Showing 1 - 10 of 203
We investigate the complex relationships between countries in the Eurovision Song Contest, by recasting past voting data from 1992–2003 in terms of a dynamical network. Our analysis shows that the UK is remarkably compatible, or ‘in tune’, with other European countries during the period of...
Persistent link: https://www.econbiz.de/10010591642
We report on a statistical analysis of the Island ECN (NASDAQ) order book. We determine the static and dynamic properties of this system, and then analyze them from a physicist's viewpoint using an equivalent particle system obtained by treating orders as massive particles and price as position....
Persistent link: https://www.econbiz.de/10010590227
the years 1987 (Black Monday), 1998 (Russian crisis), 2001 (Burst of the dot-com bubble and September 11), and 2008 … (Subprime Mortgage Crisis), which mark some of the largest downturns of financial markets in the last three decades. …
Persistent link: https://www.econbiz.de/10010591109
Human migration plays an important role in the city spatial evolution. This paper presents a new simulation model of city spatial evolution that explicitly considers preference and exploration in the migration choice decision process. In the model, the preference means that human prefer to move...
Persistent link: https://www.econbiz.de/10011117812
In this paper, a new model of computer virus–antivirus propagation dynamics based on the topology nature of the … Internet is established. We analyze theoretically the complex dynamics of the model and it is found that, unlike the existing …
Persistent link: https://www.econbiz.de/10011194071
In this paper, we investigate the correlation structure and dynamics of international real estate securities markets by … matrix computed by the daily returns during the investigated period, and analyze the corresponding clustering structure … examine the dynamics of correlation structure. The empirical results show that (1) the distribution of correlation …
Persistent link: https://www.econbiz.de/10011194083
Dissipative time evolution of macroscopic systems describing the experimentally observed approach to reduced descriptions is put into the context of contact geometry. This viewpoint of nonequilibrium thermodynamics unifies many well-established mesoscopic dynamical theories, as for example the...
Persistent link: https://www.econbiz.de/10010871777
We apply methods and concepts of statistical physics to the study of economic organizations. We identify robust, universal, characteristics of the time evolution of economic organizations. Specifically, we find the existence of scaling laws describing the growth of the size of these...
Persistent link: https://www.econbiz.de/10010871936
We analyze the return of the S & P 500 index and characterize its evolution as being typical of a low-dimensional recurrent deterministic system. The first Poincaré return time of the chaotic logistic mapping trajectories is used to model the return evolution. The efficiency of the model is...
Persistent link: https://www.econbiz.de/10010872523
In this paper, the whole dynamical process of cascading failures in a class of scale-free coupled map lattices (CML’s), from the occurrence of attack to the end of failure propagation, is investigated. A dynamical model of cascading failures, based on synergetic theory, is constructed....
Persistent link: https://www.econbiz.de/10010873238