This paper investigates the asymmetry and long-memory volatility behavior of the Malaysian Stock Exchange daily data over a period of 1991–2005. The long-spanning data set enable us to examine piecewise before, during and after the economic crisis encountered in the Malaysian stock market. The...

Noise has crucial effects on biological processes, chemical reactions, and various chaotic systems. This study explores the dynamical properties of noise in random Boolean networks, in which the stochasticity may cause significant deviations from deterministic descriptions. Such noise is...

We study numerically the dynamical behavior of a classical particle inside a box potential that contains a square well which depth varies in time. Two cases of time dependence are investigated: periodic and stochastic. The periodic case is similar to the one-dimensional Fermi accelerator model,...

In this paper, the adaptive synchronization and lag synchronization are considered for uncertain dynamical system with time delay based on parameter identification and a novel control method is then further given using the Lyapunov functional method. With this new and effective method, parameter...

The attractor in usual box-counting methods is partitioned with a fixed grid. We describe an algorithm whose boxes can move into the phase space and adapt to the geometry of the attractor. Lyapunov exponents and the singularity spectrum from time series are estimated using this algorithm.

We present an analytical computation of the asymptotic temporal behavior of the information geometric complexity (IGC) of finite-dimensional Gaussian statistical manifolds in the presence of microcorrelations (correlations between microvariables). We observe a power law decay of the IGC at a...

The dynamical behavior of a discrete time Hogg–Huberman model with three resources 1–3 is investigated. The payoff function of resource 3 is assumed to be the same function as that of resource 2. It is found that when the control parameter takes certain values there are various states which...

We study the dynamical behavior of vehicular traffic through a series of traffic signals. The vehicular traffic is controlled with the use of the cycle time generated by a logistic map. Each signal changes periodically with a cycle time, and the cycle time varies from signal to signal. The...