Distribution of extinction sizes constructed from original fossil records exhibits not a single, but a double power-law, with tail exponents being roughly the same in different scales, i.e., for species, families and orders. Moreover, time correlations of extinction sizes decrease with a...

The power α of the Lévy tails of stock market fluctuations discovered in recent years are generally believed to be universal. We show that for the Chinese stock market this is not true, the powers depending strongly on anomalous daily index changes short before market closure, and weakly on...

A complex ad hoc network model with accelerated growth is proposed in this paper. In the evolving process of the model, at each time step with the addition probability c1, a new vertex with m(t) edges is added into the model, which new adding edges are connected with the old vertices according...

We analyze company size distribution for developing countries using the framework proposed by Ramsden and Kiss-Haypál [Physica A 277 (2000) 220]. Although this distribution does not fit developing countries data as good as it does to developed ones, the parameters of the distribution (θ and...

Shareholders are the owners of listed companies, and their relationships can directly affect the structure of the stock market. In this paper, we analyze the topological properties and evolution of the cross-shareholding networks of listed companies in the past 5 years in China from 2007 to...

The so-called Pareto–Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of stock markets indexes worldwide. The selection of the threshold parameter from empirical data and consequently, the determination of the...

The paper consists of two parts: (i) the empirical one where the non-linear, long-term autocorrelations present in high-frequency data extracting from the Warsaw Stock Exchange were analyzed and (ii) theoretical one where predictions of our model (Quantitative Finance 3 (2003) 201; Physica A...

For Tsallis’ entropic analysis to the time evolutions of standard logistic map at the Feigenbaum critical point, it is known that there exists a unique value q∗ of the entropic index such that the asymptotic rate Kq≡limt→∞{Sq(t)−Sq(0)}/t of increase in Sq(t) remains finite whereas Kq...

We determine the backbone mass distributions for bond percolation between two lines of arbitrary orientations in three dimensions. All simulations were performed at the percolation threshold pc. The slope of the power law regime of the backbone mass distribution is dependent upon the angle...

Recently, we proposed a new random walk algorithm, termed the REV algorithm, in which the agent alters the directional rule that governs it using the most recent four random numbers. Here, we examined how a non-bounded number, i.e., “randomness” regarding move direction, was important for...