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A top–bottom price approach to understanding financial fluctuations

Rivera-Castro, Miguel A.; Miranda, José G.V.; Borges, … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1489-1496

The presence of sequences of top and bottom (TB) events in financial series is investigated for the purpose of characterizing such switching points. They clearly mark a change in the trend of rising or falling prices of assets to the opposite tendency, are of crucial importance for the...

Persistent link: https://www.econbiz.de/10010873890

The waiting time for a second mutation: An alternative to the Moran model

Schinazi, Rinaldo B. - In: Physica A: Statistical Mechanics and its Applications 401 (2014) C, pp. 224-227

The appearance of cancer in a tissue is thought to be the result of two or more successive mutations. We propose a stochastic model that allows for an exact computation of the distribution of the waiting time for a second mutation. This models the time of appearance of the first cancerous cell...

Persistent link: https://www.econbiz.de/10010753627

Conditions for the emergence of scaling in the inter-event time of uncorrelated and seasonal systems

Hidalgo R., César A. - In: Physica A: Statistical Mechanics and its Applications 369 (2006) 2, pp. 877-883

Inter-event times have been studied across various disciplines in search for correlations. In this paper, we show analytical and numerical evidence that at the population level a power-law can be obtained by assuming Poissonian agents with different characteristic times, and at the individual...

Persistent link: https://www.econbiz.de/10010590586

The level crossing and inverse statistic analysis of German stock market index (DAX) and daily oil price time series

Shayeganfar, F.; Hölling, M.; Peinke, J.; Reza Rahimi … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 1, pp. 209-216

The level crossing and inverse statistics analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, να+, where Tα=1/να+ is the average waiting time for observing the level α again. We estimate the probability P(K,α), which...

Persistent link: https://www.econbiz.de/10011064353

Finite size effects in cooperative molecular motors

Taneri, Sencer; Yalabık, M. Cemal - In: Physica A: Statistical Mechanics and its Applications 327 (2003) 3, pp. 291-303

We have studied the ballistic and damped dynamics of finite size cooperative molecular motors. We study the effect of …

Persistent link: https://www.econbiz.de/10011059735

Analysis of dynamic road risk for pedestrian evacuation

Zhang, Nan; Huang, Hong; Su, Boni; Zhao, Jinlong - In: Physica A: Statistical Mechanics and its Applications 430 (2015) C, pp. 171-183

efficiency of evacuations which should considerably reduce the possibility of injuries, deaths and other losses in the disaster. …

Persistent link: https://www.econbiz.de/10011264547

Robustness of cooperation in memory-based prisoner’s dilemma game on a square lattice

Ren, Guangming; Wang, Xingyuan - In: Physica A: Statistical Mechanics and its Applications 408 (2014) C, pp. 40-46

Cooperation in prisoner’s dilemma game can be promoted significantly by introducing memory effects. In this work, we … numerically investigated robustness of cooperation by introducing an attack probability, with which an individual in cooperation … vanishment of the cooperators. Our work could be helpful to understand the emergence of cooperation in systems consisting of …

Persistent link: https://www.econbiz.de/10010872905

Mixed strategy and coevolution dynamics in social networks

Zhong, Weicai; Abbass, Hussein A.; Bender, Axel; Liu, Jing - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 2, pp. 410-417

We investigate coevolution dynamics of both individual strategies and social ties as they adapt within the snowdrift game with mixed strategies. We propose a partner selection mechanism based on the concept of trust. Here trust is considered an instrument for an individual both selecting the...

Persistent link: https://www.econbiz.de/10010873413

Promotion of cooperation induced by the interplay between structure and game dynamics

Fu, Feng; Chen, Xiaojie; Liu, Lianghuan; Wang, Long - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 2, pp. 651-659

random from the neighbors of the punished agent. It is found that the promotion of cooperation is attributed to the entangled … extensive numerical simulations. Our results to some extent reflect the underlying mechanism promoting cooperation. …

Persistent link: https://www.econbiz.de/10010873458

Spatial social dilemmas: Dilution, mobility and grouping effects with imitation dynamics

Vainstein, Mendeli H.; Arenzon, Jeferson J. - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 145-157

We present an extensive, systematic study of the Prisoner’s Dilemma and Snowdrift games on a square lattice under a synchronous, noiseless imitation dynamics. We show that for both the occupancy of the network and the (random) mobility of the agents there are intermediate values that may...

Persistent link: https://www.econbiz.de/10010873543