[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
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  IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 %SC: Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y II: Immediacy Index: CiY / Documents. AII: Average Immediacy Index for series in RePEc in year y |
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Most cited documents in this series:
Year | Title | Cited |
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2002 | Multifractal detrended fluctuation analysis of nonstationary time series. (2002). Bunde, Armin ; Zschiegner, Stephan A. ; Havlin, Shlomo ; Kantelhardt, Jan W. ; Koscielny-Bunde, Eva ; Stanley, Eugene H.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:316:y:2002:i:1:p:87-114. Full description at Econpapers || Download paper | 85 |
1997 | Emergence of cooperation and organization in an evolutionary game. (1997). Challet, Damien ; Zhang, Y.-C., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:246:y:1997:i:3:p:407-418. Full description at Econpapers || Download paper | 82 |
1999 | Mean-field theory for scale-free random networks. (1999). Barabasi, Albert-Laszlo ; Albert, Reka ; Jeong, Hawoong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:272:y:1999:i:1:p:173-187. Full description at Econpapers || Download paper | 50 |
2004 | The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient. (2004). Tabak, Benjamin ; Cajueiro, Daniel O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:3:p:521-537. Full description at Econpapers || Download paper | 47 |
2003 | On the size distribution of firms: additional evidence from the G7 countries. (2003). Palestrini, Antonio ; Gaffeo, Edoardo ; Gallegati, Mauro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:117-123. Full description at Econpapers || Download paper | 46 |
1997 | Price variations in a stock market with many agents. (1997). Paczuski, M. ; Bak, P. ; Shubik, M. ; M . Shubik, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:246:y:1997:i:3:p:430-453. Full description at Econpapers || Download paper | 43 |
1997 | Large financial crashes. (1997). Johansen, Anders ; Sornette, Didier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:245:y:1997:i:3:p:411-422. Full description at Econpapers || Download paper | 40 |
2004 | Time-dependent Hurst exponent in financial time series. (2004). Carbone, A. ; Stanley, H. E. ; Castelli, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:344:y:2004:i:1:p:267-271. Full description at Econpapers || Download paper | 39 |
2003 | More statistical properties of order books and price impact. (2003). Bouchaud, Jean-Philippe ; Potters, Marc . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:133-140. Full description at Econpapers || Download paper | 36 |
2000 | Wealth condensation in a simple model of economy. (2000). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:282:y:2000:i:3:p:536-545. Full description at Econpapers || Download paper | 34 |
2005 | Structure and evolution of the world trade network. (2005). Garlaschelli, Diego ; Loffredo, Maria I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:355:y:2005:i:1:p:138-144. Full description at Econpapers || Download paper | 34 |
2004 | Do ParetoâZipf and Gibrat laws hold true? An analysis with European firms. (2004). Gallegati, Mauro ; Di Guilmi, Corrado ; Fujiwara, Yoshi ; Souma, Wataru ; Aoyama, Hideaki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:335:y:2004:i:1:p:197-216. Full description at Econpapers || Download paper | 32 |
2000 | Simple model of a limit order-driven market. (2000). Maslov, Sergei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:278:y:2000:i:3:p:571-578. Full description at Econpapers || Download paper | 31 |
2000 | Fractional calculus and continuous-time finance II: the waiting-time distribution. (2000). Scalas, Enrico ; Raberto, Marco ; Mainardi, Francesco ; Gorenflo, Rudolf . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:287:y:2000:i:3:p:468-481. Full description at Econpapers || Download paper | 31 |
2002 | Multifractal Hurst analysis of crude oil prices. (2002). Soriano, Angel ; Cisneros, Myriam ; Alvarez-Ramirez, Jose ; Ibarra-Valdez, Carlos . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:313:y:2002:i:3:p:651-670. Full description at Econpapers || Download paper | 30 |
1997 | Scaling behavior in economics: The problem of quantifying company growth. (1997). Salinger, Michael ; Stanley, Eugene H ; Stanley, Michael H. R, ; Havlin, Shlomo ; Buldyrev, Sergey V ; Maass, Philipp ; Nunes Amaral, Luis A, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:244:y:1997:i:1:p:1-24. Full description at Econpapers || Download paper | 29 |
2003 | Dynamic asset trees and Black Monday. (2003). Chakraborti, A. ; Onnela, J.-P., ; Kaski, K. ; Kertesz, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:247-252. Full description at Econpapers || Download paper | 29 |
2001 | Detecting long-range correlations with detrended fluctuation analysis. (2001). Bunde, Armin ; Havlin, Shlomo ; Rego, Henio H. A, ; Kantelhardt, Jan W ; Koscielny-Bunde, Eva . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:295:y:2001:i:3:p:441-454. Full description at Econpapers || Download paper | 29 |
1998 | On the minority game: Analytical and numerical studies. (1998). Challet, Damien ; Zhang, Yi-Cheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:256:y:1998:i:3:p:514-532. Full description at Econpapers || Download paper | 28 |
2006 | Worrying trends in econophysics. (2006). Keen, Steve ; Gallegati, Mauro ; Lux, Thomas ; Ormerod, Paul . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:370:y:2006:i:1:p:1-6. Full description at Econpapers || Download paper | 27 |
2004 | Modeling electricity prices: jump diffusion and regime switching. (2004). Weron, RafaÅ ; Trueck, Stefan ; Bierbrauer, M ; Truck, S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:1:p:39-48. Full description at Econpapers || Download paper | 27 |
2008 | Time-varying Hurst exponent for US stock markets. (2008). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose ; Fernandez-Anaya, Guillermo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:24:p:6159-6169. Full description at Econpapers || Download paper | 27 |
2004 | Can one make any crash prediction in finance using the local Hurst exponent idea?. (2004). Grech, D ; Mazur, Z. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:1:p:133-145. Full description at Econpapers || Download paper | 27 |
2000 | Fractional calculus and continuous-time finance. (2000). Scalas, Enrico ; Mainardi, Francesco ; Gorenflo, Rudolf . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:284:y:2000:i:1:p:376-384. Full description at Econpapers || Download paper | 26 |
2002 | Evolution of the social network of scientific collaborations. (2002). Schubert, A ; Neda, Z ; Vicsek, T ; Jeong, H ; Ravasz, E ; Barabasi, A. L, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:311:y:2002:i:3:p:590-614. Full description at Econpapers || Download paper | 26 |
2001 | Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States. (2001). Drgulescu, Adrian ; Yakovenko, Victor M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:299:y:2001:i:1:p:213-221. Full description at Econpapers || Download paper | 25 |
2001 | Scaling properties of foreign exchange volatility. (2001). Gencay, Ramazan ; Whitcher, Brandon ; Genay, Ramazan ; Seluk, Faruk . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:289:y:2001:i:1:p:249-266. Full description at Econpapers || Download paper | 25 |
2001 | Simulation of pedestrian dynamics using a two-dimensional cellular automaton. (2001). Schadschneider, A ; Klauck, K ; Zittartz, J ; Burstedde, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:295:y:2001:i:3:p:507-525. Full description at Econpapers || Download paper | 25 |
2006 | Fractionally integrated process for transition economics. (2006). Podobnik, Boris ; Jagric, Timotej ; Grosse, Ivo ; Stanley, Eugene H. ; Fu, Dongfeng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:362:y:2006:i:2:p:465-470. Full description at Econpapers || Download paper | 25 |
2001 | Differentiating intraday seasonalities through wavelet multi-scaling. (2001). Gencay, Ramazan ; Whitcher, Brandon ; Genay, Ramazan ; Seluk, Faruk . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:289:y:2001:i:3:p:543-556. Full description at Econpapers || Download paper | 24 |
2007 | Long-range dependence and multifractality in the term structure of LIBOR interest rates. (2007). Tabak, Benjamin ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:373:y:2007:i:c:p:603-614. Full description at Econpapers || Download paper | 24 |
2007 | The topology of interbank payment flows. (2007). Soramäki, Kimmo ; Bech, Morten ; Arnold, Jeffrey ; Beyeler, Walter E. ; Glass, Robert J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:379:y:2007:i:1:p:317-333. Full description at Econpapers || Download paper | 24 |
1999 | Self-organized percolation model for stock market fluctuations. (1999). Sornette, Didier ; Stauffer, Dietrich . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:271:y:1999:i:3:p:496-506. Full description at Econpapers || Download paper | 22 |
2002 | Simulation of evacuation processes using a bionics-inspired cellular automaton model for pedestrian dynamics. (2002). Schadschneider, Andreas ; Kirchner, Ansgar . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:312:y:2002:i:1:p:260-276. Full description at Econpapers || Download paper | 22 |
2006 | Correlation networks among currencies. (2006). Takayasu, Hideki ; Mizuno, Takayuki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:364:y:2006:i:c:p:336-342. Full description at Econpapers || Download paper | 21 |
2005 | Testing for time-varying long-range dependence in volatility for emerging markets. (2005). Tabak, Benjamin ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:346:y:2005:i:3:p:577-588. Full description at Econpapers || Download paper | 21 |
2004 | Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact. (2004). Silva, Christian A. ; Yakovenko, Victor M. ; Prange, Richard E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:344:y:2004:i:1:p:227-235. Full description at Econpapers || Download paper | 21 |
2001 | Agent-based simulation of a financial market. (2001). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; FOCARDI, SERGIO M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:299:y:2001:i:1:p:319-327. Full description at Econpapers || Download paper | 21 |
2007 | The Hurst exponent in energy futures prices. (2007). Serletis, Apostolos ; Rosenberg, Aryeh Adam . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:380:y:2007:i:c:p:325-332. Full description at Econpapers || Download paper | 21 |
2006 | A multifractal detrended fluctuation description of Iranian rialâUS dollar exchange rate. (2006). Rahmani, B. ; Norouzzadeh, P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:367:y:2006:i:c:p:328-336. Full description at Econpapers || Download paper | 21 |
2004 | Pareto law in a kinetic model of market with random saving propensity. (2004). Chatterjee, Arnab ; Manna, S. S, ; Chakrabarti, Bikas K.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:335:y:2004:i:1:p:155-163. Full description at Econpapers || Download paper | 21 |
2000 | Social percolation models. (2000). Stauffer, Dietrich ; Solomon, Sorin ; Jan, Naeem ; de Arcangelis, Lucilla ; Weisbuch, Gerard . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:277:y:2000:i:1:p:239-247. Full description at Econpapers || Download paper | 20 |
1997 | New evidence for the power-law distribution of wealth. (1997). Levy, Moshe ; Solomon, Sorin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:242:y:1997:i:1:p:90-94. Full description at Econpapers || Download paper | 20 |
2008 | A multifractal approach for stock market inefficiency. (2008). Figliola, A. ; Rosso, O. A. ; Garavaglia, M. ; Zunino, L. ; Perez, D. G. ; Tabak, B. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:26:p:6558-6566. Full description at Econpapers || Download paper | 20 |
