohong; Qin, Tao; Yang, Tao - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 239-249
Online social network has become an indispensable communication tool in the information age. The development of microblog also provides us a great opportunity to study human dynamics that play a crucial role in the design of efficient communication systems. In this paper we study the...
Persistent link: https://www.econbiz.de/10011209697
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High and low or close to close prices? Evidence from the multifractal volatility
Liu, Zhichao; Ma, Feng; Long, Yujia - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 50-61
In this study, we examine the daily returns and daily range returns dependent on close–close and the high–low prices when forecasting multifractal volatility in the Chinese stock market. In in-sample forecasting we find that both the daily returns and range returns have a significant impact...
Persistent link: https://www.econbiz.de/10011209698
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Beyond the power law: Uncovering stylized facts in interbank networks
Vandermarliere, Benjamin; Karas, Alexei; Ryckebusch, Jan; … - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 443-457
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over August 1998–October 2004. Specifically, we examine the distributions of (un)directed (un)weighted degree, nodal attributes (bank assets,...
Persistent link: https://www.econbiz.de/10011209699
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Electricity price forecasts using a Curvelet denoising based approach
He, Kaijian; Xu, Yang; Zou, Yingchao; Tang, Ling - In: Physica A: Statistical Mechanics and its Applications 425 (2015) C, pp. 1-9
Price movement in the electricity market can be viewed as a nonlinear and dynamic system, exhibiting significant chaotic and multiscale characteristics. To conduct more accurate analysis and forecasting, this paper proposes a new Curvelet denoising based algorithm to analyze these...
Persistent link: https://www.econbiz.de/10011209700
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Analysis of the deterministic and stochastic SIRS epidemic models with nonlinear incidence
Liu, Qun; Chen, Qingmei - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 140-153
In this paper, the deterministic and stochastic SIRS epidemic models with nonlinear incidence are introduced and investigated. For deterministic system, the basic reproductive number R0 is obtained. Furthermore, if R0≤1, then the disease-free equilibrium is globally asymptotically stable and...
Persistent link: https://www.econbiz.de/10011209701
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Phase transitions in the web of science
Phillips, J.C. - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 173-177
The Internet age is changing the structure of science, and affecting interdisciplinary interactions. Publication profiles connecting mathematics with molecular biology and condensed matter physics over the last 40 years exhibit common phase transitions indicative of the critical role played by...
Persistent link: https://www.econbiz.de/10011209702
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Feedback control of an ensemble of self-propelled particles
Wu, Jian-chun; Chen, Qun; Wang, Rang; Ai, Bao-quan - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 273-278
Rectified transport of self-propelled particles in an asymmetric period potential is numerically investigated by employing a feedback control protocol. The feedback control is switched on and off depending on the direction of the self-propelled speed. It is found that the direction of the...
Persistent link: https://www.econbiz.de/10011209703
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A modified two-lane traffic model considering drivers’ personality
Zhu, H.B.; Zhang, N.X.; Wu, W.J. - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 359-367
Based on the two-lane traffic model proposed by Chowdhury et al., a modified traffic model (R-STCA model, for short) is presented, in which the new symmetric lane changing rules are introduced by considering driving behavioral difference and dynamic headway. After the numerical simulation, a...
Persistent link: https://www.econbiz.de/10011209704
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Defining least community as a homogeneous group in complex networks
Jiang, Bin; Ma, Ding - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 154-160
This paper introduces a new concept of least community that is as homogeneous as a random graph, and develops a new community detection algorithm from the perspective of homogeneity or heterogeneity. Based on this concept, we adopt head/tail breaks–a newly developed classification scheme for...
Persistent link: https://www.econbiz.de/10011209705
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