The objective of this paper is to demonstrate the influence of the blue-chips companies in the stock market. In this, we apply the detrended cross-correlation coefficient ρDCCA at the São Paulo stock market (Ibovespa, Brazil). Initially we found that there is a positive cross-correlation...

Exact solutions are rare for non-Markovian random walk models even in 1D, and much more so in 2D. Here we propose a 2D genuinely non-Markovian random walk model with a very rich phase diagram, such that the motion in each dimension can belong to one of 3 categories: (i) subdiffusive, (ii)...

Effects of the averaging over disorder realizations (samples) on the phase behavior are analyzed in terms of the mean field approximation for the random field Ising model with infinite range interactions. It is found that the averaging is equivalent to a drastic modification in the statistics of...

Humans often behave discriminatorily towards others depending on their group membership. In this work, we establish a spatial Prisoner’s dilemma model to investigate the relation between tag-mediated discrimination and cooperation. By introducing tag-mediated selective interaction, we find...

Regulating the coupling strength of neurons by noise, we numerically study the effect of the fluctuation of coupling strength on the synchronization of scale-free neuronal network with time delays. It is found that the neurons exhibit synchronization transitions when noise intensity is varied,...

Spin correlation identities for the Ashkin–Teller model are derived. From the correlation identities effective field approximation results for the magnetization, the specific heat, the critical frontiers and tricritical points are obtained. First-order transitions in three-dimensional lattices...

This paper discusses the size distribution–in economic terms–of the Italian municipalities over the period 2007–2011. Yearly data are rather well fitted by a modified Lavalette law, while Zipf–Mandelbrot–Pareto law seems to fail in this doing. The analysis is performed either at a...

The detrended fluctuation analysis (DFA) and the multifractal DFA (MF-DFA) techniques are employed to characterize the pseudorapidity (η) distribution of charged mesons produced in 28Si+Ag/Br interaction at 14.5 GeV/nucleon and 32S+Ag/Br interaction at 200 GeV/nucleon. Various multifractal...

In this paper, we investigate the correlation structure and dynamics of international real estate securities markets by using daily returns of 20 national markets during the period 2006–2012 from a network perspective. We construct the minimum spanning tree (MST), the hierarchical tree (HT),...

We analyzed 546 stocks in the Singapore Stock Exchange (SGX) and 1173 stocks in the Hong Kong Stock Exchange (HKSE) in 2006 and 2007, to understand how financial hierarchies on these two markets change over market corrections and crashes. To do so, we introduced the digital cross correlation as...