2008 | Empirical distributions of Chinese stock returns at different microscopic timescales. (2008). Gu, Gao-Feng ; Chen, Wei ; Zhou, Wei-Xing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:2:p:495-502. Full description at Econpapers || Download paper | 19 |
2003 | On size and growth of business firms. (2003). Riccaboni, Massimo ; Pammolli, Fabio ; De Fabritiis, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:38-44. Full description at Econpapers || Download paper | 19 |
2005 | A stabilization theorem for dynamics of continuous opinions. (2005). Lorenz, Jan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:355:y:2005:i:1:p:217-223. Full description at Econpapers || Download paper | 19 |
1997 | Correlations in economic time series. (1997). Stanley, Eugene H. ; LIU, Yanhui ; Cizeau, Pierre ; Peng, C.-K., ; Meyer, Martin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:245:y:1997:i:3:p:437-440. Full description at Econpapers || Download paper | 19 |
1999 | Finite-size effects in Monte Carlo simulations of two stock market models. (1999). Stauffer, D. ; Lux, T. ; Egenter, E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:268:y:1999:i:1:p:250-256. Full description at Econpapers || Download paper | 19 |
2004 | Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions. (2004). Tabak, Benjamin ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:342:y:2004:i:3:p:656-664. Full description at Econpapers || Download paper | 19 |
Citing documents used to compute impact factor 243:
Year | Title | See |
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2012 | Evaluation of network robustness using a node tearing algorithm. (2012). Ma, A. ; Mondragon, R. J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6674-6681. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model. (2012). Dupoyet, B. ; Fiebig, H. R. ; Musgrove, D. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4350-4363. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics. (2012). Caraiani, Petre. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:13:p:3629-3637. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The effects of observational correlated noises on multifractal detrended fluctuation analysis. (2012). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4100-4110. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Semi-Markov Modulated Interest Rate Model. (2012). Salvi, Giovanni ; Manca, Raimondo ; D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1210.3164. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A suggested statistical test for measuring bivariate nonlinear dependence. (2012). Da Silva, Sergio ; Figueiredo, Annibal ; Matsushita, Raul . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4891-4898. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The relationships between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and nonlinear causality test. (2012). Wan, Jieqiu ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6051-6059. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Tsallis statistics and magnetospheric self-organization. (2012). Sarafopoulos, D. ; Xenakis, M. N. ; Karakatsanis, L. P. ; Pavlos, G. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3069-3080. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma, Part one: Sunspot dynamics. (2012). Pavlos, G. P. ; Xenakis, M. N. ; Karakatsanis, L. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6287-6319. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Statistical properties of the yuan exchange rate index. (2012). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The time-singularity multifractal spectrum distribution. (2012). Xiong, Gang ; Zhang, Shuning ; Liu, Qiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4727-4739. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The fractal energy measurement and the singularity energy spectrum analysis. (2012). Xiong, Gang ; Yang, Xiaoniu ; Zhang, Shuning . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6347-6361. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Statistical mechanics of networks: Estimation and uncertainty. (2012). Desmarais, B. A. ; Cranmer, S. J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1865-1876. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A two-tail version of the PPS distribution with application to current account balance data. (2012). Sarabia, José MarÃa ; Prieto, Faustino ; Saez, Antonio Jose . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5160-5171. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The coupling effect of the process sequence and the parity of the initial capital on Parrondoâs games. (2012). Wang, Lu ; Zhu, Yong-fei ; Ye, Ye ; Meng, Rui ; Xie, Neng-gang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5197-5207. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mobility matrix evolution for an SIS epidemic patch model. (2012). Noble, Benjamin ; Van Gorder, Robert A. ; Sanders, Johnathan ; Riggs, Cortney . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6256-6267. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Variation dynamics of the complex topology of a seismicity network. (2012). Chiao, Ling-Yun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:497-507. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The impact of authoritiesâ media and rumor dissemination on the evolution of emergency. (2012). Zhang, Ding ; Chen, Yucheng ; Ma, Ting ; Wang, Qin ; Zhao, Laijun ; Cheng, Jingjing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3978-3987. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The effect of blending granular aggregates of different origin on the strength of concrete. (2012). Vidales, A. M. ; Uac, R. O. ; Benegas, O. A. ; Medici, M. E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:1934-1941. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | SIHR rumor spreading model in social networks. (2012). Cui, Hongxin ; Chen, Yucheng ; Wang, Qin ; Zhao, Laijun ; Cheng, Jingjing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2444-2453. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The scaling of human mobility by taxis is exponential. (2012). Xu, Ke ; Zheng, Xudong ; Liang, Xiao ; Zhu, Tongyu ; Lv, Weifeng, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2135-2144. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. (2012). Wang, Gang-Jin ; Sun, Bo ; Han, Feng ; Xie, Chi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4136-4146. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Japanese economy in crises: A time series segmentation study. (2012). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20125. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A study of the interplay between the structure variation and fluctuations of the Shanghai stock market. (2012). Sen, Hu ; Chunxia, Yang ; Bingying, Xia ; Rui, Wang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3198-3205. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Correlation of financial markets in times of crisis. (2012). Franca, Italo De Paula, ; SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:187-208. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Stock market networks: The dynamic conditional correlation approach. (2012). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dimer statistics of honeycomb lattices on Klein bottle, Möbius strip and cylinder. (2012). Zhang, Heping ; Li, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3833-3848. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A comparison of Spillover Effects before, during and after the 2008 Financial Crisis. (2012). Rea, William ; Reale, Marco ; Scarrott, Carl . In: Working Papers in Economics. RePEc:cbt:econwp:12/03. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Modeling Financial Volatility in the Presence of Abrupt Changes. (2012). Ross, Gordon J.. In: Papers. RePEc:arx:papers:1212.6016. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRANs Methanol. (2012). Naderi, Esmaeil ; gandali alikhani, nadiya ; Delavari, Majid . In: MPRA Paper. RePEc:pra:mprapa:48788. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Effect of Crude Oil Price on the Methanol price. (2012). gandali alikhani, nadiya ; Delavari, Majid . In: MPRA Paper. RePEc:pra:mprapa:49727. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On interrelations of recurrences and connectivity trends between stock indices. (2012). Goswami, B. ; Marwan, N. ; Kurths, J. ; Ambika, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4364-4376. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Analysis of electromagnetic pre-seismic emissions using Fisher information and Tsallis entropy. (2012). Minadakis, G. ; Potirakis, S. M. ; Eftaxias, K.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:300-306. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Informational analysis of seismic sequences by applying the Fisher Information Measure and the Shannon entropy: An application to the 2004â2010 seismicity of Aswan area (Egypt). (2012). ElBary, Rafaat ElShafey Fat, ; El-hady, Sherif ; ElGabry, Mohamed ; Mohamed, Abuo El-Ela Amin, ; Lovallo, Michele ; Telesca, Luciano ; Elenean, Kamal M. Abou, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2889-2897. Full description at Econpapers || Download | [Citation Analysis] |
2012 | Power spectrum and FisherâShannon information plane analysis of tidal records. (2012). Pierini, Jorge O. ; Lovallo, Michele ; Telesca, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4711-4719. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The role of propagating stress waves on a geophysical scale: Evidence in terms of nonextensivity. (2012). Nomicos, C. ; Potirakis, S. M. ; Eftaxias, K. ; Stonham, J. ; Minadakis, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5648-5657. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Self-similar scaling of density in complex real-world networks. (2012). ubelj, Lovro ; Blagus, Neli ; Bajec, Marko . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2794-2802. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Extractive summarization using complex networks and syntactic dependency. (2012). Costa, Luciano da F., ; Oliveira, Osvaldo N. ; Nunes, Maria G. V., ; Amancio, Diego R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1855-1864. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolution of Cooperation in the Snowdrift Game with Incomplete Information and Heterogeneous Population. (2012). Laruelle, Annick ; Barreira da Silva Rocha, André ; Barreira da Silva Rocha, Andre, . In: IKERLANAK. RePEc:ehu:ikerla:201262. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Replicator Dynamics and Evolutionary Stable Strategies in Heterogeneous Games. (2012). Laruelle, Annick ; Barreira da Silva Rocha, André ; Kapetanios, George ; Shin, Yongcheol ; Mitchell, James . In: Discussion Papers in Economics. RePEc:lec:leecon:11/54. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Random mobility and the evolution of cooperation in spatial N-player iterated Prisonerâs Dilemma games. (2012). Kirley, Michael ; Chiong, Raymond . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3915-3923. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Transport of volume in a binary liquid. (2012). Bringuier, E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5064-5075. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the Peter Principle: An agent based investigation into the consequential effects of social networks and behavioural factors. (2012). Fetta, A. G. ; Knight, V. A. ; Harper, P. R. ; Williams, J. E. ; Vieira, I. T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2898-2910. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mixed traffic flow model considering illegal lane-changing behavior: Simulations in the framework of Kernerâs three-phase theory. (2012). Yang, Haifei ; Hu, Xiaojian ; Wang, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5102-5111. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Cross-correlations between agricultural commodity futures markets in the US and China. (2012). Lu, Xinsheng ; Li, Zhihui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3930-3941. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Trading networks, abnormal motifs and stock manipulation. (2012). W.-X. Zhou, ; Jiang, Zhi-Qiang ; Zhang, Yong-Jie ; Xiong, Xiong ; Xie, Wen-Jie ; W. -X. Zhou, . In: Papers. RePEc:arx:papers:1301.0007. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Comments on âScale-free networks without growthâ. (2012). Liu, Jing ; Zhong, Weicai . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2163-2165. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm. (2012). Liu, Chuang ; Zhou, Wei-Xing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5704-5711. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Uncovering missing links with cold ends. (2012). Lu, Linyuan ; Zhu, Yu-Xiao ; Zhou, Tao ; Zhang, Qian-Ming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5769-5778. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Personal artist recommendation via a listening and trust preference network. (2012). Yin, Chun-Xia ; Chu, Tao ; Peng, Qin-Ke . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:1991-1999. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Scaling, stability and distribution of the high-frequency returns of the
