We present a model of complex network generated from Hang Seng index (HSI) of Hong Kong stock market, which encodes stock market relevant both interconnections and interactions between fluctuation patterns of HSI in the network topologies. In the network, the nodes (edges) represent all kinds of...

We propose and study a new adaptation minority game for understanding the complex dynamical behavior characterized by agent interactions competing limited resource in many natural and social systems. We compare the strategy of agents in the model to chromosome in biology. In our model, the...

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...

This paper presents a car-following model that considers the asymmetric characteristic of the velocity differences of the vehicles in a traffic stream. The problems of the prevalent general force (GF) model and the full velocity difference (FVD) model were solved. Furthermore, the optimal...

The modeling theory and method using cellular automata are applied to the study on the complexity in the stock market. An evolution model based on cellular automaton for the investment behavior in the stock market is formulated. The simulation results and analyses of various states of the stock...

Additional to the basic Nagel–Schreckenberg model for single-lane traffic flow, we consider the effect of the velocity-difference between two successive vehicles on the randomization of the latter one. This modification improves the transit capacity of the model, which results in a much higher...

Using the cellular automaton traffic flow model, we investigate an unsignalized intersection which consists of two perpendicular one-lane roads. Both the roads cross at a point and the intersecting roads are cyclic. Each vehicle may pass or occupy the intersection where all the vehicles on both...

Cellular automaton models for traffic flow problems in one dimension are considered. Starting with a microscopic relation for the updating rule describing the occupancy on each site of the road, a macroscopic time-evolution relation is obtained for the average speed of cars by carrying out...

The financial market and turbulence have been broadly compared on account of the same quantitative methods and several common stylized facts they shared. In this paper, the She-Leveque (SL) hierarchy, proposed to explain the anomalous scaling exponents deviated from Kolmogorov monofractal...

In society, many problems can be understood as multitasking process with multiplayer (MPM). Choosing different strategies or different orders in processing tasks, an individual will spend a different amount of time to complete all the tasks. Therefore, a good strategy or a good order can help an...