Most research of online communication focuses on modes of communication that are either open (like forums, bulletin boards, Twitter, etc.) or direct (like e-mails). In this work, we study a dataset that has both types of communication channels. We relate our findings to theories of social...

This study re-examines the recently documented phase-shifting behaviour of financial markets using an alternative measure, an intraday return-based measure. While most previous studies on phase-shifting behaviour adopt the volume-imbalance measure proposed by Plerou et al. (2003), we find that...

The stochastic dynamics toward the final attractor in an exponential distributed time-delay nonlinear model is studied, in the small noise approximation. The passage time statistic for this non-Markovian type of system has been worked out using Monte Carlo simulations. We report the mean first...

Geometric realization of an opinion is considered as a simplex and the opinion space of a group of individuals is a simplicial complex whose topological features are monitored in the process of opinion formation. The agents are physically located at the nodes of a scale-free and a random...

The stochastic volatility models used in the financial world are characterized, in the continuous-time case, by a set of two coupled stochastic differential equations for the underlying asset price S and volatility σ. In addition, the correlations of the two Brownian movements that drive the...

An abstract network approach is proposed for the description of the dynamics in reactive processes. The phase space of the variables (concentrations in reactive systems) is partitioned into a finite number of segments, which constitute the nodes of the abstract network. Transitions between the...

This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price–time continuum having fractal properties. The main steps of this development are the statistical scaling, the non-differentiability hypothesis, and the equations of...

The algebraic connectivity μN−1, i.e. the second smallest eigenvalue of the Laplacian matrix, plays a crucial role in dynamic phenomena such as diffusion processes, synchronization stability, and network robustness. In this work we study the algebraic connectivity in the general context of...

The Pair Approximation method is applied to the antiferromagnetic Heisenberg–Ising spin- 1/2 bilayer with a simple cubic crystalline structure. The method allows for self-consistent calculations of thermodynamic quantities, based on the determination of Gibbs free-energy. In the paper the...

We study the problem of information transmission in complex cooperative systems to prove that adaptivity rather than diffusion is the main source of information transport at criticality. We adopt two different cooperative models, the two-dimensional Decision Making Model (DMM), and the...