IBEX35 index. (2012). David G'omez-Ullate, ; Pablo Su'arez-Garc'ia, . In: Papers. RePEc:arx:papers:1208.0317. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On a modified quantum statistical mechanics based on the Hartley information. (2012). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5439-5452. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Population persistence in weakly-coupled sinks. (2012). Pamplona da Silva, D. J., ; Kraenkel, R. A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:142-146. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm. (2012). Zhang, Wei-Guo ; Xiao, Wei-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6418-6431. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Relationship Between Prices of Food, Fuel and Biofuel. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic. RePEc:ags:eaa131:135793. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Regime-Dependent Topological Properties of Biofuels Networks. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel. In: CAMA Working Papers. RePEc:een:camaaa:2012-49. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:5:p:1380-1391. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Frequencyârank correlations of rhodopsin mutations with tuned hydropathic roughness based on self-organized criticality. (2012). Phillips, J. C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5473-5478. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Spatial evolution character of multi-objective evolutionary algorithm based on self-organized criticality theory. (2012). Zhang, Bu-han ; Liu, Yi-Fang ; Wu, Xiao-shan ; Wang, Kui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5490-5499. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Admissible consensus and consensualization of high-order linear time-invariant singular swarm systems. (2012). Xi, Jianxiang, ; Shi, Zongying ; Zhong, Yisheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5839-5849. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multi-q pattern analysis: A case study in image classification. (2012). Lopes, Francisco J. P., ; Gonalves, Wesley N. ; Fabbri, Ricardo ; Bruno, Odemir M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:19:p:4487-4496. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Measuring statistical evenness: A panoramic overview. (2012). Eliazar, Iddo I. ; Sokolov, Igor M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1323-1353. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Empirical mode decompositionâbased least squares support vector regression for foreign exchange rate forecasting. (2012). Lin, Chiun-Sin ; Chiu, Sheng-Hsiung . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2583-2590. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The overnight effect on the Taiwan stock market. (2012). Lih, Jiann-Shing ; Tsai, Kuo-Ting ; Ko, Jing-Yuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6497-6505. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Comprehensive analysis of market conditions in the foreign exchange market. (2012). Sato, Aki-Hiro ; Hayashi, Takaki ; Hoyst, Janusz . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:7:y:2012:i:2:p:167-179. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Psychophysics of time perception and valuation in temporal discounting of gain and loss. (2012). Han, Ruokang ; Takahashi, Taiki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6568-6576. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model. (2012). Guangxi, Cao ; Cao, Guangxi . In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:48:y:2012:i:0:p:230-248. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS. (2012). Trenca, Ioan ; Razvan, Capusan ; Ioan, Trenca ; Anita, Plesoianu . In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2012:i:1:p:784-790. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications. (2012). Wang, Yudong ; Wu, Chongfeng . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:349-360. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Research on the relationship between the multifractality and long memory of realized volatility in the SSECI. (2012). Li, Handong ; Jia, Zhanliang ; Cui, Meilan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:740-749. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The valuation of equity warrants in a fractional Brownian environment. (2012). Zhang, Weiguo ; Xiao, Weilin ; Xu, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1742-1752. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Intraday volatility and network topological properties in the Korean stock market. (2012). YOUN, JANGHYUK ; Chang, Woojin ; Lee, Junghoon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1354-1360. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sovereign debt crisis in the European Union: A minimum spanning tree approach. (2012). Dias, Joo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2046-2055. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa. (2012). Cifter, Atilla. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:2:p:127-142. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach. (2012). Xiang, Guocheng ; Lai, Kin Keung ; He, Kaijian . In: Energies. RePEc:gam:jeners:v:5:y:2012:i:4:p:1018-1043:d:17268. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | An extended clique degree distribution and its heterogeneity in cooperationâcompetition networks. (2012). Feng, Ai-Xia ; Zhou, Yue-Ping ; Xu, Xiu-Lian ; Wang, Jian ; Chang, Hui ; He, Da-Ren ; Fu, Chun-Hua . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2454-2462. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Simulation of nonlinear interest rates in quantum finance: Libor Market Model. (2012). Baaquie, Belal E. ; Tang, Pan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1287-1308. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A topâbottom price approach to understanding financial fluctuations. (2012). Andrade, Roberto F. S., ; Miranda, Jose G. V., ; Rivera-Castro, Miguel A. ; Borges, Ernesto P. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1489-1496. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Nonlinear growth in weighted networks with neighborhood preferential attachment. (2012). Ban, Yifang ; Rui, Yikang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4790-4797. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Intra-urban human mobility patterns: An urban morphology perspective. (2012). Kang, Chaogui ; Liu, Yu ; Ma, Xiujun ; Tong, Daoqin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1702-1717. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The endogenous dynamics of financial markets: Interaction and information dissemination. (2012). Xia, BingYing ; Hu, Sen ; Yang, Chunxia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3513-3525. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5546-5556. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market. (2012). Tian, Jie ; Li, Zhihui ; Zhou, Ying ; Lu, Xinsheng . In: Working Papers. RePEc:aut:wpaper:201208. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Enhancing consensus in weighted networks with coupling time-delay. (2012). Ning, Bo ; Ren, Quansheng ; Zhao, Jianye . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3061-3068. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fitting Chinese syllable-to-character mapping spectrum by the beta rank function. (2012). LI, WENTIAN . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1515-1518. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Effects of the turnover rate on the size distribution of firms: An application of the kinetic exchange models. (2012). Chakrabarti, Anindya S.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6039-6050. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the efficiency of sovereign bond markets. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Rosso, Osvaldo A. ; Zunino, Luciano ; Martinez, Lisana B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4342-4349. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Formation of share market prices under heterogeneous beliefs and common knowledge. (2012). Giannoccolo, Pierpaolo ; Biondi, Yuri ; Galam, Serge . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5532-5545. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Identifying financial crises in real time. (2012). Fonseca, Eder Lucio ; Muruganandam, Paulsamy ; Cerdeira, Hilda A. ; Ferreira, Fernando F.. In: Papers. RePEc:arx:papers:1204.3136. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fractal Markets Hypothesis and the Global Financial Crisis: Scaling,
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2012 | The use of the Hurst exponent to investigate the global maximum of the Warsaw Stock Exchange WIG20 index. (2012). Domino, Krzysztof . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:156-169. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Complexity of major UK companies between 2006 and 2010: Hierarchical structure method approach. (2012). Shirvani, Ayoub ; Ulusoy, Tolga ; Keskin, Mustafa ; Kantar, Ersin ; Donmez, Cem ar ; Deviren, Bayram . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5121-5131. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Agent based reasoning for the non-linear stochastic models of long-range memory. (2012). Kononovicius, A. ; Gontis, V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1309-1314. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Monte Carlo simulation to the performance of the R/S and V/S methodsâStatistical revisit and real world application. (2012). He, Ling-Yun ; Qian, Wen-Bin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1203.6507. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary Model of the Growth and Size of Firms. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1208.1123. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:37865. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionäre Diffusion und der Produktlebenszyklus von Gebrauchsgütern. (2012). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:59748. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary model of the growth and size of firms. (2012). Kaldasch, Joachim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3751-3769. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary model of the personal income distribution. (2012). Kaldasch, Joachim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5628-5642. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Surveying network community structure in the hidden metric space. (2012). Wu, Kaiyuan ; Zheng, Zhiming ; Zhang, Zhanli ; Jiang, Xin ; Tang, Shaoting ; Ma, Lili . