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We study a three-dimensional system of particles interacting via spherically symmetric pair potentials consisting of several discontinuous steps. We show that at certain values of the parameters describing the potential, the system has three first-order phase transitions between fluids of...
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We study the betweenness centrality of fractal and non-fractal scale-free network models as well as real networks. We show that the correlation between degree and betweenness centrality C of nodes is much weaker in fractal network models compared to non-fractal models. We also show that nodes of...
Persistent link: https://www.econbiz.de/10015217369
We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002-2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets. Synchronous and lagged correlations are used as...
Persistent link: https://www.econbiz.de/10011709554
The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonly used to indicate the level of similarity in the price changes for a given pair of stocks, but it does not measure...
Persistent link: https://www.econbiz.de/10010738325
We discuss the possible utility of statistical physics in elucidating some of the puzzling phenomena that seem to occur in the brains of patients affected with Alzheimer’s disease. Further, we report three specific results from this approach: (i) The size distribution of senile plaques appears...
Persistent link: https://www.econbiz.de/10010873834
In the current era of worldwide stock market interdependencies, the global financial village has become increasingly vulnerable to systemic collapse. The recent global financial crisis has highlighted the necessity of understanding and quantifying interdependencies among the world's economies,...
Persistent link: https://www.econbiz.de/10010837209
This brief overview is designed to introduce some of the advances that have occurred in our understanding of percolation phenomena. We organize our presentation around three simple questions: (i) What are percolation phenomena? (ii) Why do we care? (iii) What do we actually do? To answer the...
Persistent link: https://www.econbiz.de/10011057657
We consider the cluster mass distribution between two lines of arbitrary orientations and lengths in porous media in three dimensions, and model the porous media by bond percolation at the percolation threshold pc. We observe that for many geometrical configurations the mass probability...
Persistent link: https://www.econbiz.de/10011062015