The returns and risks of investment portfolio in stock market crashes are investigated by considering a theoretical model, based on a modified Heston model with a cubic nonlinearity, proposed by Spagnolo and Valenti. Through numerically simulating probability density function of returns and the...

Within the realm of pedestrian research numerous measures have been proposed to estimate the level of crowdedness experienced by pedestrians. However, within the field of pedestrian traffic flow modelling there does not seem to be consensus on the question which of these measures performs best....

The traffic paradox “faster is slower” does not always apply. To study when and where it is valid, a simulation for a real road segment is performed using a novel cellular automaton. This simulation is used to analyze the change in global traffic flow status during free lane-changing...

We propose a price percolation model to reproduce the price distribution of components used in industrial finished goods. The intent is to show, using the price percolation model and a component category as an example, that percolation behaviors, which exist in the matter system, the ecosystem,...

The concept of temperature duality states that the physical temperature and Lagrange temperature both have physical sense in the nonextensive system. By use of this concept, the isothermal power law distribution and the non-isothermal power law distribution are equivalent to each other when the...

Security issues of Peer-to-Peer (P2P) networks have attracted more and more research in recent years. In this paper, using complex features of P2P networks, we shift the focus to the study of invulnerability of grown P2P networks under progressive targeted attacks. Based on dynamic process and...

Motivated by an evolving model of online bipartite networks, we introduce a model of weighted bipartite evolving networks. In this model, there are two disjoint sets of nodes, called user node set and object node set. Edges only exist between two disjoint sets. Edge weights represent the usage...

Nowadays the propagation of human activity, especially health behavior, has become a significant issue in the study of online social network. Considering the effect of human behavior on information diffusion in social networks (Centola, 2010), we propose a simple...

We analyze a semi-infinite one-dimensional random walk process with a biased motion that is incremental in one direction and long-range in the other. On a network with a fixed hierarchy of long-range jumps, we find with exact renormalization group calculations that there is a dynamical...

The invulnerability of complex networks is an important issue in that the behavior of scale-free network differs from that of exponential network. According to the structural characteristics of the networks, we propose two new attack strategies named IDB (initial degree and betweenness) and RDB...