In this paper, we fabricated Pt/TiOx/ZnO/n+-Si structures by inserting TiOx interlayer between Pt top electrode (TE) and ZnO thin film for non-volatile resistive random access memory (ReRAM) applications. Effects of TiOx interlayer with different thickness on the resistance switching of...

High-quality Nd:LuVO4 thin films have been grown on silica glass substrates by using a pulsed laser deposition technique. X-ray diffraction results show that the as-deposited Nd:LuVO4 film is basically oriented polycrystalline, and strong (200) peak was revealed. The waveguide property was...

Although technical trading rules have been widely used by practitioners in financial markets, their profitability still remains controversial. We here investigate the profitability of moving average (MA) and trading range break (TRB) rules by using the Shanghai Stock Exchange Composite Index...

In this editorial guide for the special issue on econophysics, we give a unique review of this young but quickly growing discipline. A suggestive taxonomy of the development is proposed by making a distinction between classical econophysics and modern econophysics. For each of these two stages...

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local...

Real world markets display power-law features in variables such as price fluctuations in stocks. To further understand market behavior, we have conducted a series of market experiments on our web-based prediction market platform which allows us to reconstruct transaction networks among traders....

An analysis of the stylized facts in financial time series is carried out. We find that, instead of the heavy tails in asset return distributions, the slow decay behaviour in autocorrelation functions of absolute returns is actually directly related to the degree of clustering of large...

A quantitative method is introduced in this work to quantify and compare the volatility clustering behavior among various financial time series. In addition to financial markets, our approach can also be applied to other complex systems and we take the earthquake as an example to demonstrate the...