[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 |
---|---|---|
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 | 111 |
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 | 90 |
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 | 59 |
2004 | The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient. (2004). Tabak, Benjamin ; Cajueiro, Daniel. 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 | 55 |
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 | 45 |
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 | 45 |
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 | 44 |
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 | 42 |
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 | 41 |
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 | 39 |
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 | 38 |
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 | 38 |
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 | 38 |
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 | 37 |
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 | 37 |
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 | 35 |
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 | 34 |
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 | 34 |
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 | 34 |
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 | 33 |
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 | 33 |
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 | 33 |
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 | 32 |
2007 | Long-range dependence and multifractality in the term structure of LIBOR interest rates. (2007). Tabak, Benjamin ; Cajueiro, Daniel. 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 | 32 |
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 | 31 |
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 | 29 |
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 | 29 |
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 | 29 |
2005 | Testing for time-varying long-range dependence in volatility for emerging markets. (2005). Tabak, Benjamin ; Cajueiro, Daniel. 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 | 29 |
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 | 28 |
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 | 28 |
2010 | On Hurst exponent estimation under heavy-tailed distributions. (2010). KriÅ¡toufek, Ladislav ; BarunÃk, Jozef ; Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3844-3855. Full description at Econpapers || Download paper | 28 |
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 | 27 |
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 | 27 |
2008 | A multifractal approach for stock market inefficiency. (2008). Tabak, Benjamin ; Figliola, A. ; Rosso, O. A. ; Garavaglia, M. ; Zunino, L. ; Perez, D. G.. 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 | 27 |
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 | 26 |
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 | 26 |
2003 | Scaling behaviors in differently developed markets. (2003). Dacorogna, Michel ; Di Matteo, T. ; Aste, T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:183-188. Full description at Econpapers || Download paper | 26 |
2011 | Nonlinear bivariate dependency of priceâvolume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis. (2011). He, Ling-Yun ; Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:2:p:297-308. Full description at Econpapers || Download paper | 26 |
2010 | The topology of the federal funds market. (2010). Bech, Morten ; Atalay, Enghin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:22:p:5223-5246. Full description at Econpapers || Download paper | 26 |
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 | 25 |
2006 | Long memory in stock index futures markets: A value-at-risk approach. (2006). Shieh, Shwu-Jane ; Tang, Ta-Lun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:366:y:2006:i:c:p:437-448. Full description at Econpapers || Download paper | 25 |
2010 | Cross-correlations between Chinese A-share and B-share markets. (2010). Wang, Yudong ; Wu, Chongfeng ; Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:23:p:5468-5478. Full description at Econpapers || Download paper | 25 |
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 | 24 |
2004 | Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions. (2004). Tabak, Benjamin ; Cajueiro, Daniel. 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 | 24 |
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 | 24 |
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 | 24 |
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 | 23 |
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 | 23 |
Citing documents used to compute impact factor 182:
Year | Title | See |
---|---|---|
2014 | A new method of identifying influential nodes in complex networks based on TOPSIS. (2014). Du, Yuxian ; Deng, Yong ; Mahadevan, Sankaran ; Hu, Yong ; Gao, Cai . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:57-69. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cluster synchronization in directed networks of non-identical systems with noises via random pinning control. (2014). Hu, Aihua ; Guo, Liuxiao ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:537-548. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Power grid complex network evolutions for the smart grid. (2014). Pagani, Giuliano Andrea ; Aiello, Marco . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:248-266. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Architecture of the Florida power grid as a complex network. (2014). Xu, Yan ; Rikvold, Per Arne ; Gurfinkel, Aleks Jacob . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:130-140. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Identifying and ranking influential spreaders in complex networks by neighborhood coreness. (2014). Bae, Joonhyun ; Kim, Sangwook . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:549-559. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cointegration analysis and influence rankâA network approach to global stock markets. (2014). Yang, Chunxia ; Li, Qian ; Niu, Lei ; Chen, Yanhua . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:168-185. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ranking the spreading ability of nodes in complex networks based on local structure. (2014). Wang, Guanghui ; Gao, Shuai ; MA, JUN ; Chen, Zhumin ; Xing, Changming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:130-147. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evolution based on chromosome affinity from a network perspective. (2014). Monteiro, R. L. S., ; Pereira, H. B. B., ; Moret, M. A. ; Carneiro, T. K. G., ; Fontoura, J. R. A., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:276-283. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation and the FokkerâPlanck equation. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:256-260. