Showing 1 - 10 of 127
Under the formalism of annealed averaging of the partition function, a type of random multifractal measures with the multipliers exponentially distributed is investigated in detail. Branching emerges in the curve of generalized dimensions, and negative values of generalized dimensions arise....
Persistent link: https://www.econbiz.de/10011061676
Rapid pyrolysis of three typical Chinese coals, lignite from Inner Mongolia, bituminous from Shenfu coalfield, and anthracite from Guizhou, as well as a petroleum coke were carried out in a drop-style high-frequency furnace. The reactor was induction coil heated and had a very small...
Persistent link: https://www.econbiz.de/10010576302
Persistent link: https://www.econbiz.de/10008110181
This paper presents a formulation and solution for the train connection services (TCSs) problem in a large-scale rail network in order to determine the optimal freight train services, the frequency of services, and the distribution of classification workload among yards. TCS problem is modeled...
Persistent link: https://www.econbiz.de/10010574819
Previous analyses of a large ensemble of stock markets have demonstrated that a log-periodic power law (LPPL) behavior of the prices constitutes a qualifying signature of speculative bubbles that often land with a crash. We detect such a LPPL signature in the foreign capital inflow during the...
Persistent link: https://www.econbiz.de/10012727972
We analyze 27 house price indexes of Las Vegas from Jun. 1983 to Mar. 2005, corresponding to 27 different zip codes. These analyses confirm the existence of a real-estate bubble, defined as a price acceleration faster than exponential, which is found however to be confined to a rather limited...
Persistent link: https://www.econbiz.de/10012730233
Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective aggregate decisions of agents. This model incorporates...
Persistent link: https://www.econbiz.de/10012735256
Our analysis of financial data, in terms of super-exponential growth, suggests that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. It became quite visible in 1999 when the post-bubble destabilization regime was well-developed and acted as the precursor...
Persistent link: https://www.econbiz.de/10012737416
Since August 2000, the USA as well as most other western markets have depreciated almost in synchrony according to complex patterns of drops and local rebounds. In a paper published in the December 2002 issue of Quantitative Finance, we have proposed to describe this phenomenon using the concept...
Persistent link: https://www.econbiz.de/10012739355
The trade size $\omega$ has direct impact on the price formation of the stock traded. Econophysical analyses of transaction data for the US and Australian stock markets have uncovered market-specific scaling laws, where a master curve of price impact can be obtained in each market when stock...
Persistent link: https://www.econbiz.de/10012708957