Предметом исследования в статье является процесс демократизации в современном глобализирующемся мире. Глобализация теоретически изображается в виде...

We examine whether real or spurious long memory characteristics of volatility are present in stock market data. We empirically distinguish between true and spurious long memory characteristics by analysing different types and measurements of volatility, utilising different sampling frequencies...

Zipf–Mandelbrot distributions are commonly used to model natural phenomena where the frequency of an event’s occurrence is inversely proportional to its rank based on that frequency of occurrence. This discrete distribution typically exhibits a large number of rare events; however, it may be...

We numerically investigate the electric potential distribution over a two-dimensional continuum percolation model between the electrodes. The model consists of overlapped conductive particles on the background with an infinitesimal conductivity. Using the finite difference method, we solve the...

Brazil has the largest stock market in South America; Argentina has one of the smallest. We investigate the spread relationship between these two markets, measured as the ratio of Brazil's Bovespa index to Argentina's Merval index. Using rescaled range analysis, we identify the presence of a...

The aggregation of polymer colloids is studied in processes induced at high ionic concentration. Cluster-size distributions are measured with a single-cluster light scattering instrument constructed by our team. A brief description of the instrument is given and its proper performance is...

Geometric method-based procedures, which we will call GM algorithms hereafter, were introduced in M.A. Sánchez-Granero, J.E. Trinidad Segovia, J. García Pérez, Some comments on Hurst exponent and the long memory processes on capital markets, Phys. A 387 (2008) 5543–5551, to calculate the...

Purpose - This paper aims at developing a behavioral agent-based model for interacting financial markets. Additionally, the effect of imposing Tobin taxes on market dynamics is explored. Design/methodology/approach - The agent-based approach is followed to capture the highly complex, dynamic...

In this paper, we analyze an evolving model with local information which can generate a class of networks by choosing different values of the parameter p. The model introduced exhibits the transition from unweighted networks to weighted networks because the distribution of the edge weight can be...