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation: Minimum inside and maximum outside. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:61-65. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Overview on fuel cells. (2014). Lucia, Umberto . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:30:y:2014:i:c:p:164-169. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation approach to cell systems. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:1-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation and cell growth with comments for a thermodynamic anticancer approach. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:107-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal and singularity analysis of highway volume data. (2014). Dai, Meifeng ; Zhang, Danping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:332-340. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information theoretic approach for accounting classification. (2014). Prataviera, G. A. ; E. M. S. Ribeiro, . In: Papers. RePEc:arx:papers:1401.2954. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An amoeboid algorithm for solving linear transportation problem. (2014). Gao, Cai ; Deng, Yong ; Mahadevan, Sankaran ; Hu, Yong ; Zhang, Zili ; Yan, Chao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:179-186. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quantum spatial-periodic harmonic model for daily price-limited stock
markets. (2014). Meng, Xiangyi ; Guo, Hong ; Xu, Jingjing ; ZHANG, Jian-wei . In: Papers. RePEc:arx:papers:1405.4490. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fractal markets: Liquidity and investors on different time horizons. (2014). Li, Da-Ye ; Men, Ming ; Nishimura, Yusaku . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:144-151. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do wealth distributions follow power laws? Evidence from ârich listsâ. (2014). BrzeziÅski, MichaÅ. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:155-162. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A criterion for the determination of optimal scaling ranges in DFA and MF-DFA. (2014). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:397:y:2014:i:c:p:17-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the axiomatic requirement of range to measure uncertainty. (2014). Deng, Xinyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:163-168. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-correlations between crude oil and agricultural commodity markets. (2014). Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:293-302. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency characterization of a large neuronal network: A causal information approach. (2014). Rosso, Osvaldo A. ; Deleglise, Emilia B. ; Montani, Fernando . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:58-70. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Impact of degree mixing pattern on consensus formation in social networks. (2014). Tse, Chi ; Liu, Xiao Fan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:1-6. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Earthquake networks based on spaceâtime influence domain. (2014). He, Xuan ; Si, Shuai-Zong ; Liu, Zheng ; Cai, Wei ; Zhao, Hai . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:175-184. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Convectionâdiffusion effects in marathon race dynamics. (2014). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:498-507. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Research on evacuation in the subway station in China based on the Combined Social Force Model. (2014). Wan, Jiahui ; Yu, Hua ; Sui, Jie . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:33-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A social force evacuation model with the leadership effect. (2014). Hou, Lei ; Wang, Bing-Hong ; Pan, Xue ; Liu, Jian-Guo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:93-99. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Simulation and analysis of individual trampling risk during escalator transfers. (2014). Li, Wenhang ; Duan, Qishen ; Shen, Shen ; Yu, Ping ; Gong, Jianhua . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:119-133. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A visibility graph averaging aggregation operator. (2014). Chen, Shiyu ; Deng, Yong ; Mahadevan, Sankaran ; Hu, Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:1-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relativistic formulation of the generalized nonextensive ThomasâFermi model. (2014). Ourabah, Kamel ; Tribeche, Mouloud . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:470-474. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market. (2014). He, Ling-Yun ; Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:460-469. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | HilbertâHuang Transform based multifractal analysis of China stock market. (2014). Li, Muyi ; Huang, Yongxiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:222-229. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Effects of global financial crisis on network structure in a local stock market. (2014). Maeng, Seong Eun ; Ha, Gyeong Gyun ; Nobi, Ashadun ; Lee, Jae Woo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spatial and temporal structures of four financial markets in Greater
China. (2014). Ouyang, F. Y. ; Jiang, X. F. ; Zheng, B.. In: Papers. RePEc:arx:papers:1402.1046. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short-term market reaction after trading halts in Chinese stock market. (2014). Xu, Hai-Chuan ; Liu, Yi-Fang ; Zhang, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:103-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spatial and temporal structures of four financial markets in Greater China. (2014). Ouyang, F. Y. ; Jiang, X. F. ; Zheng, B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:236-244. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Navigation in spatial networks: A survey. (2014). Huang, Wei ; Wang, Wanliang ; Chen, Shengyong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:132-154. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractality and long memory of a financial index. (2014). Suarez-Garcia, Pablo ; Gomez-Ullate, David . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:226-234. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Steady-state traffic flow on a ring road with up- and down-slopes. (2014). Choi, Keechoo ; Wong, S. C. ; Zhang, Peng ; Wu, Chun-Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:85-93. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Transport processes in biological systems: Tumoral cells and human brain. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:327-336. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Thermodynamic approach to nano-properties of cell membrane. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:185-191. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comprehensive consideration of strategy updating promotes cooperation in the prisonerâs dilemma game. (2014). LI, Ya ; Deng, Yong ; Sadiq, Rehan ; Lan, Xin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:284-292. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring correlations between non-stationary series with DCCA coefficient. (2014). Krištoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:291-298. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Autocorrelation and cross-correlation in time series of homicide and attempted homicide. (2014). Filho, Machado A. ; Zebende, G. F. ; da Silva, M. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:12-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-correlations between spot and futures markets of nonferrous metals. (2014). Wang, Yudong ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimism when winning and cautiousness when losing promote cooperation in the spatial prisonerâs dilemma game. (2014). Cui, Guang-Hai ; Wang, Zhen ; Deonauth, Nakema ; Fan, Xin-Xin ; Li, Ming-Chu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:181-189. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets. (2014). Mulligan, Robert F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:252-264. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Structural changes in cross-border liabilities: A multidimensional approach. (2014). Araujo, Tanya ; Spelta, Alessandro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:277-287. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wind speed and energy forecasting at different time scales: A nonparametric approach. (2014). DAmico, Guglielmo ; Petroni, Filippo ; Prattico, Flavio . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:59-66. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determination of overlapping degree of interfacial layers around polydisperse ellipsoidal particles in particulate composites. (2014). Xu, Wenxiang ; Zhao, Haitao ; Tian, Xia ; Chen, Huisu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:126-136. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Intraday price dynamics in spot and derivatives markets. (2014). Kim, Jun Sik ; Ryu, Doojin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:247-253. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | New treatments of density fluctuations and recurrence times for re-estimating Zermeloâs paradox. (2014). Michel, Denis . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:128-134. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of fluctuating modes of autocorrelation in crude oil prices. (2014). An, Haizhong ; Ding, Yinghui ; Huang, Xuan ; FANG, WEI ; Gao, Xiangyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:382-390. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the topological properties of the cross-shareholding networks of listed companies in China: Taking shareholdersâ cross-shareholding relationships into account. (2014). Li, Huajiao ; Xu, Qun ; Huang, Jiachen ; Gao, Xiangyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:80-88. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of network characteristics on the diffusion of innovations. (2014). Peres, Renana . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:330-343. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A pattern mining approach to enhance the accuracy of collaborative filtering in sparse data domains. (2014). Ramezani, Mohsen ; Akhlaghian, Fardin ; Moradi, Parham . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:72-84. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Analysis of percolation behaviors of clustered networks with partial supportâdependence relations. (2014). Dong, Gaogao ; Stanley, Eugene H. ; Fu, Min ; Du, Ruijin ; Tian, Lixin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:370-378. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does high frequency trading affect technical analysis and market efficiency? And if so, how?. (2014). Hudson, Robert ; Gebka, Bartosz ; Manahov, Viktor . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:131-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroscopic characterization of data sets by using the average absolute deviation. (2014). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:222-234. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial market volatility and contagion effect: A copulaâmultifractal volatility approach. (2014). Liu, Maojuan ; Wei, Yu ; Chen, Wang ; Lin, Yu ; Lang, Qiaoqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:289-300. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Semi-nonparametric VaR forecasts for hedge funds during the recent crisis. (2014). Mora-Valencia, Andrés ; Del Brio, Esther B. ; Perote, Javier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:330-343. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring capital market efficiency: Long-term memory, fractal dimension
and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1307.3060. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commodity futures and market efficiency. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Human-Mobility Networks, Country Income, and Labor Productivity. (2014). Santoni, Gianluca ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2014/08. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Texture descriptor combining fractal dimension and artificial crawlers. (2014). Gonalves, Wesley Nunes ; Bruno, Odemir Martinez ; Machado, Bruno Brandoli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:358-370. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Dewandaru, Ginanjar ; Rizvi, Syed Aun R., ; Bacha, Obiyathulla I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:86-99. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An agent based multi-optional model for the diffusion of innovations. (2014). Laciana, Carlos E. ; Oteiza-Aguirre, Nicolas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:254-265. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stationary distribution of a stochastic SIS epidemic model with vaccination. (2014). Lin, Yuguo ; Wang, Shuai ; Jiang, Daqing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:187-197. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Phase-shifting behaviour revisited: An alternative measure. (2014). Kang, Bo Soo ; Ryu, Doowon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:167-173. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why credit risk markets are predestined for exhibiting log-periodic power law structures. (2014). Wosnitza, Jan Henrik ; Leker, Jens . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:427-449. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can log-periodic power law structures arise from random fluctuations?. (2014). Wosnitza, Jan Henrik ; Leker, Jens . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:228-250. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance. (2014). Siokis, Fotios M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:283-292. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A model for scaling in firmsâ size and growth rate distribution. (2014). Metzig, Cornelia ; Gordon, Mirta B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:264-279. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales. (2014). Yuan, Naiming ; Fu, Zuntao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:71-79. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series. (2014). Krištoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:169-175. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | OrnsteinâUhlenbeck processes for geophysical data analysis. (2014). Habtemicael, Semere ; SenGupta, Indranil . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:147-156. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Income tax evasion dynamics: Evidence from an agent-based econophysics model. (2014). Pickhardt, Michael ; Seibold, Goetz . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:40:y:2014:i:c:p:147-160. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Behavioral dynamics of tax evasion â A survey. (2014). Pickhardt, Michael ; Prinz, Aloys . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:40:y:2014:i:c:p:1-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamics of tax evasion with back auditing, social norm updating, and public goods provision â An agent-based simulation. (2014). Hokamp, Sascha. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:40:y:2014:i:c:p:187-199. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evolution based on chromosome affinity from a network perspective. (2014). Monteiro, R. L. S., ; Pereira, H. B. B., ; Moret, M. A. ; Carneiro, T. K. G., ; Fontoura, J. R. A., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:276-283. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Recursive subdivision of urban space and Zipfâs law. (2014). Chen, Yanguang ; Wang, Jiejing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:392-404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The maximum balanced subgraph of a signed graph: Applications and solution approaches. (2014). Figueiredo, Rosa ; Frota, Yuri . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:2:p:473-487. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An amoeboid algorithm for solving linear transportation problem. (2014). Gao, Cai ; Deng, Yong ; Mahadevan, Sankaran ; Hu, Yong ; Zhang, Zili ; Yan, Chao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:179-186. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamics of human innovative behaviors. (2014). Lin, Ying-Ting ; Wang, Bing-Hong ; Han, Xiao-Pu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:74-81. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cluster synchronization in directed networks of non-identical systems with noises via random pinning control. (2014). Hu, Aihua ; Guo, Liuxiao ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:537-548. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The similarity of weights on edges and discovering of community structure. (2014). Shen, Yi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:560-570. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Empirical analysis on future-cash arbitrage risk with portfolio VaR. (2014). Chen, Rongda ; Wang, Ze ; LI, CONG. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:210-216. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Strong anticipation and long-range cross-correlation: Application of detrended cross-correlation analysis to human behavioral data. (2014). Delignieres, Didier ; Marmelat, Vivien . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:47-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales. (2014). Yuan, Naiming ; Fu, Zuntao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:71-79. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimism when winning and cautiousness when losing promote cooperation in the spatial prisonerâs dilemma game. (2014). Cui, Guang-Hai ; Wang, Zhen ; Deonauth, Nakema ; Fan, Xin-Xin ; Li, Ming-Chu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:181-189. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cointegration analysis and influence rankâA network approach to global stock markets. (2014). Yang, Chunxia ; Li, Qian ; Niu, Lei ; Chen, Yanhua . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:168-185. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The informational efficiency of bonds and stocks: The role of institutional sized bond trades. (2014). Tsai, Hui-Ju . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:34-45. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance. (2014). Siokis, Fotios M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:283-292. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets. (2014). Mulligan, Robert F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:252-264. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Gauseâs principle in interspecific competition of the cyclic predatorâprey system. (2014). Pan, Qiuhui ; He, Mingfeng ; Huang, Zhong ; Chen, Luyi ; Wang, Haoying . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:108-113. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An absolute measure for a key currency. (2014). Aihara, Kazuyuki ; Oya, Shunsuke ; Hirata, Yoshito . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:15-23. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Option volatility and the acceleration Lagrangian. (2014). Baaquie, Belal E. ; Cao, Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:337-363. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quantum spatial-periodic harmonic model for daily price-limited stock
markets. (2014). Meng, Xiangyi ; Guo, Hong ; Xu, Jingjing ; ZHANG, Jian-wei . In: Papers. RePEc:arx:papers:1405.4490. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Behavior of grains in contact with the wall of a silo during the initial instants of a discharge-driven collapse. (2014). Colonnello, C. ; Gutierrez, G. ; Clement, E. ; Reyes, L. I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:35-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Control of the socio-economic systems using herding interactions. (2014). Kononovicius, Aleksejus ; Gontis, Vygintas . In: Papers. RePEc:arx:papers:1309.6105. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | To lag or not to lag? How to compare indices of stock markets that operate on different times. (2014). Sandoval, Leonidas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:227-243. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractality and long memory of a financial index. (2014). Suarez-Garcia, Pablo ; Gomez-Ullate, David . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:226-234. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Explosive percolation: Unusual transitions of a simple model. (2014). Giazitzidis, P. ; Maragakis, M. ; Bastas, N. ; Kosmidis, K.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:54-65. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multi-q pattern classification of polarization curves. (2014). Fabbri, Ricardo ; Bruno, Odemir M. ; Gonalves, Wesley N. ; Lopes, Francisco J. P., ; Neto, Francisco D. Moura, ; Bastos, Ivan N.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:332-339. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Steady-state traffic flow on a ring road with up- and down-slopes. (2014). Choi, Keechoo ; Wong, S. C. ; Zhang, Peng ; Wu, Chun-Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:85-93. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Compare two community-based personalized information recommendation algorithms. (2014). Wen, Yuan ; Cao, Wei ; Xiong, Fei ; Zhang, Zhen-jiang ; Liu, Yun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:199-209. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A new method of identifying influential nodes in complex networks based on TOPSIS. (2014). Du, Yuxian ; Deng, Yong ; Mahadevan, Sankaran ; Hu, Yong ; Gao, Cai . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:57-69. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock network stability in times of crisis. (2014). Heiberger, Raphael H.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:376-381. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Emerging markets in the global economic network: Real(ly) decoupling?. (2014). Trancoso, Tiago. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:499-510. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Universality of non-extensive Tsallis statistics and time series analysis: Theory and applications. (2014). Pavlos, G. P. ; Sarafopoulos, D. V. ; Iliopoulos, A. C. ; Xenakis, M. N. ; Karakatsanis, L. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:58-95. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market. (2014). He, Ling-Yun ; Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:460-469. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal detrended cross-correlation analysis of carbon and crude oil markets. (2014). Zhuang, Xiaoyang ; Zhang, Bangzheng ; Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:113-125. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring correlations between non-stationary series with DCCA coefficient. (2014). Krištoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:291-298. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-correlations between crude oil and agricultural commodity markets. (2014). Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:293-302. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Physical approach to price momentum and its application to momentum
strategy. (2014). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1208.2775. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A criterion for the determination of optimal scaling ranges in DFA and MF-DFA. (2014). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:397:y:2014:i:c:p:17-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Benford law behavior of the religious activity data. (2014). Mir, T. A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:1-9. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate. (2014). Xiao, Weilin ; Chen, Xiaoyan ; Zhang, Xili . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:320-337. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A graphical representation of protein based on a novel iterated function system. (2014). Ma, Tingting ; He, Ping-an ; Yao, Yuhua ; Dai, Qi ; Liu, Yuxin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:21-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Convectionâdiffusion effects in marathon race dynamics. (2014). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:498-507. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An extended floor field model based on regular hexagonal cells for pedestrian simulation. (2014). Leng, Biao ; Xiong, Zhang ; Zhao, Wenyuan ; Wang, Jianyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:119-133. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A visibility graph averaging aggregation operator. (2014). Chen, Shiyu ; Deng, Yong ; Mahadevan, Sankaran ; Hu, Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:1-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Memory and long-range correlations in chess games. (2014). Schaigorodsky, Ana L. ; Billoni, Orlando V. ; Perotti, Juan I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:304-311. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Traffic disruption and recovery in road networks. (2014). Zhang, Lele ; Garoni, Timothy M. ; de Gier, Jan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:82-102. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation and the FokkerâPlanck equation. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:256-260. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Transport processes in biological systems: Tumoral cells and human brain. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:327-336. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation: Minimum inside and maximum outside. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:61-65. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Overview on fuel cells. (2014). Lucia, Umberto . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:30:y:2014:i:c:p:164-169. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation approach to cell systems. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:1-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation and cell growth with comments for a thermodynamic anticancer approach. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:107-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the axiomatic requirement of range to measure uncertainty. (2014). Deng, Xinyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:163-168. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Thermodynamic approach to nano-properties of cell membrane. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:185-191. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Leverage effect in energy futures. (2014). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1403.0064. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do emerging markets become more efficient as they develop? Long memory persistence in equity indices. (2014). Hull, Matthew ; McGroarty, Frank . In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:45-61. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commodity futures and market efficiency. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pricing of range accrual swap in the quantum finance Libor Market Model. (2014). Baaquie, Belal E. ; Cao, Yang ; Tang, Pan ; Du, Xin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:182-200. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Moral foundations in an interacting neural networks society: A statistical mechanics analysis. (2014). Vicente, R. ; Caticha, N. ; Jerico, J. P. ; Susemihl, A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:124-138. