0.26
Impact Factor
0.26
5-Years IF
35
5-Years H index
0.26
Impact Factor
0.26
5-Years IF
35
5-Years H index
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0 | 0.09 | 0 | 243 | 243 | 6 | 0.02 | 17 | 552 | 1 | 1105 | 1 | 15 (88.2%) | 1 | 0 | 0.03 |
1991 | 0.09 | 270 | 513 | 1 | 0 | 22 | 603 | 1172 | 17 (77.3%) | 1 | 0 | 0.04 | ||||
1992 | 0 | 0.09 | 0 | 379 | 892 | 2 | 0 | 53 | 513 | 2 | 1211 | 2 | 38 (71.7%) | 0.04 | ||
1993 | 0 | 0.1 | 0 | 372 | 1264 | 2 | 0 | 27 | 649 | 1 | 1444 | 1 | 25 (92.6%) | 1 | 0 | 0.05 |
1994 | 0.01 | 0.11 | 0 | 456 | 1720 | 14 | 0.01 | 37 | 751 | 6 | 1624 | 8 | 29 (78.4%) | 3 | 0.01 | 0.05 |
1995 | 0.01 | 0.19 | 0.01 | 375 | 2095 | 18 | 0.01 | 49 | 828 | 6 | 1720 | 11 | 41 (83.7%) | 1 | 0 | 0.07 |
1996 | 0 | 0.23 | 0.01 | 447 | 2542 | 20 | 0.01 | 70 | 831 | 4 | 1852 | 10 | 49 (70%) | 2 | 0 | 0.09 |
1997 | 0.02 | 0.27 | 0.01 | 541 | 3083 | 53 | 0.02 | 377 | 822 | 16 | 2029 | 30 | 140 (37.1%) | 7 | 0.01 | 0.09 |
1998 | 0 | 0.27 | 0 | 610 | 3693 | 12 | 0 | 206 | 988 | 4 | 2191 | 7 | 105 (51%) | 0.1 | ||
1999 | 0.01 | 0.31 | 0 | 612 | 4305 | 9 | 0 | 355 | 1151 | 6 | 2429 | 7 | 210 (59.2%) | 0.13 | ||
2000 | 0.01 | 0.39 | 0.01 | 622 | 4927 | 28 | 0.01 | 589 | 1222 | 7 | 2585 | 13 | 254 (43.1%) | 3 | 0 | 0.15 |
2001 | 0.01 | 0.41 | 0.01 | 604 | 5531 | 80 | 0.01 | 695 | 1234 | 16 | 2832 | 37 | 339 (48.8%) | 8 | 0.01 | 0.16 |
2002 | 0.01 | 0.43 | 0.01 | 700 | 6231 | 46 | 0.01 | 668 | 1226 | 17 | 2989 | 34 | 391 (58.5%) | 0.19 | ||
2003 | 0.01 | 0.45 | 0.02 | 755 | 6986 | 80 | 0.01 | 852 | 1304 | 18 | 3148 | 52 | 409 (48%) | 10 | 0.01 | 0.19 |
2004 | 0.03 | 0.51 | 0.03 | 855 | 7841 | 160 | 0.02 | 935 | 1455 | 46 | 3293 | 98 | 506 (54.1%) | 10 | 0.01 | 0.21 |
2005 | 0.05 | 0.54 | 0.05 | 711 | 8552 | 294 | 0.03 | 818 | 1610 | 80 | 3536 | 182 | 404 (49.4%) | 13 | 0.02 | 0.22 |
2006 | 0.07 | 0.52 | 0.07 | 837 | 9389 | 486 | 0.05 | 901 | 1566 | 109 | 3625 | 244 | 502 (55.7%) | 14 | 0.02 | 0.21 |
2007 | 0.07 | 0.45 | 0.07 | 1021 | 10410 | 596 | 0.06 | 1111 | 1548 | 107 | 3858 | 275 | 637 (57.3%) | 33 | 0.03 | 0.18 |
2008 | 0.11 | 0.48 | 0.11 | 693 | 11103 | 924 | 0.08 | 918 | 1858 | 203 | 4179 | 454 | 572 (62.3%) | 33 | 0.05 | 0.2 |
2009 | 0.1 | 0.48 | 0.1 | 536 | 11639 | 903 | 0.08 | 631 | 1714 | 171 | 4117 | 403 | 463 (73.4%) | 14 | 0.03 | 0.19 |
2010 | 0.15 | 0.44 | 0.13 | 615 | 12254 | 1189 | 0.1 | 726 | 1229 | 186 | 3798 | 491 | 475 (65.4%) | 31 | 0.05 | 0.16 |
2011 | 0.14 | 0.53 | 0.13 | 484 | 12738 | 1310 | 0.1 | 515 | 1151 | 164 | 3702 | 497 | 368 (71.5%) | 34 | 0.07 | 0.21 |
2012 | 0.23 | 0.58 | 0.2 | 676 | 13414 | 1905 | 0.14 | 524 | 1099 | 256 | 3349 | 675 | 358 (68.3%) | 49 | 0.07 | 0.22 |
2013 | 0.19 | 0.71 | 0.2 | 653 | 14067 | 1818 | 0.13 | 360 | 1160 | 216 | 3004 | 590 | 276 (76.7%) | 37 | 0.06 | 0.25 |
2014 | 0.26 | 0.81 | 0.26 | 782 | 14849 | 2572 | 0.17 | 247 | 1329 | 342 | 2964 | 778 | 185 (74.9%) | 65 | 0.08 | 0.28 |
  IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y 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 D5Y: Number of articles published in y-1 until y-5 C5Y: Cites in y to articles published in y-1 until y-5 %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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50 most cited documents in this series:
[Click on heading to sort table]
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 | 170 |
1997 | Emergence of cooperation and organization in an evolutionary game. (1997). Challet, D. ; 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 | 98 |
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 | 71 |
2004 | The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient. (2004). Tabak, Benjamin M ; Cajueiro, Daniel O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:3:p:521-537. Full description at Econpapers || Download paper | 65 |
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 | 64 |
2010 | The topology of the federal funds market. (2010). . 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 | 63 |
2007 | The topology of interbank payment flows. (2007). 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 | 62 |
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 | 55 |
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 | 53 |
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 | 51 |
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 | 50 |
2003 | On the size distribution of firms: additional evidence from the G7 countries. (2003). Palestrini, Antonio ; Gallegati, Mauro ; Gaffeo, Edoardo . 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 | 50 |
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 | 50 |
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 | 49 |
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 | 48 |
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 | 47 |
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 | 45 |
2004 | Modeling electricity prices: jump diffusion and regime switching. (2004). 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 | 45 |
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 | 45 |
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 | 45 |
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 | 44 |
2011 | Nonlinear bivariate dependency of priceâvolume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis. (2011). 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 | 42 |
1997 | Scaling behavior in economics: The problem of quantifying company growth. (1997). Stanley, Eugene H ; Stanley, Michael H. R, ; Havlin, Shlomo ; Buldyrev, Sergey V ; Maass, Philipp ; Nunes Amaral, Luis A, ; Salinger, Michael 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 | 40 |
2011 | DCCA cross-correlation coefficient: Quantifying level of cross-correlation. (2011). Zebende, G. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:4:p:614-618. Full description at Econpapers || Download paper | 39 |
2004 | Do ParetoâZipf and Gibrat laws hold true? An analysis with European firms. (2004). Di Guilmi, Corrado ; Fujiwara, Yoshi ; Souma, Wataru ; Gallegati, Mauro ; 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 | 39 |
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 | 39 |
2008 | A multifractal approach for stock market inefficiency. (2008). Figliola, A. ; Rosso, O. A. ; Garavaglia, M. ; Zunino, L. ; Perez, D. G. ; Tabak, B. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:26:p:6558-6566. Full description at Econpapers || Download paper | 38 |
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 | 38 |
2010 | Cross-correlations between Chinese A-share and B-share markets. (2010). Wu, Chongfeng ; Wei, Yu ; Wang, Yudong . 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 | 38 |
2010 | On Hurst exponent estimation under heavy-tailed distributions. (2010). 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 | 37 |
1998 | On the minority game: Analytical and numerical studies. (1998). 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 | 36 |
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 | 36 |
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 | 36 |
2007 | Long-range dependence and multifractality in the term structure of LIBOR interest rates. (2007). Tabak, Benjamin M. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:373:y:2007:i:c:p:603-614. Full description at Econpapers || Download paper | 36 |
2001 | Scaling properties of foreign exchange volatility. (2001). 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 | 35 |
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 | 35 |
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 | 35 |
2005 | Testing for time-varying long-range dependence in volatility for emerging markets. (2005). Tabak, Benjamin M. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:346:y:2005:i:3:p:577-588. Full description at Econpapers || Download paper | 34 |
2000 | Fractional calculus and continuous-time finance II: the waiting-time distribution. (2000). 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 | 34 |
2008 | Using wavelets to decompose the timeâfrequency effects of monetary policy. (2008). Aguiar-Conraria, Luis ; Azevedo, Nuno ; Soares, Maria Joana . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:12:p:2863-2878. Full description at Econpapers || Download paper | 33 |
2012 | Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). 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 | 33 |
2003 | Scaling behaviors in differently developed markets. (2003). Dacorogna, M. M. ; 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 | 33 |
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 | 32 |
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 | 32 |
2011 | A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). 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 | 32 |
2001 | Differentiating intraday seasonalities through wavelet multi-scaling. (2001). 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 | 32 |
2006 | Worrying trends in econophysics. (2006). 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 | 31 |
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 | 31 |
2005 | A stabilization theorem for dynamics of continuous opinions. (2005). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:355:y:2005:i:1:p:217-223. Full description at Econpapers || Download paper | 30 |
2011 | Link prediction in complex networks: A survey. (2011). Lu, Linyuan ; Zhou, Tao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:6:p:1150-1170. Full description at Econpapers || Download paper | 30 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
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 | 97 |
2010 | The topology of the federal funds market. (2010). . 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 | 56 |
2007 | The topology of interbank payment flows. (2007). 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 | 45 |
2011 | Nonlinear bivariate dependency of priceâvolume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis. (2011). 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 | 36 |
