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Clustering gene expression by dynamics: A maximum entropy approach

Diambra, L. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 8, pp. 2187-2196

Arrays allow simultaneous measurements of the expression levels of thousands of mRNAs. By mining this data one can identify sets of genes with similar profiles. We show that information theoretic methods are capable of modeling and assessing dissimilarities between the dynamics underlying to the...

Persistent link: https://www.econbiz.de/10010591703

Effects of degree correlation on the controllability of networks

Miao, Qingying; Rong, Zhihai; Tang, Yang; Fang, Jianan - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 24, pp. 6225-6230

In this paper, we investigate the effects of degree correlation on the controllability of undirected networks with …-degree pinning, some relevance factors on controllability such as the control gain and the number of pinned nodes are discussed in … detail. It is found that disassortative mixing enhances the network controllability contrast to assortative mixing, to which …

Persistent link: https://www.econbiz.de/10010588421

A controllable model of a random multiplicative process for the entire distribution of population

Tomita, Shinji; Hayashi, Yukio - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 5, pp. 1345-1351

in Japan from 1980 to 2006. This controllability of RMP can be applied to a power law distribution in various other …

Persistent link: https://www.econbiz.de/10010590467

Empirical volatility analysis: feature detection and signal extraction with function dictionaries

Capobianco, Enrico - In: Physica A: Statistical Mechanics and its Applications 319 (2003) C, pp. 495-518

We aim to investigate the potential usefulness of wavelets for representing and decomposing financial volatility processes. Our strategy relies on the empirical analysis of high-frequency intradaily stock index returns by using adaptive signal-processing techniques which exploit the...

Persistent link: https://www.econbiz.de/10010590725

Universal approach to overcoming nonstationarity, unsteadiness and non-Markovity of stochastic processes in complex systems

Yulmetyev, Renat M.; Mokshin, Anatolii V.; Hänggi, Peter - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 1, pp. 303-325

macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of …

Persistent link: https://www.econbiz.de/10011059338

Type I intermittency in nonstationary systems—models and human heart rate variability

Żebrowski, J.J.; Baranowski, R. - In: Physica A: Statistical Mechanics and its Applications 336 (2004) 1, pp. 74-83

Type I intermittency occurs whenever a discrete dynamical system in a chaotic state is about to undergo a tangential bifurcation. Then long stretches of (almost) periodic behavior (laminar phases) occur. These laminar phases are interspersed with chaotic behavior. In type I intermittency, simple...

Persistent link: https://www.econbiz.de/10011064148

Decaying of phase synchronization in parkinsonian tremor

Gozolchiani, Avi; Moshel, Shay; Hausdorff, Jeffrey M.; … - In: Physica A: Statistical Mechanics and its Applications 366 (2006) C, pp. 552-560

We describe effects of the asymmetry of cycles and non-stationarity in time series on the phase synchronization method …

Persistent link: https://www.econbiz.de/10011064231

A jump diffusion model for spot electricity prices and market price of risk

Bhar, Ramaprasad; Colwell, David B.; Xiao, Yuewen - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 15, pp. 3213-3222

We construct a jump-diffusion model with seasonality, mean-reversion, time-dependent jump intensity and heteroskedastic disturbance for electricity spot prices, while keeping the analytical tractability of futures prices. We find that the jump component plays a considerably larger role than the...

Persistent link: https://www.econbiz.de/10010872408

The effects of different inflation risk premiums on interest rate spreads

Berument, Hakan; Kilinc, Zubeyir; Ozlale, Umit - In: Physica A: Statistical Mechanics and its Applications 333 (2004) C, pp. 317-324

This paper analyzes how the different types of inflation uncertainty affect a set of interest rate spreads for the UK. Three types of inflation uncertainty—structural uncertainty, impulse uncertainty, and steady-state inflation uncertainty—are defined and derived by using a time-varying...

Persistent link: https://www.econbiz.de/10011058271

What drives Hong Kong's residential property market—A Markov switching present value model

Xiao, Qin - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 108-114

The property market of Hong Kong is one of the most volatile in the world. This study attempts to investigate the proposition that the Hong Kong residential market is only driven by fundamentals. The investigation is based on a Markov switching present value model, which explicitly accounts for...

Persistent link: https://www.econbiz.de/10011059526

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