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:371-378. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A simple combinatorial method to describe particle retention time in random media with applications in chromatography. (2012). Lima, Eder C. ; da Silva, Roberto ; Lamb, Luis C. ; Dupont, Jairton . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:1-7. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Population persistence in weakly-coupled sinks. (2012). Pamplona da Silva, D. J., ; Kraenkel, R. A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:142-146. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A novel graphical representation of proteins and its application. (2012). Wei, Jinzhou ; Tie, Zhixin ; Yao, Yuhua ; He, Ping-an . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:93-99. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Reciprocal relations based on the non-stationary Boltzmann equation. (2012). Sharipov, Felix . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:1972-1983. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Personal artist recommendation via a listening and trust preference network. (2012). Yin, Chun-Xia ; Chu, Tao ; Peng, Qin-Ke . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:1991-1999. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Combining content and relation analysis for recommendation in social tagging systems. (2012). Zhang, Bin ; Guo, Pengwei ; Gao, Kening ; Sun, Daming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5759-5768. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Long memory in energy futures markets: Further evidence. (2012). Wang, Yudong ; Wu, Chongfeng . In: Resources Policy. RePEc:eee:jrpoli:v:37:y:2012:i:3:p:261-272. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Priceâvolume multifractal analysis and its application in Chinese stock markets. (2012). Zhuang, Xin-tian ; Liu, Zhi-ying ; Yuan, Ying . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3484-3495. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Statistical properties of the yuan exchange rate index. (2012). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The valuation of equity warrants in a fractional Brownian environment. (2012). Zhang, Weiguo ; Xiao, Weilin ; Xu, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1742-1752. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Cross-correlations between agricultural commodity futures markets in the US and China. (2012). Lu, Xinsheng ; Li, Zhihui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3930-3941. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The relationships between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and nonlinear causality test. (2012). Wan, Jieqiu ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6051-6059. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm. (2012). Zhang, Wei-Guo ; Xiao, Wei-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6418-6431. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Monte Carlo simulation to the performance of the R/S and V/S methodsâStatistical revisit and real world application. (2012). He, Ling-Yun ; Qian, Wen-Bin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A continuous distance model (CDM) for the single-file pedestrian movement considering step frequency and length. (2012). Ma, Jian ; Fang, Zhi-Ming ; Liu, Xuan ; XIAO, XIA ; Song, Wei-guo ; Lv, Wei, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:307-316. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evacuation assistants: An extended model for determining effective locations and optimal numbers. (2012). Wang, Xiao Lu ; Cheng, Yuan ; Zheng, Xiaoping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:6:p:2245-2260. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Agent-based modeling of a multi-room multi-floor building emergency evacuation. (2012). Lykotrafitis, George ; Ha, Vi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2740-2751. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolution of groups with a hierarchical structure. (2012). Ohnishi, Teruaki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5978-5986. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Finite quantum mechanical model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1208.6146. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The minimal length uncertainty and the quantum model for the stock
market. (2012). Pedram, Pouria . In: Papers. RePEc:arx:papers:1111.6859. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A finite-dimensional quantum model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1204.4614. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A quantum mechanical model for the rate of return. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1211.1938. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The minimal length uncertainty and the quantum model for the stock market. (2012). Pedram, Pouria . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2100-2105. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Analysis of cross-correlations in electroencephalogram signals as an approach to proactive diagnosis of schizophrenia. (2012). Kaplan, Alexander Ya., ; Polyakov, Yuriy S. ; Demin, Sergey A. ; Timashev, Serge F. ; Panischev, Oleg Yu., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1179-1194. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Extractive summarization using complex networks and syntactic dependency. (2012). Costa, Luciano da F., ; Oliveira, Osvaldo N. ; Nunes, Maria G. V., ; Amancio, Diego R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1855-1864. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The influence of the environment on Lévy random search efficiency: Fractality and memory effects. (2012). Ferreira, A. S. ; Viswanathan, G. M. ; Raposo, E. P. ; da Luz, M. G. E., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3234-3246. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Building and analyzing the US airport network based on en-route location information. (2012). Jiang, Bin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:4031-4042. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Modeling of the national economies in state-space: A fractional calculus approach. (2012). Podlubny, Igor ; kovrnek, Tom ; Petr, Ivo . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1322-1327. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Elastic response of a free half-space to random force excitations applied on the boundary. (2012). Shalimova, I. A. ; Sabelfeld, K. K.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5887-5899. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fractal analysis on human dynamics of library loans. (2012). Fan, Chao ; Zha, Yi-Long ; GUO, JIN-LI . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6617-6625. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States. (2012). Anderson, Richard ; Binner, Jane M. ; Schmidt, Vincent A.. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:1:p:174-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5546-5556. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A comparative analysis of the informational efficiency of the fixed income market in seven European countries. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Martinez, Lisana B.. In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:426-428. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The sample autocorrelation function and the detection of long-memory processes. (2012). Hassani, Hossein ; Leonenko, Nikolai ; Patterson, Kerry . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6367-6379. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The influence of learning and updating speed on the growth of commercial websites. (2012). Deng, Guishi ; Bai, Yang ; Wan, Xiaoji ; Xue, Shaowei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:4018-4030. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Treatment of kurtosis in financial markets. (2012). Pérez, Jose ; GARCIA GARCIA, CATALINA ; Lopez Martin, Maria del Mar, ; Perez, Jose Garcia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2032-2045. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Analytical solution of axi-symmetrical lattice Boltzmann model for cylindrical Couette flows. (2012). Zhang, Chuhua ; Meng, Jianping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:8-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How are rescaled range analyses affected by different memory and
distributional properties? A Monte Carlo study. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1201.3511. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; BarunÃk, Jozef ; Barunik, Jozef ; Aste, Tomaso ; Di Matteo, Tiziana . In: Papers. RePEc:arx:papers:1201.1535. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Measuring capital market efficiency: Global and local correlations
structure. (2012). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1208.1298. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fractal Markets Hypothesis and the Global Financial Crisis: Scaling,
Investment Horizons and Liquidity. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1203.4979. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series. (2012). Morales, Raffaello ; Aste, Tomaso ; Di Matteo, T. ; Gramatica, Ruggero . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3180-3189. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Research on the relationship between the multifractality and long memory of realized volatility in the SSECI. (2012). Li, Handong ; Jia, Zhanliang ; Cui, Meilan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:740-749. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; BarunÃk, Jozef ; Aste, Tomaso ; Di Matteo, T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:17:p:4234-4251. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:17:p:4252-4260. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Admissible consensus and consensualization of high-order linear time-invariant singular swarm systems. (2012). Xi, Jianxiang, ; Shi, Zongying ; Zhong, Yisheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5839-5849. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Quantum decision making by social agents. (2012). Sornette, D. ; Yukalov, V. I.. In: Papers. RePEc:arx:papers:1202.4918. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Time-changed geometric fractional Brownian motion and option pricing with transaction costs. (2012). Gu, Hui ; Zhang, Yun-Xiu ; Liang, Jin-Rong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3971-3977. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Community detection in networks by using multiobjective evolutionary algorithm with decomposition. (2012). Jiao, Licheng ; Zhang, Qingfu ; Gong, Maoguo ; Ma, Lijia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:4050-4060. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Loan and nonloan flows in the Australian interbank network. (2012). Melatos, Andrew ; Kieu, Tien ; Webster, Rachel ; Sokolov, Andrey . In: Papers. RePEc:arx:papers:1202.3182. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform. (2012). Fricke, Daniel ; Thomas Lux, Daniel Fricke, . In: Kiel Working Papers. RePEc:kie:kieliw:1759. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Loan and nonloan flows in the Australian interbank network. (2012). Melatos, Andrew ; Kieu, Tien ; Webster, Rachel ; Sokolov, Andrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2867-2882. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Rollover risk, network structure and systemic financial crises. (2012). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1088-1100. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax. (2012). Markose, Sheri. In: IMF Working Papers. RePEc:imf:imfwpa:12/282. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model. (2012). Dupoyet, B. ; Fiebig, H. R. ; Musgrove, D. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4350-4363. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Tsallis statistics and magnetospheric self-organization. (2012). Sarafopoulos, D. ; Xenakis, M. N. ; Karakatsanis, L. P. ; Pavlos, G. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3069-3080. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Tsallisâ statistics in the variability of El Niño/Southern Oscillation during the Holocene epoch. (2012). Figliola, Alejandra ; Rosso, Osvaldo A. ; Ferri, Gustavo L.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2154-2162. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma, Part one: Sunspot dynamics. (2012). Pavlos, G. P. ; Xenakis, M. N. ; Karakatsanis, L. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6287-6319. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Model architecture for associative memory in a neural network of spiking neurons. (2012). Agnes, Everton J. ; Erichsen, Rubem ; Brunnet, Leonardo G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:843-848. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Collective behavior of coupled nonuniform stochastic oscillators. (2012). Assis, Vladimir R. V., ; Copelli, Mauro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1900-1906. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The role of neural architecture and the speed of signal propagation in the process of synchronization of bursting neurons. (2012). Gosak, Marko ; Markovi, Rene ; Marhl, Marko . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2764-2770. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Ensemble vs. time averages in financial time series analysis. (2012). Gunaratne, Gemunu H. ; Seemann, Lars ; McCauley, Joseph L. ; Hua, Jia-Chen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6024-6032. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Long memory in patterns of mobile phone usage. (2012). Owczarczuk, Marcin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1428-1433. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A wavelet based investigation of long memory in stock returns. (2012). Maharaj, Elizabeth ; Galagedera, Don ; Tan, Pei P. ; Galagedera, Don U. A., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2330-2341. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A new measure of network efficiency. (2012). West, Bruce J. ; Grigolini, Paolo ; Allegrini, Paolo ; Hollingshad, Nicholas W. ; Turalska, Malgorzata . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1894-1899. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications. (2012). Giles, David. In: Econometrics Working Papers. RePEc:vic:vicewp:1201. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Effective carrying capacity and analytical solution of a particular case of the Richards-like two-species population dynamics model. (2012). Martinez, Alexandre Souto ; Ribeiro, Fabiano ; Cabella, Brenno Caetano Troca, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1281-1286. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Universal scaling behaviors of meteorological variablesâ volatility and relations with original records. (2012). Lu, Feiyu ; Fu, Zuntao ; Yuan, Naiming ; Mao, Jiangyu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4953-4962. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Causality and the entropyâcomplexity plane: Robustness and missing ordinal patterns. (2012). Plastino, Angelo ; Saco, Patricia M. ; Rosso, Osvaldo A. ; Ravetti, Martin Gomez ; Carpi, Laura C. ; Larrondo, Hilda A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:42-55. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sampling period, statistical complexity, and chaotic attractors. (2012). Plastino, Angelo ; Rosso, Osvaldo A. ; De Micco, Luciana ; Fernandez, Juana Graciela ; Larrondo, Hilda A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2564-2575. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the efficiency of sovereign bond markets. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Rosso, Osvaldo A. ; Zunino, Luciano ; Martinez, Lisana B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4342-4349. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A partisan effect in the efficiency of the US stock market. (2012). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4923-4932. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Impact of uncertainty in expected return estimation on stock price volatility. (2012). JEREN, BRANKO ; Kostanjcar, Zvonko ; Juretic, Zeljan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5563-5571. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Transmission of distress in a bank credit network. (2012). Matsushima, Hirokazu ; Maeno, Yoshiharu ; Morinaga, Satoshi ; Amagai, Kenichi . In: Papers. RePEc:arx:papers:1204.5661. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Comprehensive Analysis of Market Conditions in the Foreign Exchange
Market: Fluctuation Scaling and Variance-Covariance Matrix. (2012). Sato, Aki-Hiro ; Hayashi, Takaki ; Holyst, Janusz A.. In: Papers. RePEc:arx:papers:1204.0426. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Animal spirits in the foreign exchange market. (2012). Rovira Kaltwasser, Pablo ; De Grauwe, Paul ; DeGrauwe, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1176-1192. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Continuous time BlackâScholes equation with transaction costs in subdiffusive fractional Brownian motion regime. (2012). Ren, Fu-Yao ; Qiu, Wei-Yuan ; Lv, Long-Jin, ; Wang, Jun ; Liang, Jin-Rong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:750-759. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pricing European option with transaction costs under the fractional long memory stochastic volatility model. (2012). Wu, Min ; Zhou, Ze-Min ; Wang, Xiao-tian ; Jing, Wei-Shu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1469-1480. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Ambiguities in BandtâPompeâs methodology for local entropic quantifiers. (2012). Plastino, Angelo ; Rosso, Osvaldo A. ; Olivares, Felipe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2518-2526. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Models of collective cell motion for cell populations with different aspect ratio: Diffusion, proliferation and travelling waves. (2012). Simpson, Matthew J. ; Baker, Ruth E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3729-3750. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:43013. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Intraday volatility and network topological properties in the Korean stock market. (2012). YOUN, JANGHYUK ; Chang, Woojin ; Lee, Junghoon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1354-1360. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sovereign debt crisis in the European Union: A minimum spanning tree approach. (2012). Dias, Joo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2046-2055. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Complexity of major UK companies between 2006 and 2010: Hierarchical structure method approach. (2012). Shirvani, Ayoub ; Ulusoy, Tolga ; Keskin, Mustafa ; Kantar, Ersin ; Donmez, Cem ar ; Deviren, Bayram . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5121-5131. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The reliability of a stochastically complex dynamical system. (2012). Li, Jiaorui ; Chen, Weisheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:13:p:3556-3565. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Efficient overlapping community detection in huge real-world networks. (2012). Wan, Huaiyu ; Wu, Zhihao ; Lin, Youfang ; Tian, Shengfeng ; Hu, Keyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2475-2490. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market. (2012). Tian, Jie ; Li, Zhihui ; Zhou, Ying ; Lu, Xinsheng . In: Working Papers. RePEc:aut:wpaper:201208. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications. (2012). Wang, Yudong ; Wu, Chongfeng . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:349-360. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Method of analyzing the influence of network structure on information diffusion. (2012). Nagata, Katsuya ; SHIRAYAMA, SUSUMU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3783-3791. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mitigation of congestion at a traffic bottleneck with diversion and lane restrictions. (2012). Davis, L. C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1679-1691. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The âSâ curve relationship between export diversity and economic size of countries. (2012). Zhang, Jiang ; Wang, Xin ; Hu, Lunchao ; Tian, Kailan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:731-739. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On interrelations of recurrences and connectivity trends between stock indices. (2012). Goswami, B. ; Marwan, N. ; Kurths, J. ; Ambika, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4364-4376. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Synchronization and Diversity in Business Cycles: A Network Approach Applied to the European Union. (2012). Torgler, Benno ; Gómez, David ; Gomez, David Matesanz ; Ortega, Guillermo J. In: School of Economics and Finance Discussion Papers and Working Papers Series. RePEc:qut:dpaper:277. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Network analysis of correlation strength between the most developed
countries. (2012). Janusz Mi'skiewicz, . In: Papers. RePEc:arx:papers:1211.3599. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Benfordâs law and Theil transform of financial data. (2012). ausloos, marcel ; Clippe, Paulette . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6556-6567. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Comprehensive analysis of market conditions in the foreign exchange market. (2012). Sato, Aki-Hiro ; Hayashi, Takaki ; Hoyst, Janusz . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:7:y:2012:i:2:p:167-179. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Long-term correlations in hourly wind speed records in Pernambuco, Brazil. (2012). Stosic, Borko D. ; de Oliveira Santos, Maira, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1546-1552. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Study on evacuation behaviors at a T-shaped intersection by a force-driving cellular automata model. (2012). Chen, Chang-Kun ; LI, Jian ; Zhang, Dong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2408-2420. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On wavelet analysis of the nth order fractional Brownian motion. (2012). Kortas, Hedi ; Dhifaoui, Zouhaier ; Benammou, Samir ; Ben Ammou, Samir . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:3:p:251-277. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Effective-field theory on the kinetic spin-1 BlumeâCapel model. (2012). Wei, Guozhu ; Shi, Xiaoling . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:29-34. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The use of the Hurst exponent to investigate the global maximum of the Warsaw Stock Exchange WIG20 index. (2012). Domino, Krzysztof . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:156-169. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order
