Showing 1 - 10 of 33
The Bak–Sneppen model of co-evolution is used to derive synthetic time series with a priori specified fractal dimension (or Hurst exponent) through a mixing of processes in various lattice dimensions. Both theoretical and numerical analyses concern the avalanches at the critical threshold and...
Persistent link: https://www.econbiz.de/10010872841
We study correlations between web-downloaded gross domestic product (GDP)'s of rich countries. GDP is used as wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP. We look for forward and backward correlations between such fluctuations. The...
Persistent link: https://www.econbiz.de/10010873163
The two-dimensional Inelastic Maxwell Model (IMM) is studied by numerical simulations. It is shown how the inelasticity of collisions together with the fluctuations of the number of collisions undergone by a particle lead to energy fluctuations. These fluctuations are associated to a shrinking...
Persistent link: https://www.econbiz.de/10010873380
The Hurst exponent of very long birth time series in Romania has been extracted from official daily records, i.e. over 97 years between 1905 and 2001 included. The series result from distinguishing between families located in urban (U) or rural (R) areas, and belonging (Ox) or not (NOx) to the...
Persistent link: https://www.econbiz.de/10011264570
A statistical physics study of punctuation effects on sentence lengths is presented for written texts: Alice in wonderland and Through a looking glass. The translation of the first text into esperanto is also considered as a test for the role of punctuation in defining a style, and for...
Persistent link: https://www.econbiz.de/10010872322
Among the topics of opinion formation it is of interest to observe the characteristics of networks with a priori distinct communities. The citation network(s) between selected members of the Neocreationist and Intelligent Design and the Darwinian Evolution communities are unfolded through the...
Persistent link: https://www.econbiz.de/10010589192
Problems in economy and finance have attracted the interest of statistical physicists all over the world. Fundamental problems pertain to the existence or not of long-, medium- or/and short-range power-law correlations in various economic systems, to the presence of financial cycles and on...
Persistent link: https://www.econbiz.de/10010589356
Technical analysis (TA) has been used for a long time before the availability of more sophisticated instruments for financial forecasting in order to suggest decisions on the basis of the occurrence of data patterns. Many mathematical and statistical tools for quantitative analysis of financial...
Persistent link: https://www.econbiz.de/10010589480
Recent observations have indicated that the traditional equilibrium market hypothesis (EMH; also known as Efficient Market Hypothesis) is unrealistic. It is shown here that it is the analog of a Boltzmann equation in physics, thus having some bad properties of mean-field approximations like a...
Persistent link: https://www.econbiz.de/10010590750
The complex structure of a typical stratus cloud base height (or profile) time series is analyzed with respect to the variability of its fluctuations and their correlations at all experimentally observed temporal scales. Due to the underlying processes that create these time series, they are...
Persistent link: https://www.econbiz.de/10010591785