2011 | DCCA cross-correlation coefficient: Quantifying level of cross-correlation. (2011). Zebende, G. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:4:p:614-618. Full description at Econpapers || Download paper | 35 |
2012 | Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). 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 | 31 |
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 | 29 |
2011 | A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). 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 | 28 |
2008 | Using wavelets to decompose the timeâfrequency effects of monetary policy. (2008). Aguiar-Conraria, Luis ; Azevedo, Nuno ; Soares, Maria Joana . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:12:p:2863-2878. Full description at Econpapers || Download paper | 28 |
2010 | Cross-correlations between Chinese A-share and B-share markets. (2010). Wu, Chongfeng ; Wei, Yu ; Wang, Yudong . 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 | 27 |
2010 | On Hurst exponent estimation under heavy-tailed distributions. (2010). 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 | 27 |
2011 | Link prediction in complex networks: A survey. (2011). Lu, Linyuan ; Zhou, Tao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:6:p:1150-1170. Full description at Econpapers || Download paper | 26 |
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 | 25 |
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 | 23 |
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 | 23 |
2011 | Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil. (2011). Wu, Chongfeng ; Wei, Yu ; Wang, Yudong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:5:p:864-875. Full description at Econpapers || Download paper | 22 |
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 | 22 |
2008 | A multifractal approach for stock market inefficiency. (2008). Figliola, A. ; Rosso, O. A. ; Garavaglia, M. ; Zunino, L. ; Perez, D. G. ; Tabak, B. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:26:p:6558-6566. Full description at Econpapers || Download paper | 21 |
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 | 20 |
2012 | Priceâvolume multifractal analysis and its application in Chinese stock markets. (2012). Zhuang, Xin-tian ; Liu, Zhi-ying ; Yuan, Ying . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3484-3495. Full description at Econpapers || Download paper | 20 |
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 | 20 |
1997 | Emergence of cooperation and organization in an evolutionary game. (1997). Challet, D. ; 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 | 19 |
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 | 19 |
2004 | The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient. (2004). Tabak, Benjamin M ; Cajueiro, Daniel O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:3:p:521-537. Full description at Econpapers || Download paper | 19 |
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 | 18 |
2009 | The 2006â2008 oil bubble: Evidence of speculation, and prediction. (2009). Sornette, Didier ; Zhou, Wei-Xing ; Woodard, Ryan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:8:p:1571-1576. Full description at Econpapers || Download paper | 18 |
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 | 17 |
2008 | The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market. (2008). Grech, Dariusz ; Pamua, Grzegorz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:16:p:4299-4308. Full description at Econpapers || Download paper | 17 |
2007 | Long-range dependence and multifractality in the term structure of LIBOR interest rates. (2007). Tabak, Benjamin M. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:373:y:2007:i:c:p:603-614. Full description at Econpapers || Download paper | 17 |
2003 | Scaling behaviors in differently developed markets. (2003). Dacorogna, M. M. ; 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 | 17 |
2013 | Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets. (2013). Huang, Dengshi ; Wei, Yu ; Ma, Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:7:p:1659-1670. Full description at Econpapers || Download paper | 17 |
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 | 16 |
2012 | Maximum or minimum entropy generation for open systems?. (2012). Lucia, U.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3392-3398. Full description at Econpapers || Download paper | 16 |
2005 | The scale-free topology of market investments. (2005). Garlaschelli, Diego ; Battiston, Stefano ; Servedio, Vito D. P., ; Castri, Maurizio ; Caldarelli, Guido . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:350:y:2005:i:2:p:491-499. Full description at Econpapers || Download paper | 16 |
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 | 15 |
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 | 15 |
2010 | Correlations and cross-correlations in the Brazilian agrarian commodities and stocks. (2010). Stoi, Borko ; Bejan, Lucian ; Siqueira, Erinaldo Leite . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:14:p:2739-2743. Full description at Econpapers || Download paper | 15 |
2007 | Topology of foreign exchange markets using hierarchical structure methods. (2007). Moyle, Brendan J. ; Naylor, Michael J. ; Rose, Lawrence C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:382:y:2007:i:1:p:199-208. Full description at Econpapers || Download paper | 15 |
2007 | Theory of rumour spreading in complex social networks. (2007). Bianconi, G. ; Moreno, Y. ; Nekovee, M. ; Marsili, M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:374:y:2007:i:1:p:457-470. Full description at Econpapers || Download paper | 15 |
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 | 15 |
2011 | Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis. (2011). Wu, Chongfeng ; Wei, Yu ; Wang, Yudong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:5:p:817-827. Full description at Econpapers || Download paper | 15 |
2012 | Understanding the source of multifractality in financial markets. (2012). 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 | 15 |
2004 | Modeling electricity prices: jump diffusion and regime switching. (2004). 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 | 15 |
2013 | Stationary open systems: A brief review on contemporary theories on irreversibility. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:5:p:1051-1062. Full description at Econpapers || Download paper | 14 |
2013 | Priceâvolume cross-correlation analysis of CSI300 index futures. (2013). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen ; Lei, Man . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:5:p:1172-1179. Full description at Econpapers || Download paper | 14 |
2011 | Topology of the correlation networks among major currencies using hierarchical structure methods. (2011). Deviren, Bayram ; Kocakaplan, Yusuf ; Keskin, Mustafa . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:4:p:719-730. Full description at Econpapers || Download paper | 14 |
2009 | Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis. (2009). Zhuang, Xin-tian ; Yuan, Ying ; Jin, Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:11:p:2189-2197. Full description at Econpapers || Download paper | 14 |
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 | 14 |
2010 | Multifractal Detrended Cross-Correlation Analysis of sunspot numbers and river flow fluctuations. (2010). Hajian, S. ; Movahed, Sadegh M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4942-4957. Full description at Econpapers || Download paper | 14 |
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 | 14 |
Citing documents used to compute impact factor 342:
[Click on heading to sort table]
Year | Title | See |
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2014 | A new method of identifying influential nodes in complex networks based on TOPSIS. (2014). Gao, Cai ; Du, Yuxian ; Hu, Yong ; Deng, Yong ; Mahadevan, Sankaran . 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). Gurfinkel, Aleks Jacob ; Xu, Yan ; Rikvold, Per Arne . 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 | An exploratory analysis on the evolution of the US airport network. (2014). Shan, Jie ; Jia, Tao ; Qin, Kun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:266-279. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Topological interactive analysis of power system and its communication module: A complex network approach. (2014). Hu, Jianqiang ; Yu, Wenjie ; Ni, Ming ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:99-111. 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 ; Chen, Yanhua ; Li, Qian ; Niu, Lei . 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). Xing, Changming ; Chen, Zhumin ; Gao, Shuai ; Ma, Jun ; Wang, Guanghui . 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 | Identifying influential spreaders by weighted LeaderRank. (2014). Chen, Duanbing ; Zhou, Tao ; Li, Qian ; Lu, Linyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:47-55. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Coritivity-based influence maximization in social networks. (2014). Jiang, Fei ; Wu, Yanlei ; Yang, Yang ; Jin, Shuyuan ; Xu, Jin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:467-480. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evolution based on chromosome affinity from a network perspective. (2014). Carneiro, T. K. G., ; Pereira, H. B. B., ; Monteiro, R. L. S., ; Moret, M. A. ; 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 | Enhancing resilience of interdependent networks by healing. (2014). Kertesz, Janos ; Stippinger, Marcell . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:481-487. 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 | Parameter identification in mixed Brownianâfractional Brownian motions using Powells optimization algorithm. (2014). Zhang, Pu ; Xiao, Wei-Lin ; Sun, QI. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:314-319. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The pricing of credit default swaps under a generalized mixed fractional Brownian motion. (2014). Chen, Wenting . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:26-33. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal and singularity analysis of highway volume data. (2014). Zhang, Cheng ; Dai, Meifeng . 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 | The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF. (2014). Wang, Hongwu ; Du, Ziping ; He, Xiaoli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:76-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information theoretic approach for accounting classification. (2014). E. M. S. Ribeiro, ; Prataviera, G. A.. In: Papers. RePEc:arx:papers:1401.2954. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information theoretic approach for accounting classification. (2014). Prataviera, G. A. ; Ribeiro, E. M. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:651-660. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An amoeboid algorithm for solving linear transportation problem. (2014). Gao, Cai ; Zhang, Zili ; Hu, Yong ; Deng, Yong ; Mahadevan, Sankaran ; 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). Guo, Hong ; Meng, Xiangyi ; Xu, Jingjing ; Zhang, Jian-Wei . In: Papers. RePEc:arx:papers:1405.4490. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exact solution of a generalized version of the Black-Scholes equation. (2014). Delcea, Camelia ; Cotfas, Nicolae . In: Papers. RePEc:arx:papers:1411.2628. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fractal markets: Liquidity and investors on different time horizons. (2014). Li, Da-Ye ; Nishimura, Yusaku ; Men, Ming . 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 | Iterated snowdrift game among mobile agents with myopic expected-reward based decision rule: Numerical and analytical research. (2014). Jia, Ning ; Ma, Shoufeng ; Zhong, Shiquan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:6-18. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do wealth distributions follow power laws? Evidence from ârich listsâ. (2014). . 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 dynamic evolution model of human opinion as affected by advertising. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:254-262. 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 | Finite sample properties of power-law cross-correlations estimators. (2014). . In: Papers. RePEc:arx:papers:1409.6857. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. (2014). Niu, Hongli ; Wang, Jun . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1045-1063. 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 | The Gouy-Stodola Theorem in Bioenergetic Analysis of Living Systems (Irreversibility in Bioenergetics of Living Systems). (2014). Lucia, Umberto . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5717-5739:d:39806. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal characterization of gold market: A multifractal detrended fluctuation analysis. (2014). Mukhopadhyay, Amitabha ; Mali, Provash . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:361-372. 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 | Predicting trend reversals using market instantaneous state. (2014). Bury, Thomas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:79-91. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency characterization of a large neuronal network: A causal information approach. (2014). Deleglise, Emilia B. ; Rosso, Osvaldo A. ; 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 | Semi-supervised community detection based on discrete potential theory. (2014). Liu, Dong ; Wang, Wenjun ; Bai, Hongyu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:173-182. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Impact of degree mixing pattern on consensus formation in social networks. (2014). Liu, Xiaofan. 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). Zhao, Hai ; Liu, Zheng ; He, Xuan ; Cai, Wei ; Si, Shuai-Zong . 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). YU, Hua ; Sui, Jie ; Wan, Jiahui . 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). Wang, Bing-Hong ; Pan, Xue ; Hou, Lei ; 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). Gong, Jianhua ; Li, Wenhang ; Shen, Shen ; Duan, Qishen ; Yu, Ping . 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 | Evacuation dynamic and exit optimization of a supermarket based on particle swarm optimization. (2014). Li, Lin ; Yu, Zhonghai ; Chen, Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:157-172. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A visibility graph averaging aggregation operator. (2014). Mahadevan, Sankaran ; Hu, Yong ; Deng, Yong ; Chen, Shiyu . 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 | The evolution of communities in the international oil trade network. (2014). An, Haizhong ; Sun, Xiaoqi ; Gao, Xiangyun ; Zhong, Weiqiong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:42-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measures of uncertainty in market network analysis. (2014). Koldanov, A. P. ; Zamaraev, V. A. ; Kalyagin, V. A. ; Pardalos, P. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:59-70. 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). 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 | A simple stochastic cellular automaton for synchronized traffic flow. (2014). Herz, Benedikt ; Chmura, Thorsten ; Pitz, Thomas ; Schreckenberg, Michael ; Knorr, Florian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:332-337. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stop-and-go traffic analysis: Theoretical properties, environmental impacts and oscillation mitigation. (2014). Cui, Jianxun ; Li, Xiaopeng ; An, Shi ; Parsafard, Mohsen . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:70:y:2014:i:c:p:319-339. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin M.. In: Working Papers Series. RePEc:bcb:wpaper:351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Effects of global financial crisis on network structure in a local stock market. (2014). Nobi, Ashadun ; Maeng, Seong Eun ; Lee, Jae Woo ; Ha, Gyeong Gyun . 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). Zheng, B. ; Jiang, X. F. ; Ouyang, F. Y.. 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). Zheng, B. ; Jiang, X. F. ; Ouyang, F. Y.. 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 | Agent-based model with asymmetric trading and herding for complex
financial systems. (2014). Zheng, BO ; Tan, Lei ; Chen, Jun-Jie . In: Papers. RePEc:arx:papers:1407.5258. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Navigation in spatial networks: A survey. (2014). Chen, Shengyong ; Huang, Wei ; Wang, Wanliang . 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). Gomez-Ullate, David ; Suarez-Garcia, Pablo . 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 | Buyer-Supplier Networks and Aggregate Volatility. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf353. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Can memory and conformism resolve the vaccination dilemma?. (2014). Han, Dun ; Sun, Mei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:95-104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Granger Causality Stock Market Networks: Temporal Proximity and
Preferential Attachment. (2014). Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comprehensive consideration of strategy updating promotes cooperation in the prisonerâs dilemma game. (2014). Sadiq, Rehan ; Deng, Yong ; Li, Ya ; 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 | Community structure inhibits cooperation in the spatial prisonerâs dilemma. (2014). Li, Huijie ; Hou, Yanqiao ; Jiao, Licheng ; Wu, Jianshe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:169-179. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring correlations between non-stationary series with DCCA coefficient. (2014). . 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 | Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline
asymmetry on the international markets. (2014). Lunackova, Petra . In: Papers. RePEc:arx:papers:1407.5466. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spectrum-based estimators of the bivariate Hurst exponent. (2014). . In: Papers. RePEc:arx:papers:1408.6637. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the interplay between short and long term memory in the power-law
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2014 | Autocorrelation and cross-correlation in time series of homicide and attempted homicide. (2014). Zebende, G. F. ; Filho, Machado A. ; 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). Liu, LI ; Wang, Yudong . 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 | Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. (2014). Cao, Guangxi ; Guo, YU ; Han, Yan ; Cui, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:308-320. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-correlation between crude oil and refined product prices. (2014). Ma, Guofeng ; Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:284-293. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility. (2014). Huang, Dengshi ; Wei, Yu ; Chen, Yixiang ; Ma, Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:171-180. 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 | Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales. (2014). Xie, Chi ; Chen, Shou . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:70-79. 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 novel opinion dynamics model based on expanded observation ranges and individualsâ social influences in social networks. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:220-228. 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). Akhlaghian, Fardin ; Moradi, Parham ; Ramezani, Mohsen . 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). Stanley, Eugene H. ; Du, Ruijin ; Fu, Min ; Tian, Lixin ; Dong, Gaogao . 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 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. 