Correlations. (2012). Vinogradov, Dmitry V.. In: Papers. RePEc:arx:papers:1205.3671. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Arbitrary truncated Levy flight: Asymmetrical truncation and high-order correlations. (2012). Vinogradov, Dmitry V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5584-5597. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks. (2012). Wang, Wuchao ; Zhou, Yanju ; JIN, YANBO ; Chen, Xiaohong . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2095-2103. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | SIHR rumor spreading model in social networks. (2012). Cui, Hongxin ; Chen, Yucheng ; Wang, Qin ; Zhao, Laijun ; Cheng, Jingjing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2444-2453. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The impact of authoritiesâ media and rumor dissemination on the evolution of emergency. (2012). Zhang, Ding ; Chen, Yucheng ; Ma, Ting ; Wang, Qin ; Zhao, Laijun ; Cheng, Jingjing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3978-3987. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Investigating a long tail in retail vehicle sales. (2012). MacCarthy, Bart ; Brabazon, Philip G. In: Omega. RePEc:eee:jomega:v:40:y:2012:i:3:p:302-313. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Allocation flexibility and price efficiency within Singaporeâs Vehicle Quota System. (2012). Chu, Sing Fat. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:46:y:2012:i:10:p:1541-1550. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A statistical equilibrium model of competitive firms. (2012). MilakoviÄ, Mishael ; Alfarano, Simone ; Irle, Albrecht ; Kauschke, Jonas . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:1:p:136-149. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]. (2012). ausloos, marcel. In: Papers. RePEc:arx:papers:1201.4841. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Econophysics of a religious cult: The Antoinists in Belgium [1920â2000]. (2012). ausloos, marcel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3190-3197. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Feedback between node and network dynamics can produce real-world network properties. (2012). Brot, Hilla ; Louzoun, Yoram ; Muchnik, Lev ; Goldenberg, Jacob . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6645-6654. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Improved visibility graph fractality with application for the diagnosis of Autism Spectrum Disorder. (2012). Adeli, Amir ; Ahmadlou, Mehran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4720-4726. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Visibility graph analysis on quarterly macroeconomic series of China based on complex network theory. (2012). Li, Dong ; Wang, Qiwen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6543-6555. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent. (2012). Cristescu, Constantin P. ; Minea, Teofil ; Scarlat, Eugen I. ; Stan, Cristina . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2623-2635. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Detecting community structure using biased random merging. (2012). Yi, Dong-Yun ; Liu, Xu ; Luo, Qiang ; Forrest, Jeffrey Yi-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1797-1810. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Simulation of nonlinear interest rates in quantum finance: Libor Market Model. (2012). Baaquie, Belal E. ; Tang, Pan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1287-1308. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The near-extreme density of intraday log-returns. (2012). Chakraborti, Anirban ; Millot, Nicolas ; Politi, Mauro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:147-155. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Markov switching of the electricity supply curve and power prices dynamics. (2012). Mari, Carlo ; Canana, Lucianna . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1481-1488. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the Peter Principle: An agent based investigation into the consequential effects of social networks and behavioural factors. (2012). Fetta, A. G. ; Knight, V. A. ; Harper, P. R. ; Williams, J. E. ; Vieira, I. T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2898-2910. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Country effects in CEE3 stock market networks: a preliminary study. (2012). Výrost, Tomáš ; Vrost, Toma . In: MPRA Paper. RePEc:pra:mprapa:43481. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. (2012). Wang, Gang-Jin ; Sun, Bo ; Han, Feng ; Xie, Chi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4136-4146. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Stock market networks: The dynamic conditional correlation approach. (2012). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Noise-induced intermittency of a reflexive model with symmetry-induced equilibrium manifold. (2012). Palatella, Luigi ; Grigolini, Paolo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5900-5907. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Linking electromagnetic precursors with earthquake dynamics: An approach based on nonextensive fragment and self-affine asperity models. (2012). Nomicos, Constantinos ; Potirakis, Stylianos M. ; Eftaxias, Konstantinos ; Minadakis, George . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:6:p:2232-2244. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Informational analysis of seismic sequences by applying the Fisher Information Measure and the Shannon entropy: An application to the 2004â2010 seismicity of Aswan area (Egypt). (2012). ElBary, Rafaat ElShafey Fat, ; El-hady, Sherif ; ElGabry, Mohamed ; Mohamed, Abuo El-Ela Amin, ; Lovallo, Michele ; Telesca, Luciano ; Elenean, Kamal M. Abou, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2889-2897. Full description at Econpapers || Download | [Citation Analysis] |
2012 | The role of propagating stress waves on a geophysical scale: Evidence in terms of nonextensivity. (2012). Nomicos, C. ; Potirakis, S. M. ; Eftaxias, K. ; Stonham, J. ; Minadakis, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5648-5657. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A comprehensive study of advanced information feedbacks in real-time intelligent traffic systems. (2012). Wang, Binghong ; Xie, Yanbo ; Tong, Wei ; Shi, Dongmei ; Dong, Chuanfei ; Chen, Bokui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2730-2739. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Correlation of financial markets in times of crisis. (2012). Franca, Italo De Paula, ; SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:187-208. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Human dynamic model co-driven by interest and social identity in the MicroBlog community. (2012). Yi, Lanli ; Yan, Qiang ; Wu, Lianren . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1540-1545. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sequential market entries and competition modelling in multi-innovation diffusions. (2012). Mortarino, Cinzia ; Guseo, Renato . In: European Journal of Operational Research. RePEc:eee:ejores:v:216:y:2012:i:3:p:658-667. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Spatio-temporal dynamics of security investments in an interdependent risk environment. (2012). Bender, Axel ; Zhong, Weicai ; Shafi, Kamran ; ABBASS, HUSSEIN A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:5004-5017. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The effects of observational correlated noises on multifractal detrended fluctuation analysis. (2012). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4100-4110. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Stability analysis for coupled systems with time delay on networks. (2012). CHEN, HAO ; Sun, Jitao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:528-534. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Adaptive pinning synchronization in fractional-order complex dynamical networks. (2012). Sun, Jian ; Chai, Yi ; Wu, Ranchao ; Chen, Liping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5746-5758. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Self-similar scaling of density in complex real-world networks. (2012). ubelj, Lovro ; Blagus, Neli ; Bajec, Marko . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2794-2802. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | An appraisal of firm size distribution: Does sample size matter?. (2012). Teruel Carrizosa, Mercedes ; Segarra, Agust . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:82:y:2012:i:1:p:314-328. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The rank-size scaling law and entropy-maximizing principle. (2012). Chen, Yanguang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:767-778. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
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2012 | Markets connectivity and financial contagion. (2012). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro. In: Working Papers. RePEc:anc:wpaper:382. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Links Between Transnationalism Integration and Duration of Residence:
The Case of eastern European Migrants in Italy. (2012). Cela, Eralba. In: Working Papers. RePEc:anc:wpaper:386. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The class of nonlinear stochastic models as a background for the bursty
behavior in financial markets. (2012). Kononovicius, Aleksejus ; Gontis, Vygintas ; Reimann, Stefan . In: Papers. RePEc:arx:papers:1201.3083. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]. (2012). ausloos, marcel. In: Papers. RePEc:arx:papers:1201.4841. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Agent-based Versus Macroscopic Modeling of Competition and Business
Processes in Economics and Finance. (2012). Kononovicius, Aleksejus ; Gontis, Vygintas ; Daniunas, Valentas . In: Papers. RePEc:arx:papers:1202.3533. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fractal Markets Hypothesis and the Global Financial Crisis: Scaling,
Investment Horizons and Liquidity. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1203.4979. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1203.6507. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A finite-dimensional quantum model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1204.4614. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Interlinkages and structural changes in cross-border liabilities: a
network approach. (2012). Spelta, Alessandro ; Tanya Ara'ujo, . In: Papers. RePEc:arx:papers:1205.5675. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Physical approach to price momentum and its application to momentum
strategy. (2012). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1208.2775. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Benfords law and Theil transform of financial data. (2012). ausloos, marcel ; Clippe, Paulette . In: Papers. RePEc:arx:papers:1208.5896. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Complex Systems with Trivial Dynamics. (2012). Lopez-Ruiz, Ricardo . In: Papers. RePEc:arx:papers:1210.6481. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A quantum mechanical model for the rate of return. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1211.1938. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Momentum universe shrinkage effect in price momentum. (2012). Choi, Jaehyung ; Kang, Wonseok . In: Papers. RePEc:arx:papers:1211.6517. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Statistical Microeconomics. (2012). Baaquie, Belal E.. In: Papers. RePEc:arx:papers:1211.7172. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market. (2012). Tian, Jie ; Li, Zhihui ; Zhou, Ying ; Lu, Xinsheng . In: Working Papers. RePEc:aut:wpaper:201208. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The mathematical relationship between Zipfâs law and the hierarchical scaling law. (2012). Chen, Yanguang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3285-3299. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Identifying all-around nodes for spreading dynamics in complex networks. (2012). Hou, Bonan ; Yao, Yiping ; Liao, Dongsheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:4012-4017. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Stock market networks: The dynamic conditional correlation approach. (2012). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; BarunÃk, Jozef ; Aste, Tomaso ; Di Matteo, T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:17:p:4234-4251. