The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. M\'ezard [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate...

We investigate an XY model on a four-layer triangular lattice with two ferromagnetic layers sandwiched by two antiferromagnetic layers by using Monte Carlo simulations. The chirality on the middle layers with ferromagnetic intralayer interactions shows very steep increase as temperature...

We investigate storage capacity and generalization ability for two types of fully connected layered neural networks with non-monotonic transfer functions; random patterns are embedded into the networks by a Hebbian learning rule. One of them is a layered network in which a non-monotonic transfer...

An Ising model with frustration on a three-dimensional lattice is investigated. The system undergoes a phase transition from the paramagnetic to the ferromagnetic state or to a layered antiferromagnetic state. A re-entrant phase transition is observed for the system in some region of the values...

We investigate phase transitions of the XY model on a two-layer triangular lattice when interactions are competing, by using Monte Carlo simulations. For the system with a ferromagnetic interaction on one of two layers and an antiferromagnetic interaction on the other layer, we find two...

We investigate the effect of obstacles on formation of a traffic jam for a traffic flow in a network of city roads. We consider a square lattice of two bonds between two nearest crossings as a network of city roads; we assume that there are three lattice sites in a crossing. We put five...

Occurrence of congestion of packet flow in computer networks is one of the unfavorable problems in packet communication and hence its avoidance should be investigated. We use a neural network model for packet routing control in a computer network proposed in a previous paper by Horiguchi and...

We present a spin-32 Ising model which is equivalent to a “two-layer” Ising model. We find a solvable spin-32 Ising model and show that a system may have several critical exponents η corresponding to correlation functions of different Ising-type variables. We find two phase-transition...

By using a β-function for a spin-32 Ising model, we investigate the critical phenomena of a general two-layer Ising model of square lattice. We find that the value of the shift exponent ψ is 1.73 ± 0.04 for the system with the same intra-layer interaction and 0.5 for the system with different...

We investigate storage capacity of two types of fully connected layered neural networks with sparse coding when binary patterns are embedded into the networks by a Hebbian learning rule. One of them is a layered network, in which a transfer function of even layers is different from that of odd...