Abstract. Specialized topics on financial data analysis from a numerical and physical point of view are discussed when pertaining to the analysis of coherent and random sequences in financial fluctuations within (i) the extended detrended fluctuation analysis method, (ii) multi-affine analysis...

We used a simple one-dimensional experiment to investigate the dynamical aspects of crack opening that occurs in clay exposed to shrinkage induced by desiccation. The opening rate of single cracks is obtained. A simple model is introduced to account for the observed behavior. Interaction between...

In this paper, we investigate numerically the Susceptible–Infected–Recovered–Susceptible (SIRS) epidemic model on an exponential network generated by a preferential attachment procedure. The discrete SIRS model considers two main parameters: the duration τ0 of the complete...

A simple dynamical model is presented for describing the gradual evolution of a variable number of species. The system is studied through Monte Carlo simulations using a lattice gas formalism. Each species is characterized by a single, scalar parameter (“adaptation”) which is changed, within...

The Barabasi–Albert (BA) model with finite-precision preferential attachment is used to build a wide range of network structures. Spreading epidemics and collective dynamics are investigated on such complex networks. Numerical simulations reveal a transition from an exponential scaling to a...

The Zipf analysis of n-words in random sequences and financial data series like the stock prices of a company has been performed. The bias as well as the resulting staircase structure of the Zipf plots are taken into account in the subsequent analysis. It is found that correlations for the sign...

The dynamics of a tree-like evolution is investigated as a function of the range k of the interactions between competing entities which are located at the extremities of the branches. Speciation (branching) events are supposed to be driven by extremal dynamics. Extinction events are allowed and...

The dynamic epidemic model considers the spreading of a cluster in a medium containing a fraction x of mobile particles which are pushed by the propagation front. This model is analytically studied on the Bethe lattice for any branching rate z. We give the exact solution xc = (z2 − 1)/z2 for...

We have experimentally studied the dense flow of identical bubbles below planes inclined at an angle θ. The flow is driven by the fast motion of dislocations. As a function of the density of dislocations (controlled by the parameter θ), a transition occurs between a simple collective block...

A brief historical perspective is first given concerning financial crashes, - from the 17th till the 20th century. In modern times, it seems that log periodic oscillations are found before crashes in several financial indices. The same is found in sand pile avalanches on Sierpinski gaskets. A...