A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is carried out on the Chinese stock market using mean-variance analysis, fluctuation analysis, and their generalizations to higher orders. Non-universal dynamics have been found not...

Many systems of different nature exhibit scale free behaviors. Economic systems with power law distribution in the wealth are one of the examples. To better understand the working behind the complexity, we undertook an experiment recording the interactions between market participants. A Web...

We discuss recent results concerning statistical regularities in the return intervals of volatility in financial markets. In particular, we show how the analysis of volatility return intervals, defined as the time between two volatilities larger than a given threshold, can help to get a better...

Many networks extent in space, may it be metric (e.g. geographic) or non-metric (ordinal). Spatial network growth, which depends on the distance between nodes, can generate a wide range of topologies from small-world to linear scale-free networks. However, networks often lacked multiple clusters...

We present a family of scale-free network model consisting of cliques, which is established by a simple recursive algorithm. We investigate the networks both analytically and numerically. The obtained analytical solutions show that the networks follow a power-law degree distribution, with degree...

The congestion transition triggered by multiple walkers walking along the shortest path on complex networks is numerically investigated. These networks are composed of nodes that have a finite capacity in analogy to the buffer memory of a computer. It is found that a transition from free-flow...