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 | Potts model partition functions on two families of fractal lattices. (2014). Gong, Helin ; Jin, Xianan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:143-153. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Human-Mobility Networks, Country Income, and Labor Productivity. (2014). . In: LEM Papers Series. RePEc:ssa:lemwps:2014/08. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Simulation of spatial and temporal separation of pedestrian counter flow through a bottleneck. (2014). Guo, Ren-Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:428-439. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Using the informational FisherâShannon method to investigate the influence of long-term deformation processes on geoelectrical signals: An example from the Taiwan orogeny. (2014). Chen, Chien-chih ; Lovallo, Michele ; Telesca, Luciano ; Konstantinou, Konstantinos I. ; Hsu, Han-Lun ; Romano, Gerardo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:340-351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial time series analysis based on information categorization method. (2014). Feng, Guochen ; Tian, Qiang ; Shang, Pengjian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:183-191. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predicting and recommending collaborations: An author-, institution-, and country-level analysis. (2014). Yan, Erjia ; Guns, Raf . In: Journal of Informetrics. RePEc:eee:infome:v:8:y:2014:i:2:p:295-309. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Abstract phase space networks describing reactive dynamics. (2014). Provata, A. ; Panagakou, E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:181-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic analysis of traffic time series at different temporal scales: A complex networks approach. (2014). Liu, Fang ; Wang, Yinhai ; Zhang, Shen ; Tang, Jinjun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:303-315. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Integrated passenger terminal capacity analysis under the capacity constraints of surrounding road network. (2014). Huang, Huang ; Zhou, Xuemei ; Jia, Xinchang ; Jiang, Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:194-203. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Texture descriptor combining fractal dimension and artificial crawlers. (2014). Machado, Bruno Brandoli ; Gonalves, Wesley Nunes ; Bruno, Odemir Martinez . 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 | Optimized Laplacian image sharpening algorithm based on graphic processing unit. (2014). Al-Dhelaan, Abdullah ; Tian, Yuan ; Wang, Xin ; Ma, Tinghuai ; Ji, Sai ; Al-Rodhaan, Mznah ; Li, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:400-410. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The notion of energy through multiple scales: From a molecular level to fluid flows and beyond. (2014). Chiavazzo, Eliodoro ; Asinari, Pietro . In: Energy. RePEc:eee:energy:v:68:y:2014:i:c:p:870-876. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Visibility graph analysis of 2002â2011 Pannonian seismicity. (2014). Toth, Laszlo ; Lovallo, Michele ; Telesca, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:219-224. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CK-LPA: Efficient community detection algorithm based on label propagation with community kernel. (2014). Chen, DeRen ; Lin, Zhen ; Zheng, Xiaolin ; Xin, Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:386-399. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA. (2014). 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 | Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets. (2014). Gunay, Samet . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:2:y:2014:i:4:p:315-334:d:41741. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cohabitation reactionâdiffusion model for virus focal infections. (2014). Amor, Daniel R. ; Fort, Joaquim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:611-619. 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 | Diffusion of two brands in competition: Cross-brand effect. (2014). Laciana, C. E. ; Rovere, S. L. ; Oteiza-Aguirre, N. ; Gual, G. ; Kalmus, D.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:104-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Race, gender and the econophysics of income distribution in the USA. (2014). Shaikh, Anwar ; Wiener, Noe ; Papanikolaou, Nikolaos . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:54-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stationary distribution of a stochastic SIS epidemic model with vaccination. (2014). Jiang, Daqing ; Lin, Yuguo ; Wang, Shuai . 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 | Intraday price dynamics in spot and derivatives markets. (2014). Ryu, Doojin ; Kim, Jun Sik . 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 | 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 | Occurrence of complementary processes in Parrondoâs paradox. (2014). Cheong, Kang Hao ; Soo, Wayne Wah Ming, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:180-185. 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 | 2SI2R rumor spreading model in homogeneous networks. (2014). Wang, Jiajia ; Huang, Rongbing ; Zhao, Laijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:153-161. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | From public outrage to the burst of public violence: An epidemic-like model. (2014). Memon, Nasrullah ; Galam, Serge ; Nizamani, Sarwat . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:620-630. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Unemployment, income distribution and debt-financed investment in a growth cycle model. (2014). Vercelli, Alessandro ; Sordi, Serena . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:48:y:2014:i:c:p:325-348. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A topological investigation of phase transitions of cascading failures in power grids. (2014). Brazier, Frances M. T., ; Ko, Yakup ; Kooij, Robert E. ; Van Mieghem, Piet ; Warnier, Martijn . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:273-284. 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). . 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 | A new correlation coefficient for bivariate time-series data. (2014). Ceyhan, Elvan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:274-284. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | OrnsteinâUhlenbeck processes for geophysical data analysis. (2014). SenGupta, Indranil ; Habtemicael, Semere . 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 | Cycling in stochastic general equilibrium. (2014). Xu, Bin . In: Papers. RePEc:arx:papers:1410.8432. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Analysis of the impact of education rate on the rumor spreading mechanism. (2014). Afassinou, Komi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:43-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Income tax evasion dynamics: Evidence from an agent-based econophysics model. (2014). Seibold, Goetz ; Pickhardt, Michael . 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). Prinz, Aloys ; Pickhardt, Michael . 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 | Tax Compliance and Public Goods Provision -- An Agent-based Econophysics
Approach. (2014). Seibold, G.. In: Papers. RePEc:arx:papers:1409.8528. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tax Compliance and Public Goods Provision. An Agent-based Econophysics Approach. (2014). Seibold, Gotz ; Hokamp, Sascha . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:4:p:217-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Steady-state traffic flow on a ring road with up- and down-slopes. (2014). Wu, Chun-Xiu ; Wong, S. C. ; Zhang, Peng ; Choi, Keechoo . 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 | Simulation of emotional contagion using modified SIR model: A cellular automaton approach. (2014). Fu, Libi ; Song, Weiguo ; Lo, Siuming ; Lv, Wei, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:380-391. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Prospective applications of renewable energy based electrochemical systems in wastewater treatment: A review. (2014). Issabayeva, G. ; Mook, W. T. ; Aroua, M. K.. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:38:y:2014:i:c:p:36-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Collective behavior and the identification of phases in bicycle pelotons. (2014). Richardson, Ashlin ; Perc, Matja ; Trenchard, Hugh ; Ratamero, Erick . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:92-103. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Incorporating profile information in community detection for online social networks. (2014). Yeung, K. H. ; Fan, W.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:226-234. 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 ; Fan, Xin-Xin ; Deonauth, Nakema ; 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 | Structural changes in cross-border liabilities: A multidimensional approach. (2014). Spelta, Alessandro ; ARAUJO, Tanya . 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). Petroni, Filippo ; DAmico, Guglielmo ; 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). Zhao, Haitao ; Tian, Xia ; Xu, Wenxiang ; Chen, Wen . 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 | 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 ; Gao, Xiangyun ; Fang, Wei . 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). An, Haizhong ; Gao, Xiangyun ; Xu, Qun ; Huang, Jiachen ; Li, Huajiao . 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 | Does high frequency trading affect technical analysis and market efficiency? And if so, how?. (2014). Gebka, Bartosz ; Manahov, Viktor ; Hudson, Robert . 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 ; Lin, Yu ; Chen, Wang ; 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, Andres ; Perote, Javier ; Del Brio, Esther B.. 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 | Forecasting VaR and ES of stock index portfolio: A Vine copula method. (2014). Zhang, Bangzheng ; Peng, Zhenfeng ; Wei, Yu ; Lai, Xiaodong ; Yu, Jiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:112-124. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Explicit expressions of the Pietra index for the generalized function for the size distribution of income. (2014). Sarabia, Jose Maria ; Jorda, Vanesa . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:582-595. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring capital market efficiency: Long-term memory, fractal dimension