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the efficiency of sovereign bond markets. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Rosso, Osvaldo A. ; Zunino, Luciano ; Martinez, Lisana B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4342-4349. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the length of stabilograms: A study performed with detrended fluctuation analysis. (2012). Lallena, Antonio M. ; Blazquez, Teresa M. ; Carpena, Pedro ; Anguiano, Marta ; de Saavedra, Fernando Arias . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4933-4942. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Spatial evolution character of multi-objective evolutionary algorithm based on self-organized criticality theory. (2012). Zhang, Bu-han ; Liu, Yi-Fang ; Wu, Xiao-shan ; Wang, Kui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5490-5499. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary model of the personal income distribution. (2012). Kaldasch, Joachim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5628-5642. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The role of propagating stress waves on a geophysical scale: Evidence in terms of nonextensivity. (2012). Nomicos, C. ; Potirakis, S. M. ; Eftaxias, K. ; Stonham, J. ; Minadakis, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5648-5657. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm. (2012). Liu, Chuang ; Zhou, Wei-Xing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5704-5711. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Irreversibility in biophysical and biochemical engineering. (2012). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5997-6007. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Identifying the greatest team and captainâA complex network approach to cricket matches. (2012). Mukherjee, Satyam . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6066-6076. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mobility matrix evolution for an SIS epidemic patch model. (2012). Noble, Benjamin ; Van Gorder, Robert A. ; Sanders, Johnathan ; Riggs, Cortney . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6256-6267. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Influences of exit and stair conditions on human evacuation in a dormitory. (2012). Li, Angui ; Wang, Xiaowei ; Lei, Wenjun ; Gao, Ran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6279-6286. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma, Part one: Sunspot dynamics. (2012). Pavlos, G. P. ; Xenakis, M. N. ; Karakatsanis, L. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6287-6319. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm. (2012). Zhang, Wei-Guo ; Xiao, Wei-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6418-6431. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Benfordâs law and Theil transform of financial data. (2012). ausloos, marcel ; Clippe, Paulette . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6556-6567. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Psychophysics of time perception and valuation in temporal discounting of gain and loss. (2012). Han, Ruokang ; Takahashi, Taiki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6568-6576. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | An optimal control approach to probabilistic Boolean networks. (2012). Liu, Qiuli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6682-6689. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Ambiguities in BandtâPompeâs methodology for local entropic quantifiers. (2012). Plastino, Angelo ; Rosso, Osvaldo A. ; Olivares, Felipe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2518-2526. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Interlinkages and structural changes in cross-border liabilities: a network approach. (2012). Araújo, Tanya ; Spelta, Alessandro ; Araujo, Tanya . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp192012. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market. (2012). Tedeschi, Gabriele ; Vignes, Annick ; Mignot, Sylvain . In: Journal of Artificial Societies and Social Simulation. RePEc:jas:jasssj:2011-42-2. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary Dynamics of Nationalism and Migration. (2012). Barreira da Silva Rocha, André ; Andre Barreira da Silva Rocha, . In: Discussion Papers in Economics. RePEc:lec:leecon:12/11. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS. (2012). Trenca, Ioan ; Razvan, Capusan ; Ioan, Trenca ; Anita, Plesoianu . In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2012:i:1:p:784-790. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Interlinkages and structural changes in cross-border liabilities: a network approach. (2012). Araújo, Tanya ; Spelta, Alessandro ; Araujo, Tanya . In: Quaderni di Dipartimento. RePEc:pav:wpaper:181. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:37865. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Country effects in CEE3 stock market networks: a preliminary study. (2012). Výrost, Tomáš ; Vrost, Toma . In: MPRA Paper. RePEc:pra:mprapa:43481. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Effect of Crude Oil Price on the Methanol price. (2012). gandali alikhani, nadiya ; Delavari, Majid . In: MPRA Paper. RePEc:pra:mprapa:49727. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The basis of financial arithmetic from the viewpoint of utility theory. (2012). Piasecki, Krzysztof. In: Operations Research and Decisions. RePEc:wut:journl:v:3:y:2012:id:1044. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The basis of financial arithmetic from the viewpoint of utility theory. (2012). Piasecki, Krzysztof . In: Operations Research and Decisions. RePEc:wut:journl:v:3:y:2012:p:37-53:id:1044. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
Year | Title | See |
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2011 | Pruning a Minimum Spanning Tree. (2011). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1109.0642. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Product Life Cycle of Durable Goods. (2011). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1109.0828. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1109.5791. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Distinguishing manipulated stocks via trading network analysis. (2011). Shen, Hua-Wei ; Wang, Zhao-Yang ; Cheng, Xue-Qi ; Sun, Xiao-Qian . In: Papers. RePEc:arx:papers:1110.2260. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Cluster formation and evolution in networks of financial market indices. (2011). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1111.5069. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | RQA Application for the Monitoring of Financial and Commodity markets
state. (2011). Chabanenko, Dmitry ; Piskun, Sergii . In: Papers. RePEc:arx:papers:1112.0297. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A thermodynamic-like characterization of Colombiaâs presidential elections in 2010, and a comparison with other Latin American countries. (2011). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:10:p:1779-1790. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Evacuation dynamics with fire spreading based on cellular automaton. (2011). Jia, Bin ; Zheng, Ying ; Li, Xin-Gang ; Zhu, Nuo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:18:p:3147-3156. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Distinguishing manipulated stocks via trading network analysis. (2011). Shen, Hua-Wei ; Wang, Zhao-Yang ; Cheng, Xue-Qi ; Sun, Xiao-Qian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:20:p:3427-3434. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Multifractal detrending moving average analysis on the US Dollar exchange rates. (2011). Wang, Yudong ; Wu, Chongfeng ; Pan, Zhiyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:20:p:3512-3523. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index. (2011). Zhou, Wei-Xing ; Xie, Wen-Jie . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:20:p:3592-3601. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Multifractal Fourier detrended cross-correlation analysis of traffic signals. (2011). Lin, Aijing ; Zhao, Xiaojun ; Shang, Pengjian ; Chen, Gang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3670-3678. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A study of correlations between crude oil spot and futures markets: A rolling sample test. (2011). Wan, Jieqiu ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3754-3766. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | From microscopic taxation and redistribution models to macroscopic income distributions. (2011). Modanese, Giovanni ; Bertotti, Maria Letizia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3782-3793. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). He, Ling-Yun ; Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3806-3814. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Dependence structure of the commodity and stock markets, and relevant multi-spread strategy. (2011). Kim, Min Jae ; Jo, Yong Hwan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3842-3854. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A copulaâmultifractal volatility hedging model for CSI 300 index futures. (2011). Wang, Yudong ; Huang, Dengshi ; Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4260-4272. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The influence of liquidity on informational efficiency: The case of the Thai Stock Market. (2011). Fernandez Bariviera, Aurelio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4426-4432. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Parity effect of the initial capital based on Parrondoâs games and the quantum interpretation. (2011). Wang, Lu ; Zhu, Yong-fei ; Ye, Ye ; Meng, Rui ; Xie, Neng-gang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4535-4542. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Networked analysis of the Shanghai subway network, in China. (2011). Zhang, Jianhua ; Xu, Xiaoming ; Wang, Shuliang ; Fei, Qi ; Hong, Liu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4562-4570. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Evolution of cooperation among mobile agents. (2011). Gao, Jianxi ; Chen, Zhuo ; Cai, Yunze ; Xu, Xiaoming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:9:p:1615-1622. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | On a mean field game approach modeling congestion and aversion in pedestrian crowds. (2011). Lachapelle, Aim ; Wolfram, Marie-Therese . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:45:y:2011:i:10:p:1572-1589. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Replicator Dynamics and Evolutionary Stable Strategies in Heterogeneous Games. (2011). Zuazo-Garin, Peio ; Laruelle, Annick ; Barreira da Silva Rocha, André ; Rocha, Andre Barreira da Silva, . In: IKERLANAK. RePEc:ehu:ikerla:6608. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A New Method for Measuring Tail Exponents of Firm Size Distributions. (2011). Ishikawa, A. ; Watanabe, T. ; Mizuno, T. ; Fujimoto, S.. In: Working Paper Series. RePEc:hit:cinwps:7. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The product life cycle of durable goods. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33174. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The experience curve and the market size of competitive consumer durable markets. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33370. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33743. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Chaotic Time Series Analysis in Economics: Balance and Perspectives. (2011). Faggini, Marisa . In: Working papers. RePEc:tur:wpaper:25. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Product Life Cycle of Durable Goods. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:50530. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:50531. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Experience Curve and the Market Size of Competitive Consumer Durable Markets. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:59749. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Japanese economy in crises: A time series segmentation study. (2011). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201124. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A new method for measuring tail exponents of firm size distributions. (2011). Ishikawa, Atushi ; Watanabe, Tsutomu ; Mizuno, Takayuki ; Fujimoto, Shouji . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201129. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A new method for measuring tail exponents of firm size distributions. (2011). Ishikawa, Atushi ; Watanabe, Tsutomu ; Mizuno, Takayuki ; Fujimoto, Shouji . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201120. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
