Many complex systems can be investigated using the framework of temporal networks, which consist of nodes and edges that vary in time. The community structure in temporal network contributes to the understanding of evolving process of entities in complex system. The traditional method on dynamic...

The concept of wavelet cross-correlation is used to provide a new approach to identify similar patterns in related data sets, which largely improves the confidence of the results. The method amounts to decompose the data sets in the wavelet space so that correlations between wavelet coefficients...

The coupled-product and coupled-exponential of the generalized calculus of nonextensive statistical mechanics are defined for multivariate functions. The nonlinear statistical coupling is indexed such that κd=κ/1+dκ, where d is the dimension of the argument of the multivariate...

Self-organized criticality (SOC) has been claimed to play an important role in many natural and social systems. In the present work we empirically investigate the relevance of this theory to stock-market dynamics. Avalanches in stock-market indices are identified using a multi-scale...

It has been widely accepted that there exist investors who adopt momentum strategies in real stock markets. Understanding the momentum behavior is of both academic and practical importance. For this purpose, we propose and study a simple agent-based model of trading incorporating momentum...

The question of information cascades in finance appears in the literature. We use the dynamics of Kolmogorov's 1962 (K62) turbulence model, an example of multiaffine scaling, to illustrate how evidence for diffusion from large to small length scales, or correspondingly an information cascade...

The network metaphor is currently one of the most common general paradigms in biological sciences: this paradigm spans different scales of definition going from gene regulation to protein–protein interaction studies and metabolic regulation networks.

We show how one can completely reconstruct even moderately optimized configurations of the Forest Fire model with relatively few observations. We discuss the relationship between the deep information from limited observations (DILO) to the robust-yet-fragile (RYF) property of the Forest Fire...

We study the Brazilian Popular Music in a network perspective. We call the Brazilian Popular Music Network, BPMN, the graph where the vertices are the song writers and the links are determined by the existence of at least a common singer. The linking degree distribution of such graph shows power...

We investigate the origin of volatility in financial markets by defining an analytical model for time evolution of stock share prices. The defined model is similar to the GARCH class of models, but can additionally exhibit bimodal behaviour in the supply–demand structure of the market....