and approximate entropy. (2014). Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1307.3060. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commodity futures and market efficiency. (2014). 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 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Delay-induced synchronization transitions in modular scale-free neuronal networks with hybrid electrical and chemical synapses. (2014). Deng, Bin ; Wei, Xile ; Wang, Jiang ; Yu, Haitao ; Liu, Chen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:25-34. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A dual theory of price and value in a meso-scale economic model with stochastic profit rate. (2014). Greenblatt, R. E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:518-531. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic analysis of traffic time series at different temporal scales: A complex networks approach. (2014). Liu, Fang ; Wang, Yinhai ; Zhang, Shen ; Tang, Jinjun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:303-315. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The global financial crisis: Is there any contagion between real estate and equity markets?. (2014). Chan, Ka Kwan Kevin, ; Hui, Eddie Chi-Man . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:216-225. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evolution based on chromosome affinity from a network perspective. (2014). Carneiro, T. K. G., ; Pereira, H. B. B., ; Monteiro, R. L. S., ; Moret, M. A. ; 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 | Bounds for JeffreysâTsallis and JensenâShannonâTsallis divergences. (2014). Sluanschi, E. I. ; Preda, V. ; Popescu, P. G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:280-283. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bidirectional linkage between inflation and inflation uncertainty â the case of Eastern European countries. (2014). ivkov, Dejan ; Pecanac, Marko ; Njegic, Jovan . In: Baltic Journal of Economics. RePEc:bic:journl:v:14:y:2014:i:1-2:p:124-139. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equilibrium unemployment in the presence of different skill levels in two different regions: Mexico versus Egypt. (2014). Vazquez, Imelda Flores . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:7:y:2014:i:3:p:121-131. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Recursive subdivision of urban space and Zipfâs law. (2014). Wang, Jiejing ; Chen, Yanguang . 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 approach for modeling vulnerability of the network of networks. (2014). Song, Bo ; Zhang, Zhaojun ; Liu, Haikuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:127-136. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An amoeboid algorithm for solving linear transportation problem. (2014). Gao, Cai ; Zhang, Zili ; Hu, Yong ; Deng, Yong ; Mahadevan, Sankaran ; 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). Wang, Bing-Hong ; Lin, Ying-Ting ; 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 | Can memory and conformism resolve the vaccination dilemma?. (2014). Han, Dun ; Sun, Mei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:95-104. 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 | Fast computing global structural balance in signed networks based on memetic algorithm. (2014). Du, Haifeng ; Sun, Yixiang ; Wang, Shanfeng ; Gong, Maoguo ; Ma, Lijia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:261-272. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Empirical analysis on future-cash arbitrage risk with portfolio VaR. (2014). Li, Cong ; Wang, Ze ; Chen, Rongda . 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 | Spectrum-based estimators of the bivariate Hurst exponent. (2014). . In: Papers. RePEc:arx:papers:1408.6637. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal detrended cross-correlation analysis of gold price and SENSEX. (2014). Ghosh, Dipak ; Dutta, Srimonti ; Samanta, Shukla . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:195-204. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Finite sample properties of power-law cross-correlations estimators. (2014). . In: Papers. RePEc:arx:papers:1409.6857. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-correlation between crude oil and refined product prices. (2014). Ma, Guofeng ; Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:284-293. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Hidden cross-correlation patterns in stock markets based on permutation cross-sample entropy and PCA. (2014). Lin, Aijing ; Shang, Pengjian ; Zhong, Bo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:259-272. 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 ; Fan, Xin-Xin ; Deonauth, Nakema ; 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 | An exploratory analysis on the evolution of the US airport network. (2014). Shan, Jie ; Jia, Tao ; Qin, Kun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:266-279. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cointegration analysis and influence rankâA network approach to global stock markets. (2014). Yang, Chunxia ; Chen, Yanhua ; Li, Qian ; Niu, Lei . 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 | Network formation by contact arrested propagation. (2014). Malthe-Sorenssen, Anders ; Baetens, Jan M. ; Jettestuen, Espen ; Hafver, Andreas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:240-255. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tsallis entropy for assessing quantum correlation with Bell-type inequalities in EPR experiment. (2014). Chapeau-Blondeau, Franois . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:204-215. 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 | Multifractal diffusion entropy analysis: Optimal bin width of probability histograms. (2014). Korbel, Jan ; Jizba, Petr . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:438-458. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Gauseâs principle in interspecific competition of the cyclic predatorâprey system. (2014). Wang, Haoying ; Huang, Zhong ; Pan, Qiuhui ; He, Mingfeng ; Chen, Luyi . 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 ; Hirata, Yoshito ; Oya, Shunsuke . 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 | Simulation of spatial and temporal separation of pedestrian counter flow through a bottleneck. (2014). Guo, Ren-Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:428-439. 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). Guo, Hong ; Meng, Xiangyi ; Xu, Jingjing ; Zhang, Jian-Wei . In: Papers. RePEc:arx:papers:1405.4490. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Option pricing: Stock price, stock velocity and the acceleration Lagrangian. (2014). Baaquie, Belal E. ; Du, Xin ; Bhanap, Jitendra . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:564-581. 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. ; Reyes, L. I. ; Gutierrez, G. ; Clement, E.. 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 | Control of the socio-economic systems using herding interactions. (2014). Kononovicius, A. ; Gontis, V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:80-84. 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 | True or Spurious Long Memory in Volatility : Further Evidence on the Energy Futures Markets. (2014). Lanouar, Charfeddine . In: Working Papers. RePEc:ipg:wpaper:2014-503. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractality and long memory of a financial index. (2014). Gomez-Ullate, David ; Suarez-Garcia, Pablo . 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). Kosmidis, K. ; Giazitzidis, P. ; Bastas, N. ; Maragakis, M.. 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 | Regularity in the time-dependent distribution of the percentage of never-cited papers: An empirical pilot study based on the six journals. (2014). Wu, Yishan ; Hu, Zewen . In: Journal of Informetrics. RePEc:eee:infome:v:8:y:2014:i:1:p:136-146. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Explicit expressions of the Pietra index for the generalized function for the size distribution of income. (2014). Sarabia, Jose Maria ; Jorda, Vanesa . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:582-595. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multi-q pattern classification of polarization curves. (2014). Bastos, Ivan N. ; Gonalves, Wesley N. ; Fabbri, Ricardo ; Bruno, Odemir M. ; Neto, Francisco D. Moura, ; Lopes, Francisco J. P., . 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). Wu, Chun-Xiu ; Wong, S. C. ; Zhang, Peng ; Choi, Keechoo . 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 | A variational formulation for higher order macroscopic traffic flow models: Numerical investigation. (2014). Costeseque, Guillaume ; Lebacque, Jean-Patrick . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:70:y:2014:i:c:p:112-133. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Compare two community-based personalized information recommendation algorithms. (2014). Xiong, Fei ; Zhang, Zhen-jiang ; Liu, Yun ; Wen, Yuan ; Cao, Wei . 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 | Improved hybrid information filtering based on limited time window. (2014). Liu, Jian-Guo ; Song, Wen-Jun ; Guo, Qiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:192-197. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A study on modeling the dynamics of statistically dependent returns. (2014). Seifi, Abbas ; Aminnayeri, Majid ; Davari-Ardakani, Hamed . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:35-51. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A new method of identifying influential nodes in complex networks based on TOPSIS. (2014). Gao, Cai ; Du, Yuxian ; Hu, Yong ; Deng, Yong ; Mahadevan, Sankaran . 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). Iliopoulos, A. C. ; Xenakis, M. N. ; Karakatsanis, L. P. ; Pavlos, G. P. ; Sarafopoulos, D. V.. 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). 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). Zhang, Bangzheng ; Wei, Yu ; Zhuang, Xiaoyang . 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). . 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 | Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales. (2014). Xie, Chi ; Chen, Shou . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:70-79. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. (2014). Cao, Guangxi ; Guo, YU ; Han, Yan ; Cui, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:308-320. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series. (2014). Rao, Madhusudana P. ; Manimaran, P. ; Pal, Mayukha . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:452-460. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility. (2014). Huang, Dengshi ; Wei, Yu ; Chen, Yixiang ; Ma, Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:171-180. 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 | Physical approach to price momentum and its application to momentum strategy. (2014). Choi, Jaehyung . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:61-72. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Human behavior during Flash Crowd in web surfing. (2014). Hu, Hanping ; Liu, Ying ; Pan, Junshan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:212-219. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Simulation of emotional contagion using modified SIR model: A cellular automaton approach. (2014). Fu, Libi ; Song, Weiguo ; Lo, Siuming ; Lv, Wei, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:380-391. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A graphical representation of protein based on a novel iterated function system. (2014). He, Ping-an ; Liu, Yuxin ; Yao, Yuhua ; Ma, Tingting ; Dai, Qi. 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 | 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 | Benfords law predicted digit distribution of aggregated income taxes:
the surprising conformity of Italian cities and regions. (2014). Ausloos, Marcel ; Mir, Tariq Ahmad ; Cerqueti, Roy . In: Papers. RePEc:arx:papers:1410.2890. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Assessing the Inequalities of Wealth in Regions: the Italian Case. (2014). Ausloos, Marcel . In: Papers. RePEc:arx:papers:1410.4922. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tracking the Exchange Rate Management in Latin America. (2014). Carrera, Cesar . In: Working Papers. RePEc:rbp:wpaper:2014-020. 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). de Gier, Jan ; Garoni, Timothy M. ; Zhang, Lele . 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 | Potential impact of transition to a low-carbon transport system in Iceland. (2014). Davidsdottir, Brynhildur ; Leaver, Jonathan ; Stefansson, Hlynur ; Asgeirsson, Eyjolfur Ingi ; Shafiei, Ehsan . In: Energy Policy. RePEc:eee:enepol:v:69:y:2014:i:c:p:127-142. 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 | The Gouy-Stodola Theorem in Bioenergetic Analysis of Living Systems (Irreversibility in Bioenergetics of Living Systems). (2014). Lucia, Umberto . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5717-5739:d:39806. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Prospective applications of renewable energy based electrochemical systems in wastewater treatment: A review. (2014). Issabayeva, G. ; Mook, W. T. ; Aroua, M. K.. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:38:y:2014:i:c:p:36-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Moral foundations in an interacting neural networks society: A statistical mechanics analysis. (2014). Susemihl, A. ; Vicente, R. ; Caticha, N. ; Jerico, J. P.. 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 | Measuring Gender Differences in Information Sharing Using Network Analysis: the Case of the Austrian Interlocking Directorship Network in 2009. (2014). Drago, Carlo ; Aliberti, Livia Amidani ; Carbonai, Davide . In: Working Papers. RePEc:fem:femwpa:2014.61. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Structural differences between open and direct communication in an online community. (2014). Karimi, Fariba ; Ramenzoni, Veronica C. ; Holme, Petter . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:263-273. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Study on some bus transport networks in China with considering spatial characteristics. (2014). Chen, Guang ; Yang, Xu-Hua ; Wang, Wan-Liang . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:69:y:2014:i:c:p:1-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determination of overlapping degree of interfacial layers around polydisperse ellipsoidal particles in particulate composites. (2014). Zhao, Haitao ; Tian, Xia ; Xu, Wenxiang ; Chen, Wen . 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 | 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 | 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 | Applying âBenfordâs lawâ to the Crosswise Model: Findings from an online survey on tax evasion. (2014). . In: Working Paper. RePEc:ris:vhsuwp:2014_148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Random Market Models with an H-Theorem. (2014). Shivanian, Elyas ; Lopez-Ruiz, Ricardo . In: Papers. RePEc:arx:papers:1307.2169. 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). Zhang, Weiguo ; Chen, Xiaoyan ; Xiao, Weilin . 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 | 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 | Income tax evasion dynamics: Evidence from an agent-based econophysics model. (2014). Seibold, Goetz ; Pickhardt, Michael . 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). Marin, Manuel Ruiz ; Dore, Mohammed I. ; Matilla-Garcia, Mariano . 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). Zhu, Bangzhu ; Ma, Shujiao . 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). Zhu, Bangzhu ; Ma, Shujiao ; Chevallier, Julien . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:372-380. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. (2014). Niu, Hongli ; Wang, Jun . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1045-1063. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Rates of convergence of extremes from skew-normal samples. (2014). Nadarajah, Saralees ; Peng, Zuoxiang ; Liao, Xin ; Wang, Xiaoqian . 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). Zhuang, Fuzhen ; Shi, Zhongzhi ; Ao, Xiang ; Han, Shuo ; He, Qing . 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 | 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 | Optimized Laplacian image sharpening algorithm based on graphic processing unit. (2014). Al-Dhelaan, Abdullah ; Tian, Yuan ; Wang, Xin ; Ma, Tinghuai ; Ji, Sai ; Al-Rodhaan, Mznah ; Li, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:400-410. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing the weak-form efficiency of the WTI crude oil futures market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:235-244. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF. (2014). Wang, Hongwu ; Du, Ziping ; He, Xiaoli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:76-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spatiotemporal chaos in mixed linearânonlinear coupled logistic map lattice. (2014). Wang, Xing-Yuan ; Zhang, Ying-Qian . 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). Ma, Changfeng ; Lai, Huilin . 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 | Measures of uncertainty in market network analysis. (2014). Koldanov, A. P. ; Zamaraev, V. A. ; Kalyagin, V. A. ; Pardalos, P. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:59-70. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evacuation dynamic and exit optimization of a supermarket based on particle swarm optimization. (2014). Li, Lin ; Yu, Zhonghai ; Chen, Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:157-172. 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 | The dynamic of innovation networks: a switching model on technological change. (2014). Tedeschi, Gabriele ; Vitali, Stefania ; Gallegati, Mauro . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:24:y:2014:i:4:p:817-834. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk in banking networks: Advantages of âtieredâ banking systems. (2014). Teteryatnikova, Mariya . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:47:y:2014:i:c:p:186-210. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Prices, debt and market structure in an agent-based model of the financial market. (2014). Riedler, Jesper ; Fischer, Thomas . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:48:y:2014:i:c:p:95-120. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank interlinkages and macroeconomic stability. (2014). Tedeschi, Gabriele ; GRILLI, Ruggero ; Gallegati, Mauro . In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:72-88. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Visibility graph analysis of 2002â2011 Pannonian seismicity. (2014). Toth, Laszlo ; Lovallo, Michele ; Telesca, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:219-224. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Assessing the effectiveness of real-world network simplification. (2014). ubelj, Lovro ; Blagus, Neli ; Bajec, Marko . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:134-146. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Social influences in opinion dynamics: The role of conformity. (2014). Javarone, Marco Alberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:19-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fractals and self-organized criticality in proteins. (2014). Phillips, J. C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:440-448. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial market volatility and contagion effect: A copulaâmultifractal volatility approach. (2014). Liu, Maojuan ; Wei, Yu ; Lin, Yu ; Chen, Wang ; 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 | 2SI2R rumor spreading model in homogeneous networks. (2014). Wang, Jiajia ; Huang, Rongbing ; Zhao, Laijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:153-161. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Analysis of the impact of education rate on the rumor spreading mechanism. (2014). Afassinou, Komi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:43-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | SICR rumor spreading model in complex networks: Counterattack and self-resistance. (2014). Wu, Jianliang ; Zan, Yongli ; Yu, Qinglin ; Li, Ping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:159-170. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | From public outrage to the burst of public violence: An epidemic-like model. (2014). Memon, Nasrullah ; Galam, Serge ; Nizamani, Sarwat . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:620-630. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pricing European option under the time-changed mixed Brownian-fractional Brownian model. (2014). Yuan, Hongjun ; Guo, Zhidong . 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 | 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). Xing, Changming ; Chen, Zhumin ; Gao, Shuai ; Ma, Jun ; Wang, Guanghui . 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 | Identifying influential spreaders by weighted LeaderRank. (2014). Chen, Duanbing ; Zhou, Tao ; Li, Qian ; Lu, Linyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:47-55. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Coritivity-based influence maximization in social networks. (2014). Jiang, Fei ; Wu, Yanlei ; Yang, Yang ; Jin, Shuyuan ; Xu, Jin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:467-480. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Closed walks for community detection. (2014). Sun, Peng Gang ; Li, Zhou Jun ; Yang, Yang ; Hu, Xia . 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 | Topological interactive analysis of power system and its communication module: A complex network approach. (2014). Hu, Jianqiang ; Yu, Wenjie ; Ni, Ming ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:99-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | WDEM: Weighted dynamics and evolution models for energy-constrained wireless sensor networks. (2014). Jiang, Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:323-331. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regional allocation of carbon emission quotas in China: Evidence from the Shapley value method. (2014). Wang, Ao-Dong ; Zhang, Yue-Jun ; Da, Ya-Bin . In: Energy Policy. RePEc:eee:enepol:v:74:y:2014:i:c:p:454-464. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Minsky Financial Instability, Interscale Feedback, Percolation and
Marshall-Walras Disequilibrium. (2014). Solomon, Sorin . In: Papers. RePEc:arx:papers:1402.0176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Socio-Finance Model: Inference and empirical application. (2014). Andersen, Jorgen Vitting ; Galam, Serge ; Dellaportas, Petros ; Vrontos, Ioannis . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01215605. 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 ; Gao, Xiangyun ; Fang, Wei . 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 | A visibility graph averaging aggregation operator. (2014). Mahadevan, Sankaran ; Hu, Yong ; Deng, Yong ; Chen, Shiyu . 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 | Scaling of average weighted shortest path and average receiving time on weighted hierarchical networks. (2014). Dai, Meifeng ; Sun, Yu ; Xi, Lifeng, . 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). Amiri, Ashkan ; Nazarian, Rafik ; Alikhani, Nadiya G. ; Naderi, Esmaeil . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-01-3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mapping the online communication patterns of political conversations. (2014). Morales, A. J. ; Benito, R. M. ; Losada, J. C. ; Borondo, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:403-413. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Braess paradox and robustness of traffic networks under stochastic user equilibrium. (2014). Fu, Baibai ; Wang, Tianming ; 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] |
2014 | A novel opinion dynamics model based on expanded observation ranges and individualsâ social influences in social networks. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:220-228. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Characteristics of traffic flow at a non-signalized intersection in the framework of game theory. (2014). Jia, Bin ; Yun, Lifen ; Tian, Junfang ; Fan, Hongqiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:172-180. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The use of copula functions for modeling the risk of investment in shares traded on the Warsaw Stock Exchange. (2014). Domino, Krzysztof ; Bachowicz, Tomasz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:77-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Community structure inhibits cooperation in the spatial prisonerâs dilemma. (2014). Li, Huijie ; Hou, Yanqiao ; Jiao, Licheng ; Wu, Jianshe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:169-179. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Parameter identification in mixed Brownianâfractional Brownian motions using Powells optimization algorithm. (2014). Zhang, Pu ; Xiao, Wei-Lin ; Sun, QI. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:314-319. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The pricing of credit default swaps under a generalized mixed fractional Brownian motion. (2014). Chen, Wenting . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:26-33. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Leverage effect in energy futures. (2014). 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). McGroarty, Frank ; Hull, Matthew . 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). 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 | Leverage effect in energy futures. (2014). . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:1-9. 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 ; Du, Xin ; Tang, Pan . 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 | Cross-correlations between spot and futures markets of nonferrous metals. (2014). Liu, LI ; Wang, Yudong . 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 | Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India. (2014). Hiremath, Gourishankar S ; Kumari, Jyoti . In: MPRA Paper. RePEc:pra:mprapa:58378. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wealth distribution and collective knowledge. A Boltzmann approach. (2014). Toscani, Giuseppe ; Pareschi, Lorenzo . 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). Ringhofer, Christian ; Degond, Pierre ; 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). Masihi, Mohsen ; Ganjeh-Ghazvini, Mostafa ; Ghaedi, Mojtaba . 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 | A biased view of a few possible components when reflecting on the
present decade financial and economic crisis. (2014). Ausloos, Marcel . In: Papers. RePEc:arx:papers:1412.0127. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency characterization of a large neuronal network: A causal information approach. (2014). Deleglise, Emilia B. ; Rosso, Osvaldo A. ; 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 | Detecting overlapping communities in networks using the maximal sub-graph and the clustering coefficient. (2014). Li, Junqiu ; Cui, Yaozu ; Wang, Xingyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:85-91. 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). YU, Hua ; Sui, Jie ; Wan, Jiahui . 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 | Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1408.1728. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bayesian dynamic financial networks with time-varying predictors. (2014). Durante, Daniele ; Dunson, David B.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:19-26. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin M.. In: Working Papers Series. RePEc:bcb:wpaper:351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Granger Causality Stock Market Networks: Temporal Proximity and
Preferential Attachment. (2014). Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402. 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). Machado, Bruno Brandoli ; Gonalves, Wesley Nunes ; Bruno, Odemir Martinez . 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). Zhao, Chengli ; Xie, Zheng ; Zhang, Xue ; Wang, Xiaojie ; Yi, Dongyun . 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). Liu, Qin ; Yakovenko, Victor M. ; Lawrence, Scott . 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). Wang, Bing-Hong ; Pan, Xue ; Hou, Lei ; 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). Peter, Franziska J. ; Dimpfl, Thomas . In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:70. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The signaling effect of tax rates under fiscal competition: A (Shannonian) transfer entropy approach. (2014). Dima, Bogdan ; Barna, Flavia . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:373-381. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Effects of global financial crisis on network structure in a local stock market. (2014). Nobi, Ashadun ; Maeng, Seong Eun ; Lee, Jae Woo ; Ha, Gyeong Gyun . 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). Cocho, G. ; Rodriguez, R. F. ; Alvarez-Martinez, R. ; Martinez-Mekler, 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] |
Recent citations received in: 2014
[Click on heading to sort table]
Year | Title | See |
