This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring connectivity, assortativity, clustering and centrality have...

The generalized Lotka–Voltera (GLV) formalism has been introduced in order to explain the power law distributions in the individual wealth (wi(t)) (Pareto law) and financial markets returns (fluctuations) (r) as a result of the auto-catalytic (multiplicative random) character of the individual...

We investigate the local fractal properties of the financial time series based on the whole history evolution (1991–2007) of the Warsaw Stock Exchange Index (WIG), connected with the largest developing financial market in Europe. Calculating the so-called local time-dependent Hurst exponent...

Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of log-periodic oscillations have been associated with the real markets. The first type oscillations accompany a rising market and end in a crash. The second type oscillations,...

This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring connectivity, assortativity, clustering and centrality have...

Statistical equilibrium denotes the distribution of wealth that can be achieved in the largest number of ways while satisfying a first moment constraint on the rate of growth in wealth portfolios. Maximizing entropy subject to a logarithmic constraint yields a power law distribution whose...

tatistical equilibrium denotes the distribution of wealth that can be achieved in the largest number of ways while satisfying a first moment constraint on the rate of growth in wealth portfolios. Maximizing entropy subject to a logarithmic constraint yields a power law distribution whose...