In this paper, we explore the issue that how many messages can be transmitted through one scalar chaotic time series. A scheme is proposed for modulating multiple messages into the system. Based on the adaptive parameter estimation method, provided that some special conditions are satisfied,...

Community structure is an important feature in many real-world networks, which can help us understand structure and function in complex networks better. In recent years, there have been many algorithms proposed to detect community structure in complex networks. In this paper, we try to detect...

We address the problem of banking system resilience by applying off-equilibrium statistical physics to a system of particles, representing the economic agents, modelled according to the theoretical foundation of the current banking regulation, the so called Merton-Vasicek model. Economic agents...

The movement and relaxation of the localized energy on FPU lattices have been studied by using Wavelet transforms methods. The energy relaxation mechanism for nonlinear chains involves the degradation of higher frequency excitations into lower frequencies. It is shown that low frequency modes...

We present a simple cellular automaton based model of decision making during evacuation. Evacuees have to choose between two different exit routes, resulting in a strategic decision making problem. Agents take their decisions based on utility functions, these can be revised as the evacuation...

We consider a model based on the fractional Brownian motion under the influence of noise. We implement the Bayesian approach to estimate the Hurst exponent of the model. The robustness of the method to the noise intensity is tested using artificial data from fractional Brownian motion. We show...

In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous and endogenous shocks in complex financial systems. Markets operate by balancing intrinsic levels of risk and return. This remains true even in the midst of transitory exogenous and endogenous...

We investigate robustness of correlated networks against propagating attacks modeled by a susceptible-infected-removed model. By Monte-Carlo simulations, we numerically determine the first critical infection rate, above which a global outbreak of disease occurs, and the second critical infection...