The time-convolutionless mode-coupling theory (TMCT) equation for the intermediate scattering function fα(q,t) derived recently by the present author is analyzed mathematically and numerically, where α=c stands for a collective case and α=s for a self case. All the mathematical formulations...

This paper shows how the concept of vector correlation can appropriately measure the similarity among multivariate time series in stocks network. The motivation of this paper is (i) to apply the RV coefficient to define the network among stocks where each of them is represented by a multivariate...

The Hurst exponent of very long birth time series in Romania has been extracted from official daily records, i.e. over 97 years between 1905 and 2001 included. The series result from distinguishing between families located in urban (U) or rural (R) areas, and belonging (Ox) or not (NOx) to the...

We study the flux of totally asymmetric simple exclusion processes (TASEPs) on a twin co-axial square tracks. In this biologically motivated model the particles in each track act as mobile bottlenecks against the movement of the particles in the other although the particles are not allowed to...

Multiplex is a set of graphs on the same vertex set, i.e. {G(V,E1),…,G(V,Em)}. It is a type of generalized graph to model the multiple relationships in a system with parallel edges between vertices. An important application in Network Science is to capture community structures in multiplex as...

In this paper, we apply car-following model to study the influences of the vehicle’s fuel consumption and exhaust emissions on each commuter’s trip cost allowing late arrival. Our results show that considering each commuter’s fuel cost and emission cost only enhances his trip cost and the...

Wavelet based multi-scale analysis of financial time series has attracted much attention, lately, from both the academia and practitioners from all around the world. The unceasing metamorphosis of the discipline of finance from its humble beginning as applied economics to the more sophisticated...

Clusters formation models have been extensively studied in literature, and one of the main task of this research area is the analysis of the particle aggregation processes. Some work support that the main characteristics of this processes are strictly correlated to the cluster morphology, for...

In this paper, we investigate the multiscale cross-correlations between electricity price and trading volume in Czech market based on a newly developed algorithm, called Multifractal Cross-Correlation Analysis (MFCCA). The new algorithm is a natural multifractal generalization of the Detrended...

In an ultimatum game where competitive pressures and alternating roles exist, we suppose that players make their decisions based on the net profit of their own. Here we conduct a behavioral experiment in a selection examination, and then we establish a model and study the evolution of strategies...