Year | Title | See |
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2010 | Fifteen years of econophysics: worries, hopes and prospects. (2010). Roehner, Bertrand M.. In: Papers. RePEc:arx:papers:1004.3229. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Which Sectors of a Modern Economy are most Central?. (2010). Vega-Redondo, Fernando ; Fisher, Eric ; Eric O'N. Fisher, ; Blochl, Florian ; Theis, Fabian J. ; Eric O'N. Fisher, ; Eric O' N. Fisher, . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3175. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Non-self-averaging and the statistical mechanics of endogenous macroeconomic fluctuations. (2010). Aoki, Masanao ; Hawkins, Raymond J.. In: Economic Modelling. RePEc:eee:ecmode:v:27:y:2010:i:6:p:1543-1546. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Scaling and memory in the non-Poisson process of limit order cancelation. (2010). Ren, Fei ; Jiang, Zhi-Qiang ; Ni, Xiao-Hui ; Chen, Wei ; Zhou, Wei-Xing ; Gu, Gao-Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:14:p:2751-2761. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Detecting community structure in complex networks via node similarity. (2010). Li, De-Hua ; Pan, Ying ; Liang, Jing-Zhang ; Liu, Jian-Guo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:14:p:2849-2857. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | On spin systems with quenched randomness: Classical and quantum. (2010). Lebowitz, Joel L. ; Greenblatt, Rafael L. ; Aizenman, Michael . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:15:p:2902-2906. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives. (2010). He, Ling-Yun ; Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:16:p:3218-3229. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Topological properties of stock market networks: The case of Brazil. (2010). Tabak, Benjamin M. ; Serra, Thiago R. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:16:p:3240-3249. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Asymmetric information and macroeconomic dynamics. (2010). Aoki, Masanao ; Frieden, Roy B. ; Hawkins, Raymond J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:17:p:3565-3571. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Modeling the social obesity epidemic with stochastic networks. (2010). Arenas, Abraham J. ; Villanueva Mico, Rafael-J., ; Acedo, L. ; GONZALEZ-PARRA, GILBERTO . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:17:p:3692-3701. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Real and spurious contributions for the Shannon, Rényi and Tsallis entropies. (2010). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3761-3768. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3828-3836. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | An analogy of the size distribution of business firms with BoseâEinstein statistics. (2010). Hernandez-Perez, R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3837-3843. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Info-quantifiersâ map-characterization revisited. (2010). Plastino, A. ; Rosso, Osvaldo A. ; De Micco, Luciana ; Larrondo, Hilda A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4604-4612. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Common aspects of q-deformed Lie algebras and fractional calculus. (2010). Herrmann, Richard . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4613-4622. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Discovering network behind infectious disease outbreak. (2010). Maeno, Yoshiharu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4755-4768. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Complex stock trading network among investors. (2010). Zhou, Wei-Xing ; Jiang, Zhi-Qiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4929-4941. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | VerhulstâLotkaâVolterra (VLV) model of ideological struggle. (2010). ausloos, marcel ; Vitanov, Nikolay K. ; Dimitrova, Zlatinka I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4970-4980. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Entropy analysis of the dynamics of El Niño/Southern Oscillation during the Holocene. (2010). Figliola, Alejandra ; Saco, Patricia M. ; Rosso, Osvaldo A. ; Carpi, Laura C. ; Serrano, Eduardo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:5022-5027. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Doves and hawks in economics revisited: An evolutionary quantum game theory based analysis of financial crises. (2010). Kunz, Jennifer ; Konig, Wolfgang ; Bernius, Steffen ; Hanauske, Matthias . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:5084-5102. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | A quantum model of option pricing: When BlackâScholes meets Schrödinger and its semi-classical limit. (2010). Villena, Marcelo ; Ruiz, Aaron ; Pellicer, Rely ; Contreras, Mauricio . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:23:p:5447-5459. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Motif structure and cooperation in real-world complex networks. (2010). Rabiee, Hamid R. ; Salehi, Mostafa ; Jalili, Mahdi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:23:p:5521-5529. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Study of bottleneck effect at an emergency evacuation exit using cellular automata model, mean field approximation analysis, and game theory. (2010). Hagishima, Aya ; Tanaka, Yasukaka ; Tanimoto, Jun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5611-5618. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Pricing European options with a log Studentâs t-distribution: A Gosset formula. (2010). Cassidy, Daniel T. ; Ouyed, Rachid ; Hamp, Michael J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5736-5748. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective. (2010). Wang, Yudong ; Wu, Chongfeng ; Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5759-5768. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Cumulant approach of arbitrary truncated Levy flight. (2010). Vinogradov, Dmitry V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5794-5800. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Critical features in electromagnetic anomalies detected prior to the LâAquila earthquake. (2010). Nomicos, C. ; Contoyiannis, Y. F. ; Eftaxias, K. ; Kopanas, J. ; Antonopoulos, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:3:p:499-508. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Dynamics of uniform quantum gases, II: Magnetic susceptibility. (2010). Singh, G. S. ; Pathak, K. N. ; Bosse, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:6:p:1173-1177. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Biography: Kiyosi Itô and his influence on the study of agricultural finance and economics. (2010). Turvey, Calum G.. In: Agricultural Finance Review. RePEc:eme:afrpps:v:70:y:2010:i:1:p:5-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Dilbert-Peter Model of Organization Effectiveness: Computer Simulations. (2010). Sobkowicz, Pawel . In: Journal of Artificial Societies and Social Simulation. RePEc:jas:jasssj:2010-14-2. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Like milk or wine: Does firm performance improve with age?. (2010). Teruel Carrizosa, Mercedes ; Coad, Alex ; Blasco, Agusti Segarra . In: Working Papers. RePEc:urv:wpaper:2072/179572. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
Year | Title | See |
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2009 | Scaling and memory in the non-poisson process of limit order cancelation. (2009). Ren, Fei ; Jiang, Zhi-Qiang ; Ni, Xiao-Hui ; Chen, Wei ; Zhou, Wei-Xing ; Gu, Gao-Feng . In: Papers. RePEc:arx:papers:0911.0057. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Link prediction in a userâobject network based on time-weighted resource allocation. (2009). Deng, Guishi ; Liu, Ji. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:17:p:3643-3650. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Unveiling the connectivity structure of financial networks via high-frequency analysis. (2009). Materassi, Donatello ; Innocenti, Giacomo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:18:p:3866-3878. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The minimum description length principle for probability density estimation by regular histograms. (2009). Rousseau, David ; Chapeau-Blondeau, Franois . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:18:p:3969-3984. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Irreversibility, entropy and incomplete information. (2009). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:19:p:4025-4033. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Pareto-positive stable distribution: A new descriptive model for city size data. (2009). Sarabia, José MarÃa ; Prieto, Faustino. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:19:p:4179-4191. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Generalized superstatistics of nonequilibrium Markovian systems. (2009). Heuer, Andreas ; Friedrich, Rudolf ; Lubashevsky, Ihor ; Ushakov, Andrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:21:p:4535-4550. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Is the thermodynamic behavior of the noble fluids consistent with the principle of corresponding states?. (2009). Malomuzh, N. P. ; Kulinskii, V. L. ; Matvejchuk, O. I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:21:p:4560-4572. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | A topological phase transition between small-worlds and fractal scaling in urban railway transportation networks?. (2009). Domenech, Antonio . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:21:p:4658-4668. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Scaling and memory in the return intervals of realized volatility. (2009). Ren, Fei ; Zhou, Wei-Xing ; Gu, Gao-Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:22:p:4787-4796. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Multiscale cosmological dynamics. (2009). Chevalier, Claire ; Ollivier, Yann ; Debbasch, Fabrice . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:24:p:5029-5035. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Weibullâlog Weibull transition of the interoccurrence time statistics in the two-dimensional BurridgeâKnopoff Earthquake model. (2009). Akimoto, Takuma ; Aizawa, Yoji ; Hasumi, Tomohiro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:4:p:483-490. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Weibullâlog Weibull distribution for interoccurrence times of earthquakes. (2009). Akimoto, Takuma ; Aizawa, Yoji ; Hasumi, Tomohiro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:4:p:491-498. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Analysis of a network structure of the foreign currency exchange market. (2009). Gorski, Andrzej ; Gworek, Sylwia ; Drod, Stanisaw ; Kwapie, Jarosaw . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:4:y:2009:i:1:p:55-72. Full description at Econpapers || Download paper | [Citation Analysis] |
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Source data used to compute the impact factor of RePEc series.