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The estimates of correlations in two-dimensional Ising model

Wang, Jun - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 5, pp. 565-573

We investigate the correlation inequalities and the decay of correlations of stochastic Ising model in a rectangle with …>βc or β<βc and zero external field, we show some estimates of the correlation functions for the two-dimensional Ising model. …

Persistent link: https://www.econbiz.de/10011058430

Empirical study of recent Chinese stock market

Jiang, J.; Li, W.; Cai, X.; Wang, Qiuping A. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 9, pp. 1893-1907

correlation coefficients, we acquire the evidence of strong correlations among different stock types, stock index, stock volume …

Persistent link: https://www.econbiz.de/10011058840

On interrelations of recurrences and connectivity trends between stock indices

Goswami, B.; Ambika, G.; Marwan, N.; Kurths, J. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 18, pp. 4364-4376

Financial data has been extensively studied for correlations using Pearson’s cross-correlation coefficient ρ as the … point of departure. We employ an estimator based on recurrence plots — the correlation of probability of recurrence (CPR … to ρ, which gives a picture of ever-increasing correlation. CPR also exhibits that time-shifted markets have high …

Persistent link: https://www.econbiz.de/10011059142

Emergence of scaling and assortative mixing through altruism

Li, Ping; Zhang, Jie; Small, Michael - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 11, pp. 2192-2197

Many social networks, apart from displaying scale-free characteristics observed in some instances, possess another remarkable feature that distinguishes them from those that appear in biological and technological context—assortativity. However, little or no attention has been payed to the...

Persistent link: https://www.econbiz.de/10011060444

Spectral and network methods in the analysis of correlation matrices of stock returns

Heimo, Tapio; Saramäki, Jari; Onnela, Jukka-Pekka; … - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 147-151

Correlation matrices inferred from stock return time series contain information on the behaviour of the market … the correlation matrix, (ii) asset trees, obtained by constructing the maximal spanning tree of the correlation matrix …

Persistent link: https://www.econbiz.de/10011060794

Tomography of functional organization in protein–protein interaction network

Huang, Jiun-Yan - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 10, pp. 2072-2080

, functional correlation, to assess the functional closeness of a specific protein with its l layer neighbors, i.e. proteins having … l shortest path length from the center protein. Our results showed that functional correlation decays exponentially with … correlation. …

Persistent link: https://www.econbiz.de/10011061066

Taxonomy of correlations of wind velocity — an application to the Sicilian area

Bivona, S.; Bonanno, G.; Burlon, R.; Gurrera, D.; Leone, C. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 23, pp. 5910-5915

We present an algorithm that allows us to analyze the cross-correlation of wind velocity measured in different …

Persistent link: https://www.econbiz.de/10011061223

Are global terrorist attacks time-correlated?

Telesca, Luciano; Lovallo, Michele - In: Physica A: Statistical Mechanics and its Applications 362 (2006) 2, pp. 480-484

Is there any kind of “memory” in the sequence of terror attacks worldwide? Are the terrorist attacks non-randomly time distributed? Our analysis suggests that they are correlated, which means that a terror event is not independent from the time elapsed since the previous event. But, if we...

Persistent link: https://www.econbiz.de/10011061391

Spartan random processes in time series modeling

Žukovič, M.; Hristopulos, D.T. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 15, pp. 3995-4001

A Spartan random process (SRP) is used to estimate the correlation structure of time series and to predict (interpolate …

Persistent link: https://www.econbiz.de/10011062052

Network topology and correlation features affiliated with European airline companies

Han, Ding-Ding; Qian, Jiang-Hai; Liu, Jin-Gao - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 1, pp. 71-81

airlines. In addition, the degree–degree correlation analysis shows that the network has disassortative behavior for all the … show a hierarchical organization mostly for larger airports. The correlation of node strength (S(k)) and degree is also …

Persistent link: https://www.econbiz.de/10011062135