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Understanding information propagation on online social tagging systems: a case study on Flickr. (2014). Jung, Jason . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:2:p:745-754. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determination of overlapping degree of interfacial layers around polydisperse ellipsoidal particles in particulate composites. (2014). Xu, Wenxiang ; Zhao, Haitao ; Tian, Xia ; Chen, Huisu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:126-136. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-correlations between spot and futures markets of nonferrous metals. (2014). Wang, Yudong ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can log-periodic power law structures arise from random fluctuations?. (2014). Wosnitza, Jan Henrik ; Leker, Jens . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:228-250. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wealth distribution and collective knowledge. A Boltzmann approach. (2014). Pareschi, Lorenzo ; Toscani, Giuseppe . In: Papers. RePEc:arx:papers:1401.4550. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evolution of wealth in a nonconservative economy driven by local Nash
equilibria. (2014). Degond, Pierre ; Ringhofer, Christian ; Liu, Jian-Guo . In: Papers. RePEc:arx:papers:1403.7800. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evolution of wealth in a nonconservative economy driven by local Nash equilibria. (2014). Ringhofer, Christian ; Degond, Pierre ; Liu, Jian-Guo . In: Working Papers. RePEc:hal:wpaper:hal-00967662. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Random walkâpercolation-based modeling of two-phase flow in porous media: Breakthrough time and net to gross ratio estimation. (2014). Ganjeh-Ghazvini, Mostafa ; Ghaedi, Mojtaba ; Masihi, Mohsen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:214-221. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring persistence in stock market volatility using the FIGARCH approach. (2014). Bentes, Sonia R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:190-197. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency characterization of a large neuronal network: A causal information approach. (2014). Rosso, Osvaldo A. ; Deleglise, Emilia B. ; Montani, Fernando . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:58-70. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Research on evacuation in the subway station in China based on the Combined Social Force Model. (2014). Wan, Jiahui ; Yu, Hua ; Sui, Jie . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:33-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The predictive power of singular value decomposition entropy for stock market dynamics. (2014). CARAIANI, Petre . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:571-578. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymptotic form of the KullbackâLeibler divergence for multivariate asymmetric heavy-tailed distributions. (2014). Contreras-Reyes, Javier E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:200-208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling framework for optimal evacuation of large-scale crowded pedestrian facilities. (2014). Abdelghany, Ahmed ; Alhalabi, Wael ; Mahmassani, Hani. In: European Journal of Operational Research. RePEc:eee:ejores:v:237:y:2014:i:3:p:1105-1118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Texture descriptor combining fractal dimension and artificial crawlers. (2014). Gonalves, Wesley Nunes ; Bruno, Odemir Martinez ; Machado, Bruno Brandoli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:358-370. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Degree-corrected stochastic block models and reliability in networks. (2014). Zhang, Xue ; Xie, Zheng ; Yi, Dongyun ; Zhao, Chengli ; Wang, Xiaojie . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:553-559. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Global inequality in energy consumption from 1980 to 2010. (2014). Lawrence, Scott ; Yakovenko, Victor M. ; Liu, Qin . In: Papers. RePEc:arx:papers:1312.6443. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A social force evacuation model with the leadership effect. (2014). Hou, Lei ; Wang, Bing-Hong ; Pan, Xue ; Liu, Jian-Guo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:93-99. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why credit risk markets are predestined for exhibiting log-periodic power law structures. (2014). Wosnitza, Jan Henrik ; Leker, Jens . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:427-449. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of the financial crisis on transatlantic information flows: An intraday analysis. (2014). Dimpfl, Thomas ; Peter, Franziska J.. In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:70. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pricing European option under the time-changed mixed Brownian-fractional Brownian model. (2014). Guo, Zhidong ; Yuan, Hongjun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:73-79. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroscopic characterization of data sets by using the average absolute deviation. (2014). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:222-234. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Effects of global financial crisis on network structure in a local stock market. (2014). Maeng, Seong Eun ; Ha, Gyeong Gyun ; Nobi, Ashadun ; Lee, Jae Woo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Birth and death master equation for the evolution of complex networks. (2014). Alvarez-Martinez, R. ; Martinez-Mekler, G. ; Rodriguez, R. F. ; Cocho, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:198-208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Income tax evasion dynamics: Evidence from an agent-based econophysics model. (2014). Pickhardt, Michael ; Seibold, Goetz . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:40:y:2014:i:c:p:147-160. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A permutation entropy based test for causality: The volumeâstock price relation. (2014). Dore, Mohammed ; Matilla-Garcia, Mariano ; Marin, Manuel Ruiz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:280-288. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling the dynamics of European carbon futures price: a Zipf analysis. (2014). Wei, Yi-Ming ; Chevallier, Julien ; Ma, Shujiao ; Zhu, Bangzhu . In: Working Papers. RePEc:ipg:wpaper:2014-155. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling the dynamics of European carbon futures price: A Zipf analysis. (2014). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Ma, Shujiao . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:372-380. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rates of convergence of extremes from skew-normal samples. (2014). Liao, Xin ; Wang, Xiaoqian ; Nadarajah, Saralees ; Peng, Zuoxiang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:40-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Energy model for rumor propagation on social networks. (2014). Han, Shuo ; Ao, Xiang ; Shi, Zhongzhi ; He, Qing ; Zhuang, Fuzhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:99-109. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spatiotemporal chaos in mixed linearânonlinear coupled logistic map lattice. (2014). Zhang, Ying-Qian ; Wang, Xing-Yuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:104-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A new lattice Boltzmann model for solving the coupled viscous Burgersâ equation. (2014). Lai, Huilin ; Ma, Changfeng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:445-457. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interaction in agent-based economics: A survey on the network approach. (2014). Tedeschi, Gabriele ; Bargigli, Leonardo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:1-15. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial market volatility and contagion effect: A copulaâmultifractal volatility approach. (2014). Liu, Maojuan ; Wei, Yu ; Chen, Wang ; Lin, Yu ; Lang, Qiaoqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:289-300. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Identifying and ranking influential spreaders in complex networks by neighborhood coreness. (2014). Bae, Joonhyun ; Kim, Sangwook . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:549-559. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ranking the spreading ability of nodes in complex networks based on local structure. (2014). Wang, Guanghui ; Gao, Shuai ; MA, JUN ; Chen, Zhumin ; Xing, Changming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:130-147. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Closed walks for community detection. (2014). Yang, Yang ; Li, Zhou Jun ; Hu, Xia ; Sun, Peng Gang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:397:y:2014:i:c:p:129-143. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Minsky Financial Instability, Interscale Feedback, Percolation and
Marshall-Walras Disequilibrium. (2014). Golo, Natasa ; Solomon, Sorin . In: Papers. RePEc:arx:papers:1402.0176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of fluctuating modes of autocorrelation in crude oil prices. (2014). An, Haizhong ; Ding, Yinghui ; Huang, Xuan ; FANG, WEI ; Gao, Xiangyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:382-390. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Scaling of average weighted shortest path and average receiving time on weighted hierarchical networks. (2014). Xi, Lifeng, ; Dai, Meifeng ; Sun, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:110-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Long Memory Analysis: An Empirical Investigation. (2014). Naderi, Esmaeil ; Nazarian, Rafik ; Amiri, Ashkan ; Alikhani, Nadiya G.. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-01-3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Braess paradox and robustness of traffic networks under stochastic user equilibrium. (2014). Wang, Tianming ; Fu, Baibai ; Zhao, Chunxue . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:61:y:2014:i:c:p:135-141. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
Year | Title | See |
---|---|---|
2014 | Leverage effect in energy futures. (2014). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1403.0064. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quantum spatial-periodic harmonic model for daily price-limited stock
markets. (2014). Meng, Xiangyi ; Guo, Hong ; Xu, Jingjing ; ZHANG, Jian-wei . In: Papers. RePEc:arx:papers:1405.4490. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Phase-shifting behaviour revisited: An alternative measure. (2014). Kang, Bo Soo ; Ryu, Doowon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:167-173. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can log-periodic power law structures arise from random fluctuations?. (2014). Wosnitza, Jan Henrik ; Leker, Jens . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:228-250. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mixed convection of copperâwater nanofluid in a shallow inclined lid driven cavity using the lattice Boltzmann method. (2014). Jafari, Saeed ; Semiromi, Davood Toghraie ; Safaei, Mohammad Reza ; Esfe, Mohammad Hemmat ; Karimipour, Arash ; Kazi, S. N.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:150-168. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comprehensive consideration of strategy updating promotes cooperation in the prisonerâs dilemma game. (2014). LI, Ya ; Deng, Yong ; Sadiq, Rehan ; Lan, Xin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:284-292. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation approach to cell systems. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:1-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Entropy generation and cell growth with comments for a thermodynamic anticancer approach. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:107-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the axiomatic requirement of range to measure uncertainty. (2014). Deng, Xinyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:163-168. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series. (2014). Krištoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:169-175. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Effects of global financial crisis on network structure in a local stock market. (2014). Maeng, Seong Eun ; Ha, Gyeong Gyun ; Nobi, Ashadun ; Lee, Jae Woo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Thermodynamic approach to nano-properties of cell membrane. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:185-191. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetrical diffusion across a porous medium-homogeneous fluid interface. (2014). Dagdug, L. ; Rodriguez, E. ; Inzunza, L. ; Alvarez-Ramirez, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:24-32. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal and singularity analysis of highway volume data. (2014). Dai, Meifeng ; Zhang, Danping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:332-340. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Robustness of cooperation in memory-based prisonerâs dilemma game on a square lattice. (2014). Ren, Guangming ; Wang, Xingyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:40-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A pattern mining approach to enhance the accuracy of collaborative filtering in sparse data domains. (2014). Ramezani, Mohsen ; Akhlaghian, Fardin ; Moradi, Parham . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:72-84. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
Year | Title | See |
