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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
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Article 18,444 Book / Working Paper 4
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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 591 - 600 of 18,448
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Comparison of directed and weighted co-occurrence networks of six languages
Gao, Yuyang; Liang, Wei; Shi, Yuming; Huang, Qiuling - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 579-589
To study commonalities and differences among different languages, we select 100 reports from the documents of the United Nations, each of which was written in Arabic, Chinese, English, French, Russian and Spanish languages, separately. Based on these corpora, we construct 6 weighted and directed...
Persistent link: https://www.econbiz.de/10010873333
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Reaching consensus on rumors
Merlone, U.; Radi, D. - In: Physica A: Statistical Mechanics and its Applications 406 (2014) C, pp. 260-271
An important contribution in sociophysics is the Galam’s model of rumors spreading. This model provides an explanation of rumors spreading in a population and explains some interesting social phenomena such as the diffusion of hoaxes. In this paper the model has been reformulated as a Markov...
Persistent link: https://www.econbiz.de/10010873344
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Memory and long-range correlations in chess games
Schaigorodsky, Ana L.; Perotti, Juan I.; Billoni, Orlando V. - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 304-311
In this paper we report the existence of long-range memory in the opening moves of a chronologically ordered set of chess games using an extensive chess database. We used two mapping rules to build discrete time series and analyzed them using two methods for detecting long-range correlations;...
Persistent link: https://www.econbiz.de/10010873394
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Ranking the spreading ability of nodes in complex networks based on local structure
Gao, Shuai; Ma, Jun; Chen, Zhumin; Wang, Guanghui; … - In: Physica A: Statistical Mechanics and its Applications 403 (2014) C, pp. 130-147
Ranking nodes by their spreading ability in complex networks is a fundamental problem which relates to wide applications. Local metric like degree centrality is simple but less effective. Global metrics such as betweenness and closeness centrality perform well in ranking nodes, but are of high...
Persistent link: https://www.econbiz.de/10010873421
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The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate
Xiao, Weilin; Zhang, Weiguo; Zhang, Xili; Chen, Xiaoyan - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 320-337
Motivated by the empirical evidence of long range dependence in short-term interest rates and considering the long maturities of equity warrants, we propose the fractional Vasicek model to describe the dynamics of the short rate in the pricing environment of equity warrants. Using the partial...
Persistent link: https://www.econbiz.de/10010873438
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Influence of spontaneous percolation on apparent mass at the bottom of a Janssen granular column
Chand, Ram; Ali Khaskheli, Murad; Qadir, Abdul; … - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 96-100
The effect of spontaneous percolation on apparent mass at the bottom of granular assemblies has been investigated experimentally. Bi-layered arrangements of two types of granules which differ in size are poured in a vertical silo. In this configuration, the smaller grains are layered at the top...
Persistent link: https://www.econbiz.de/10010873463
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Modelling encapsulation of gold and silver nanoparticles inside lipid nanotubes
Baowan, Duangkamon; Thamwattana, Ngamta - In: Physica A: Statistical Mechanics and its Applications 396 (2014) C, pp. 149-154
Lipid nanotubes are of particular interest for use as a template to create various one-dimensional nanostructures and as a carrier for drug and gene delivery. Understanding the encapsulation process is therefore crucial for such development. This paper models the interactions between lipid...
Persistent link: https://www.econbiz.de/10010873477
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Diffusion of relativistic gas mixtures in gravitational fields
Kremer, Gilberto M. - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 76-85
A mixture of relativistic gases of non-disparate rest masses in a Schwarzschild metric is studied on the basis of a relativistic Boltzmann equation in the presence of gravitational fields. A BGK-type model equation of the collision operator of the Boltzmann equation is used in order to compute...
Persistent link: https://www.econbiz.de/10010873496
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Following a trend with an exponential moving average: Analytical results for a Gaussian model
Grebenkov, Denis S.; Serror, Jeremy - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 288-303
We investigate how price variations of a stock are transformed into profits and losses (P&Ls) of a trend following strategy. In the frame of a Gaussian model, we derive the probability distribution of P&Ls and analyze its moments (mean, variance, skewness and kurtosis) and asymptotic behavior...
Persistent link: https://www.econbiz.de/10010873517
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Deriving partition functions and entropic functionals from thermodynamics
Plastino, A.; Curado, E.M.F.; Nobre, F.D. - In: Physica A: Statistical Mechanics and its Applications 403 (2014) C, pp. 13-20
Given an arbitrary probability distribution and a nondegenerate energy spectrum, so that a mean energy U can be computed, we derive the partition function Z and the entropic functional S that satisfy the basic relation dU=TdS. The procedure is illustrated by considering examples of typical...
Persistent link: https://www.econbiz.de/10010873542
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