A general approach to measure statistical uncertainty of different filtration techniques for market network analysis is proposed. Two measures of statistical uncertainty are introduced and discussed. One is based on conditional risk for multiple decision statistical procedures and another one is...

This paper focuses on human behavior in web surfing during the special stage called Flash Crowd (FC) period. Some statistical properties of human behavior are investigated. A moving approximate entropy (ApEn) method is provided to precisely locate the FC stage at first. Then the multiscale...

Taking the inhomogeneities of media and nonuniform boundaries into account, the variable-coefficient equations can describe more realistic physical phenomena than their constant-coefficient counterparts. In this paper, a variable-coefficient forced Kadomtsev–Petviashvili equation with...

In this paper, we build undirected weighted networks to study herding behavior among analysts and to analyze the characteristics and the structure of these networks. We then construct a new indicator based on the average degree of nodes and the average weighted clustering coefficient to research...

In this paper, we use the FVD (full velocity difference) model to develop a car-following model with consideration of the driver’s attribution. The numerical results show that the proposed model can qualitatively reproduce the effects of the driver’s attribution on each vehicle’s speed,...

This paper proposes a numerical model of the network of two-Chinese-character compound words (two-character network, for short). In this network, a Chinese character is a node and a two-Chinese-character compound word links two nodes. The basic framework of the model is that an important...

An empirical study of stable distribution and long-range correlation in Brent crude oil market was presented. First, it is found that the empirical distribution of Brent crude oil returns can be fitted well by a stable distribution, which is significantly different from a normal distribution....

The denaturation of the DNA is analyzed using an analytic model. The DNA molecules are described in the Primitive Model of Polyelectrolytes (PMP), where the polyelectrolyte molecules are cylinders with charged sites. We show that the DNA stabilization arises as the result of the competition...

Some dynamical and statistical properties for a conservative as well as the dissipative problem of relativistic particles in a waveguide are considered. For the first time, two different types of dissipation namely: (i) due to viscosity and; (ii) due to inelastic collision (upon the kick) are...

In this paper, we investigate the Shanghai Interbank Offered Rate (SHIBOR) employing the chaos recognition and fractal analysis. We find that all interest rates of SHIBOR are chaotic systems with multifractal nature. The volatilities of the short-term interest rates are larger than the medium-...