We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on...

We discuss recent results concerning statistical regularities in the return intervals of volatility in financial markets. In particular, we show how the analysis of volatility return intervals, defined as the time between two volatilities larger than a given threshold, can help to get a better...

Networks with a given degree distribution may be very resilient to one type of failure or attack but not to another. The goal of this work is to determine network design guidelines which maximize the robustness of networks to both random failure and intentional attack while keeping the cost of...

We study the transport properties of model networks such as scale-free and Erdös-Rényi networks as well as a real network. We consider few possibilities for the trnasport problem. We start by studying the conductance G between two arbitrarily chosen nodes where each link has the same unit...

In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest that the data can be described by a scaling approach. Here, we propose models that may lead to some insight into these...

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes remains stable for the 20 years we study, i.e., the mean...

Several analyses of self-segregation properties of reaction-diffusion systems in low dimensions have been based on a simplified model in which an initially uniform concentration of point particles is depleted by reaction with an immobilized trap. A measure of self-segregation in this system is...

A car-following model of single-lane traffic is studied. Traffic flow is modeled by a system of Newton-type ordinary differential equations. Different solutions (equilibria and limit cycles) of this system correspond to different phases of traffic. Limit cycles appear as results of Hopf...

We study the daily river flow fluctuations of 30 international rivers. Using the detrended fluctuation analysis, we study the correlations in the magnitudes of river flow increments (volatilities), and find power-law correlations in volatilities for time scales less than 1 year; these...

An analytical solution for the well-known quadratic recursion, the logistic map, is presented. Our derivation is based on the analogy between this recursion and a probabilistic problem that can be solved analytically. The solution is represented as a power of a transfer matrix. The proposed...