The two phase behavior in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. In this paper, the bifurcation phenomenon in Hang-Seng index is carefully investigated. It is observed...

In this paper the diffusion entropy technique is applied to investigate the scaling behavior of financial markets. The scaling behaviors of four representative stock markets, Dow Jones Industrial Average, Standard&Poor 500, Heng Seng Index, and Shang Hai Stock Synthetic Index, are almost the...

In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behaviors of the stride interval of human walking at norm, slow, and fast rate are similar; with the scale-invariance exponents in the interval...

In this paper, we propose an evolutionary model for weighted networks by introducing an age-based mutual selection mechanism. Our model generates power-law distributions of degree, weight, and strength, which are confirmed by analytical predictions and are consistent with real observations. The...

In this article, we proposed a susceptible-infected model with identical infectivity, in which, at every time step, each node can only contact a constant number of neighbors. We implemented this model on scale-free networks, and found that the infected population grows in an exponential form...

By using the random interchanging algorithm, we investigate the relations between average distance, standard deviation of degree distribution and synchronizability of complex networks. We find that both increasing the average distance and magnifying the degree deviation will make the network...

In this paper, we investigate two major immunization strategies, random immunization and targeted immunization, of the susceptible–infected (SI) model on the Barabási–Albert (BA) networks. For the heterogeneous structure, the random strategy is quite ineffective if the vaccinated proportion...

In this paper, we propose a simple rule that generates scale-free small-world networks with tunable assortative coefficient. These networks are constructed by two-stage adding process for each new node. The model can reproduce scale-free degree distributions and small-world effect. The...

As a typical representation of complex systems studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions’ spreading. In this model, agents congregate to form some clusters, which may grow or collapse with the evolution of the...

A parsimonious percolation model for stock market is proposed, of which the avalanche dynamics agree with the real-life one as well. We have also investigated how the interaction parameter p affects the price dynamics. Simulation results about the formation of the bullish/bearish market and...