Showing 1 - 10 of 49
A model for ideological struggles is formulated. The underlying set is a closed one, like a country but in which the population size is variable in time. The dynamics of the struggle is described by model equations of Verhulst–Lotka–Volterra kind. Several “ideologies” compete to increase...
Persistent link: https://www.econbiz.de/10011061610
We investigate how the adaptation of the competition coefficients of the competing populations for the same limited resource influences the system dynamics in the regions of the parameter space, where chaotic motion of Shilnikov kind exists. We present results for two characteristic values of...
Persistent link: https://www.econbiz.de/10011058505
We investigate an economic system in which one large agent—the Japan government changes the environment of numerous smaller agents—the Japan agriculture producers by indirect regulation of prices of agriculture goods. The reason for this intervention was that before the oil crisis in 1974...
Persistent link: https://www.econbiz.de/10011064228
We investigate an economic system in which one large agent - the Japan government changes the environment of numerous smaller agents - the Japan agriculture producers by indirect regulation of prices of agriculture goods. The reason for this intervention was that before the oil crisis in 1974...
Persistent link: https://www.econbiz.de/10005098751
Statistical analysis of financial data mostly focused on testing the validity of Brownian motion (Bm). Analyses performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many financial derivatives. We analyze the behavior of...
Persistent link: https://www.econbiz.de/10010874879
In this paper we propose an adjustment to the Herfindahl–Hirschman concentration index for explicitly considering the role of the topology of financial economic networks on market concentration. The case study of the Italian stock market serves for outlining the relevance of the shareholding...
Persistent link: https://www.econbiz.de/10010993133
The data and findings by Miskiewicz (2013) on the relationship between the number (J) of publications ranked according to their decreasing importance, for some scientist with her/his coauthors (CA), i.e.  J∝1/rα, as found in Ausloos (2013), when specific types of publications,...
Persistent link: https://www.econbiz.de/10011062136
A taxonomy of large financial crashes proposed in the literature locates the burst of speculative bubbles due to endogenous causes in the framework of extreme stock market crashes, defined as falls of market prices that are outlier with respect to the bulk of drawdown price movement...
Persistent link: https://www.econbiz.de/10005098504
Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many financial derivatives. We inquiry in the behavior of measures...
Persistent link: https://www.econbiz.de/10005099179
We use insight from a model of earth tectonic plate movement to obtain a new understanding of the build up and release of stress in the price dynamics of the worlds stock exchanges. Nonlinearity enters the model due to a behavioral attribute of humans reacting disproportionately to big changes....
Persistent link: https://www.econbiz.de/10008497626