Quantitative understanding of human movement behaviors would provide helpful insights into the mechanisms of many socioeconomic phenomena. In this paper, we investigate human mobility patterns through analyzing taxi-trace datasets collected from five metropolitan cities in two countries. We...

Extensive air showers are produced when high energy cosmic rays or γ-rays enter from the top of the atmosphere. Extensive air showers are multi-fractal in nature and in this paper we explore the topological properties of these showers. We show that the topology of extensive air showers has an...

We empirically investigate the distribution of time spans between price maxima and price minima in international stock markets, where a time span is defined as the time interval between a local price minimum and a local price maximum, and local price extrema are identified by a method introduced...

We have studied the time lags between commercial line airplane disasters and their occurrence frequency till 2002, as obtained from a freely available website. We show that the time lags seem to be well described by Poisson random events, where the average events rate is itself a function of...

Airport networks are a kind of complex systems that display significant fluctuations. To describe this kind of phenomena a dynamical fluctuation model is proposed. In this model the fluctuations in growth rates of weight are exponential. There are two adjustable parameters: the exponent β and...

Polymers are formed when monomers join together to form a chain. In this paper we study the evolution of a network in iron acrylate polymer from the monomer stage onwards. Our primary aim is to use experimental data to calculate the probability of degree distribution and for this purpose we use...

We study the probability distribution of stock returns at mesoscopic time lags (return horizons) ranging from about an hour to about a month. While at shorter microscopic time lags the distribution has power-law tails, for mesoscopic times the bulk of the distribution (more than 99% of the...

In this paper, we studied the dynamics of the log-return distribution of the Korean Composition Stock Price Index (KOSPI) from 1992 to 2004. Based on the microscopic spin model, we found that while the index during the late 1990s showed a power-law distribution, the distribution in the early...

The aim of this work is to develop a qualitative picture of the personal income distribution. Treating an economy as a self-organized system the key idea of the model is that the income distribution contains competitive and non-competitive contributions. The presented model distinguishes between...

In high frequency financial data not only returns but also waiting times between trades are random variables. In this work, we analyze the spectra of the waiting-time processes for tick-by-tick trades. The numerical problem, strictly related with the real inversion of Laplace transforms, is...