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Detecting positive feedback in multivariate time series: The case of metal prices and US inflation
Kyrtsou, Catherine; Labys, Walter C. - In: Physica A: Statistical Mechanics and its Applications 377 (2007) 1, pp. 227-229
The objective of this paper is to examine causality and feedback relationships between primary commodity prices and US inflation. To this end, the bivariate noisy Mackey–Glass process recently developed by Kyrtsou and Labys [Evidence for chaotic dependence between US inflation and commodity...
Persistent link: https://www.econbiz.de/10010874738
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Piecewise aggregate representations and lower-bound distance functions for multivariate time series
Li, Hailin - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 10-25
Dimensionality reduction is one of the most important methods to improve the efficiency of the techniques that are applied to the field of multivariate time series data mining. Due to multivariate time series with the variable-based and time-based dimensions, the reduction techniques must take...
Persistent link: https://www.econbiz.de/10011209687
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Goodness-of-fit test for copulas
Panchenko, Valentyn - In: Physica A: Statistical Mechanics and its Applications 355 (2005) 1, pp. 176-182
Copulas are often used in finance to characterize the dependence between assets. However, a choice of the functional form for the copula is an open question in the literature. This paper develops a goodness-of-fit test for copulas based on positive definite bilinear forms. The suggested test...
Persistent link: https://www.econbiz.de/10010589678
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Social networks: Evolving graphs with memory dependent edges
Grindrod, Peter; Parsons, Mark - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 3970-3981
social network data collection and analysis in recent years. Within many such networks the interactions are transient: thus … those networks evolve over time. In this paper we introduce a class of models for such networks using evolving graphs with … memory dependence. In particular we show that such networks may continue evolving forever, or else may quench and become …
Persistent link: https://www.econbiz.de/10010872844
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Untangling complex networks: Risk minimization in financial markets through accessible spin glass ground states
Lisewski, Andreas Martin; Lichtarge, Olivier - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 16, pp. 3250-3253
network’s Laplacian matrix. In that regime, this novel approach is robust to noise in empirical data and may be also broadly … relevant to complex networks with frustrated interactions that are studied throughout scientific fields. …
Persistent link: https://www.econbiz.de/10010872861
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Ising-like agent-based technology diffusion model: Adoption patterns vs. seeding strategies
Laciana, Carlos E.; Rovere, Santiago L. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 6, pp. 1139-1149
adoption speed. Finally, we performed a simulation of competition between options for both regular and small world networks. …
Persistent link: https://www.econbiz.de/10010873028
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Cooperative networks overcoming defectors by social influence
Gomez Portillo, Ignacio - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 198-210
We address the cooperation problem in structured populations by considering the prisoner’s dilemma game as a metaphor of the social interactions between individuals with imitation capacity. We present a new strategy update rule called democratic weighted update where the individual’s...
Persistent link: https://www.econbiz.de/10010873822
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The Medieval inquisition: scale-free networks and the suppression of heresy
Ormerod, Paul; Roach, Andrew P - In: Physica A: Statistical Mechanics and its Applications 339 (2004) 3, pp. 645-652
Qualitative evidence suggests that heresy within the medieval Church had many of the characteristics of a scale-free network. From the perspective of the Church, heresy can be seen as an infectious disease. The disease persisted for long periods of time, breaking out again even when the Church...
Persistent link: https://www.econbiz.de/10010873924
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Self-organized scale-free networks generated via Merging-and-Creation dynamics with preferential attachment
Yook, Soon-Hyung; Park, Juyong - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 4034-4037
disassortativity, commonly found in technological networks. …
Persistent link: https://www.econbiz.de/10010873953
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Critical brain networks
R. Chialvo, Dante - In: Physica A: Statistical Mechanics and its Applications 340 (2004) 4, pp. 756-765
Highly correlated brain dynamics produces synchronized states with no behavioral value, while weakly correlated dynamics prevents information flow. We discuss the idea put forward by Per Bak that the working brain stays at an intermediate (critical) regime characterized by power-law correlations.
Persistent link: https://www.econbiz.de/10010874052