We consider nonlocal effects, obtained by incorporating fractional derivatives in the kinetic energy of a conventional Hamiltonian, to analyze physical properties of non-crystalline solids at very low temperature. By using thermal Green functions, we deduce some experimentally observable...

We address the problem of portfolio optimization under the simplest coherent risk measure, i.e. the expected shortfall. As is well known, one can map this problem into a linear programming setting. For some values of the external parameters, when the available time series is too short, portfolio...

The balance between the supply and demand of some kind of resource is critical for the functionality and security of many complex networks. Local contingencies that break this balance can cause a global collapse. These contingencies are usually dealt with by spare capacity, which is costly...

We consider statistical ensembles of Schwarzschild black holes and prove that these ensembles describe black holes of nonvanishing temperatures. The mean space–times associated to these ensembles are explored through exact computations of their energy distributions, total masses and calorific...

We present a family of scale-free network model consisting of cliques, which is established by a simple recursive algorithm. We investigate the networks both analytically and numerically. The obtained analytical solutions show that the networks follow a power-law degree distribution, with degree...

There has been a quickly growing interest in properties of complex networks, such as the small world property, power-law degree distribution, network transitivity, and community structure, which seem to be common to many real world networks. In this study, we consider the community property...

In this article we analyse the leading statistical properties of fluctuations of (log) 3-month US Treasury bill quotation in the secondary market, namely: probability density function, autocorrelation, absolute values autocorrelation, and absolute values persistency. We verify that this...

We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy <InlineEquation ID="Equ1"> <EquationSource Format="TEX">$S_{q}=k\frac{1-\sum_{i=1}^{W} p_{i} ^{q}}{1-q}\, (q\in \Re) \left(S_{1} \equiv...</equationsource></inlineequation>

We consider site percolation of dimers (“needles”) on simple cubic lattice. The percolation threshold is estimated as p<Subscript>c</Subscript> <Superscript>perc</Superscript> ≈ 0.2555 ± 0.0001. The jamming threshold is estimated as p<Subscript>c</Subscript> <Superscript>jamm</Superscript>=0.799 ± 0.002. Copyright EDP Sciences/Società Italiana di Fisica/Springer-Verlag 2007

We study community structure of networks. We have developed a scheme for maximizing the modularity Q [Newman and Girvan, Phys. Rev. E <Emphasis Type="Bold">69, 026113 (2004)] based on mean field methods. Further, we have defined a simple family of random networks with community structure; we understand the behavior of...</emphasis>