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2013 | Do wealth distributions follow power laws? Evidence from rich lists. (2013). BrzeziÅski, MichaÅ. In: Papers. RePEc:arx:papers:1304.0212. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A Model for Scaling in Firms Size and Growth Rate Distribution. (2013). Metzig, Cornelia ; Gordon, Mirta B.. In: Papers. RePEc:arx:papers:1304.4311. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Testing power-law cross-correlations: Rescaled covariance test. (2013). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:1307.4727. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Mixed-correlated ARFIMA processes for power-law cross-correlations. (2013). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:1307.6046. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Commodity futures and market efficiency. (2013). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1309.1492. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Measuring correlations between non-stationary series with DCCA
coefficient. (2013). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:1310.3984. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Semi-Markov Models in High Frequency Finance: A Review. (2013). D'Amico, G. ; Prattico, F. ; Petroni, F.. In: Papers. RePEc:arx:papers:1312.3894. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Measuring Inflation Persistence in Brazil Using a Multivariate Model. (2013). Vicente da Gama Machado, ; Portugal, Marcelo Savino . In: Working Papers Series. RePEc:bcb:wpaper:331. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | An empirical estimation for mean-reverting coal prices with long memory. (2013). Sun, Qi ; Xiao, Weilin ; Xu, Weijun . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:174-181. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets. (2013). Todea, Alexandru ; Pleoianu, Anita . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:34-41. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process. (2013). Maegebier, Alexander . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:802-811. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework. (2013). Eftaxias, Konstantinos ; Potirakis, Stelios M. ; Zitis, Pavlos I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:13:p:2940-2954. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations. (2013). Sirnes, Espen ; Lovsletten, Ola ; Rypdal, Martin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:16:p:3335-3343. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Carnot efficiency: Why?. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3513-3517. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | From Lotka to the entropy generation approach. (2013). Sciubba, Enrico ; Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3634-3639. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Thermodynamics and cancer stationary states. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3648-3653. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearsonâs correlation coefficient and detrended cross-correlation coefficient. (2013). Wang, Gang-Jin ; Xie, Chi ; Chen, Shou ; Yang, Ming-Yan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3715-3730. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The effects of mechanical response on the dynamics and string stability of a platoon of adaptive cruise control vehicles. (2013). Davis, L. C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3798-3805. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Thermodynamic paths and stochastic order in open systems. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:18:p:3912-3919. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Clarifications to questions and criticisms on the JohansenâLedoitâSornette financial bubble model. (2013). Sornette, Didier ; Zhou, Wei-Xing ; Yan, Wanfeng ; Woodard, Ryan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4417-4428. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Tutte polynomial of an infinite family of outerplanar, small-world and self-similar graphs. (2013). Liao, Yunhua ; Hou, Yaoping ; Fang, Aixiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4584-4593. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Troy: A simple nonlinear mathematical perspective. (2013). Flores, J. C. ; Bologna, Mauro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4683-4687. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC. (2013). Ma, Feng ; Zhao, Lin ; Huang, Dengshi ; Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:21:p:5356-5368. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Personalized PageRank Clustering: A graph clustering algorithm based on random walks. (2013). Tabrizi, Shayan A. ; Tavallaie, Mohammad Ali ; Abbasi, Maziar ; Asadpour, Masoud ; Shakery, Azadeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:22:p:5772-5785. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; BarunÃk, Jozef. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:23:p:5920-5938. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Multifractal detrended cross-correlation analysis in the MENA area. (2013). El Alaoui, Marwane ; Benbachir, Saad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:23:p:5985-5993. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A DFA approach in well-logs for the identification of facies associations. (2013). Hernandez-Martinez, Eliseo ; Alvarez-Ramirez, Jose ; Perez-Muoz, Teresa ; Velasco-Hernandez, Jorge X.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:23:p:6015-6024. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Exergy flows as bases of constructal law. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:24:p:6284-6287. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Mixed-correlated ARFIMA processes for power-law cross-correlations. (2013). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:24:p:6484-6493. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Minimum spanning trees for community detection. (2013). Jiao, Licheng ; Sun, Bo ; WANG, Xiaohua ; Li, Xiaoxiao ; Wu, Jianshe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:9:p:2265-2277. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis. (2013). Pascoal, Rui ; Monteiro, Ana Margarida. In: GEMF Working Papers. RePEc:gmf:wpaper:2013-27.. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | An Evolutionary Game for the Issues of Social Investment, Environmental Compliance and Consumer Boycott. (2013). Andre Barreira da Silva Rocha, . In: Discussion Papers in Economics. RePEc:lec:leecon:13/17. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
Year | Title | See |
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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 | 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 | Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie . In: Papers. RePEc:arx:papers:1211.4686. 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 ; Di Matteo, T. ; Aste, Tomaso . 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). Vignes, Annick ; Tedeschi, Gabriele ; 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] |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.