In this paper, we report an analysis of the protein sequence length distribution for 13 bacteria, four archaea and one eukaryote whose genomes have been completely sequenced. The frequency distribution of protein sequence length for all the 18 organisms are remarkably similar, independent of...

We introduce a stochastic model which describes the information diffusion on the network of a popular web service, Twitter. Restricting our attention to the daily diffusion from a popular account, we model the information diffusion as a random multiplicative process. We justify our model by...

We explain a possible mechanism of an information spreading on a network which spreads extremely far from a seed node, namely the viral spreading. On the basis of a model of the information spreading in an online social network, in which the dynamics is expressed as a random multiplicative...

A random multiplicative process (RMP) is one of the basic models which can generate a power law distribution. Actually, the distribution generated by RMP has two parts, which are closely matched to the head of a log-normal distribution and the tail of a power law distribution. We investigated...

One class of universal mechanisms that generate power-law probability distributions is that of random multiplicative processes. In this paper, we consider a multiplicative Langevin equation driven by non-Gaussian colored multipliers. We analytically derive a formula that relates the power-law...

Several studies have been employed to discuss the link between weather and market returns. However, our research is different in three ways. We employed in tropical country, added extreme condition, and covering the entire Indonesia weather proportionally. This paper revisits the weather-induced...

We introduce a functional volatility process for modeling volatility trajectories for high frequency observations in financial markets and describe functional representations and data-based recovery of the process from repeated observations. A study of its asymptotic properties, as the frequency...

Measuring individual investors' speculative demand for stocks using the Google search volume index (hereafter “SVI”) on penny stocks, we examine how it relates to the return dynamics of U.S. stock indices. Speculative demand leads to a short-term return reversal. A simple trading strategy...

We employ high frequency data to study extreme price changes (i.e., price jumps) in the Prague, Warsaw, Budapest, and Frankfurt stock market indexes from June 2003 to December 2010. We use the price jump index and normalized returns to analyze the distribution of extreme returns. The comparison...

Since 2005, all European listed companies must comply with IFRS in the preparation of their consolidated financial statements. Several studies have investigated the consequences of this political decision, comparing various dimensions of accounting quality before and after IFRS implementation....