We study the dynamical behavior of high-frequency data from the Korean Stock Price Index (KOSPI) using the movement of returns in Korean financial markets. The dynamical behavior for a binarized series of our models is not completely random. The conditional probability is numerically estimated...

We study the novel three-species reaction–diffusion processes of scale-free networks that are significantly different from numerical calculations manipulated on regular and small-world lattices. The inverse particle density for the three-species process scales according to the power-law with a...