Showing 1 - 10 of 124
A two-dimensional Cellular Automata model is proposed to simulate the exit dynamics of occupant evacuation. Concerning the exit width and the door separation, we put forward some useful standpoints: (1) exit width should be bigger than a critical value, and the door separation should be neither...
Persistent link: https://www.econbiz.de/10010873347
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the...
Persistent link: https://www.econbiz.de/10010873723
Polyelectrolytes are of great importance in different branches of chemistry and biology. DNA is a very good example of a polyelectrolyte of biological relevance. In this paper, we describe DNA solutions in the presence of multivalent salts and amphiphiles. After thermodynamic equilibrium is...
Persistent link: https://www.econbiz.de/10010873761
Complex systems may show strongly non-exponential relaxation, the origins of these behavior seem to be related to the fractal structure of the phase space. In this article, we consider the diffusion on a dilute hypercube, this stochastic process is a coarse-grained model for the time evolution...
Persistent link: https://www.econbiz.de/10010873992
The price time series of the Italian government bonds (BTP) futures is studied by means of scaling concepts originally developed for random walks in statistical physics. The series of overnight price differences is mapped onto a one-dimensional random walk: the bond walk. The analysis of the...
Persistent link: https://www.econbiz.de/10010874189
Differently from theoretical scale-free networks, most real networks present multi-scale behavior, with nodes structured in different types of functional groups and communities. While the majority of approaches for classification of nodes in a complex network has relied on local measurements of...
Persistent link: https://www.econbiz.de/10010874191
We study the susceptible–infected–recovered (SIR) model in complex networks, considering that not all individuals in the population interact in the same way. This heterogeneity between contacts is modeled by a continuous disorder. In our model, the disorder represents the contact time or the...
Persistent link: https://www.econbiz.de/10010874271
The concepts of nonextensive statistics, which has been applied in the study of complex systems, are used to analyze past records of the Earth’s climate. The fluctuations within the record of deuterium content (hence temperature) in the last glacial period appear to follow a q-Gaussian...
Persistent link: https://www.econbiz.de/10010874290
Power-law distributions, i.e. Lévy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Lévy flight (GTLF). In general, these systems converge to a Gaussian...
Persistent link: https://www.econbiz.de/10010874440
Interest in thermodynamic analogies in economics is older than the idea of von Neumann to look for market entropy in liquidity, advice that was not taken in any thermodynamic analogy presented so far in the literature. In this paper, we go further and use a standard strategy from trading theory...
Persistent link: https://www.econbiz.de/10010874647