One of the important issues in finance and economics for both scholars and practitioners is to describe the behavior of markets, especially during times of crises. In this paper, we analyze the behavior of some mature and emerging markets with a Tsallis entropy framework that is a non-extensive...

Geological systems such as petroleum reservoirs can be investigated using Tsallis entropy and multiplicative hierarchical cascade models. The occurrence of non-Gaussianity is a sign of uncertainty and a phase transition, which could indicate the existence of a petroleum reservoir. Two important...

We have constructed a collaboration network for physicists based in Iran working in different disciplines. By discussing properties like collaborators per author, shortest path, betweenness, and the concept of power in networks for this local model, and comparing with the global model, we...

Privatization is one of the most important elements of the continuing global phenomenon of the increasing use of markets to allocate resources. One important motivation for privatization is to help develop factor and product markets, as well as security markets. Among the various factors of...

A financial market is an example of an adaptive complex network consisting of many interacting units. This network reflects market’s behavior. In this paper, we use Random Matrix Theory (RMT) notion for specifying the largest eigenvector of correlation matrix as the market mode of stock...

We report an empirical study of Tehran price index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis (R/S), modified rescaled range analysis (Lo's method), detrended fluctuation analysis (DFA) and generalized Hurst exponents analysis. Based on numerical...

In this paper we investigate the Tehran stock exchange (TSE) and Dow Jones Industrial Average (DJIA) in terms of perturbed correlation matrices. To perturb a stock market, there are two methods, namely local and global perturbation. In the local method, we replace a correlation coefficient of...

Problems regarding pollution must be handled very carefully and precisely, which requires a well-organized and accurate program. In this article, we suggest that different programs should be used for different time scales (short-term or long-term programs) to manage and control the pollution,...

Inverse statistics analysis studies the distribution of investment horizons to achieve a predefined level of return. This distribution provides a maximum investment horizon which determines the most likely horizon for gaining a specific return. There exists a significant difference between...

We propose a method for analyzing the data for the rates of exchange of various currencies versus the U.S. dollar. The method analyzes the return time series of the data as a Markov process, and develops an effective equation which reconstructs it. We find that the Markov time scale, i.e., the...