---|---|---|
2014 | Leverage effect in energy futures. (2014). Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1403.0064. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Microscopic determinants of the weak-form efficiency of an artificial
order-driven stock market. (2014). Gu, Gao-Feng ; Jiang, Zhi-Qiang ; Xiong, Xiong ; Zhang, Wei ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1404.1051. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stylized facts of price gaps in limit order books: Evidence from Chinese
stocks. (2014). Gu, Gao-Feng ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1405.1247. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quantum spatial-periodic harmonic model for daily price-limited stock
markets. (2014). Guo, Hong ; Meng, Xiangyi ; Xu, Jingjing ; Zhang, Jian-Wei . In: Papers. RePEc:arx:papers:1405.4490. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1408.1728. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Granger Causality Stock Market Networks: Temporal Proximity and
Preferential Attachment. (2014). Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Finite sample properties of power-law cross-correlations estimators. (2014). . In: Papers. RePEc:arx:papers:1409.6857. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Benfords law predicted digit distribution of aggregated income taxes:
the surprising conformity of Italian cities and regions. (2014). Ausloos, Marcel ; Mir, Tariq Ahmad ; Cerqueti, Roy . In: Papers. RePEc:arx:papers:1410.2890. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Towards a formalization of a two traders market with information
exchange. (2014). Haven, E. ; Bagarello, F.. In: Papers. RePEc:arx:papers:1412.8725. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach. (2014). An, Haizhong ; Ding, Yinghui ; Gao, Xiangyun ; Zhong, Weiqiong ; Fang, Wei . In: Applied Energy. RePEc:eee:appene:v:136:y:2014:i:c:p:1067-1075. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. (2014). Dewandaru, Ginanjar ; Alhabshi, Syed Othman ; Rizvi, Syed Aun R., . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:4:p:553-571. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Leverage effect in energy futures. (2014). . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:1-9. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Competition, transmission and pattern evolution: A network analysis of global oil trade. (2014). Zhang, Hai-Ying ; Fan, Ying ; Ji, Qiang . In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:312-322. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The transmission of fluctuant patterns of the forex burden based on international crude oil prices. (2014). An, Haizhong ; Sun, Xiaoqi ; Gao, Xiangyun ; Fang, Wei ; Li, Huajiao . In: Energy. RePEc:eee:energy:v:73:y:2014:i:c:p:380-386. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Features and evolution of international crude oil trade relationships: A trading-based network analysis. (2014). An, Haizhong ; Chen, Yurong ; Gao, Xiangyun ; Zhong, Weiqiong ; Li, Huajiao . In: Energy. RePEc:eee:energy:v:74:y:2014:i:c:p:254-259. 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). Karimipour, Arash ; Jafari, Saeed ; Kazi, S. N. ; Safaei, Mohammad Reza ; Esfe, Mohammad Hemmat ; Semiromi, Davood Toghraie . 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). Sadiq, Rehan ; Deng, Yong ; Li, Ya ; 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 | Stochastic volatility models at Ï=±1 as second class constrained Hamiltonian systems. (2014). Contreras G., Mauricio, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:289-302. 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). . 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). Nobi, Ashadun ; Maeng, Seong Eun ; Lee, Jae Woo ; Ha, Gyeong Gyun . 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). Rodriguez, E. ; Inzunza, L. ; Dagdug, 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). Zhang, Cheng ; Dai, Meifeng . 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). Akhlaghian, Fardin ; Moradi, Parham ; Ramezani, Mohsen . 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 | Effect of time delay on pattern dynamics in a spatial epidemic model. (2014). Sun, Gui-Quan ; Wang, YI ; Li, Jing ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:137-148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Path integral pricing of Wasabi option in the BlackâScholes model. (2014). Cassagnes, Aurelien ; Chen, YU ; Ohashi, Hirotada . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:1-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Diffusion of two brands in competition: Cross-brand effect. (2014). Laciana, C. E. ; Rovere, S. L. ; Oteiza-Aguirre, N. ; Gual, G. ; Kalmus, D.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:104-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An analysis of herding behavior in security analystsâ networks. (2014). Zhang, Wei ; Zhao, Zheng ; Feng, Xu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:116-124. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling social tagging using latent interaction potential. (2014). Zou, Ming ; Wu, Zhenyu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:125-133. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-correlation between crude oil and refined product prices. (2014). Ma, Guofeng ; Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:284-293. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The evolution of communities in the international oil trade network. (2014). An, Haizhong ; Sun, Xiaoqi ; Gao, Xiangyun ; Zhong, Weiqiong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:42-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Analytic treatment of consensus achievement in the single-type zealotry voter model. (2014). Esguerra, Jose Perico H., ; Fudolig, Mikaela Irene D., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:626-634. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A dynamic evolution model of human opinion as affected by advertising. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:254-262. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. (2014). Cao, Guangxi ; Guo, YU ; Han, Yan ; Cui, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:308-320. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Analysis of the impact of education rate on the rumor spreading mechanism. (2014). Afassinou, Komi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:43-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF. (2014). Wang, Hongwu ; Du, Ziping ; He, Xiaoli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:76-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Impulsive practical tracking synchronization of networked uncertain Lagrangian systems without and with time-delays. (2014). Cai, Jianping ; Ma, Mihua ; Zhou, Jin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:116-132. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A novel opinion dynamics model based on expanded observation ranges and individualsâ social influences in social networks. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:220-228. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Reconstruction of multiphase microstructure based on statistical descriptors. (2014). Chen, Dongdong ; Xu, Zhi ; Li, Zhengji ; Teng, Qizhi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:240-250. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A topological investigation of phase transitions of cascading failures in power grids. (2014). Brazier, Frances M. T., ; Ko, Yakup ; Kooij, Robert E. ; Van Mieghem, Piet ; Warnier, Martijn . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:273-284. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An investigation on the body force modeling in a lattice Boltzmann BGK simulation of generalized Newtonian fluids. (2014). Manzari, Mehrdad T. ; Farnoush, Somayeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:315-332. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Simulation of spatial and temporal separation of pedestrian counter flow through a bottleneck. (2014). Guo, Ren-Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:428-439. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The shareholding similarity of the shareholders of the worldwide listed energy companies based on a two-mode primitive network and a one-mode derivative holding-based network. (2014). An, Haizhong ; Fang, Wei ; Yan, Lili ; Li, Huajiao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:525-532. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can memory and conformism resolve the vaccination dilemma?. (2014). Han, Dun ; Sun, Mei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:95-104. Full description at Econpapers || Download paper | [Citation Analysis] |
More than 50 citations. List broken...
Recent citations received in: 2013
[Click on heading to sort table]
Year | Title | See |
---|---|---|
2013 | Do wealth distributions follow power laws? Evidence from rich lists. (2013). . 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 | Multivariate high-frequency financial data via semi-Markov processes. (2013). Petroni, Filippo ; D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1305.0436. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Testing power-law cross-correlations: Rescaled covariance test. (2013). . 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). . In: Papers. RePEc:arx:papers:1307.6046. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Commodity futures and market efficiency. (2013). 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). . 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). Petroni, F. ; D'Amico, G. ; Prattico, 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). Portugal, Marcelo Savino ; Vicente da Gama Machado, . 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). Xie, Chi ; Chen, Shou ; Yang, Ming-Yan ; Wang, Gang-Jin . 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). Fang, Aixiang ; Liao, Yunhua ; Hou, Yaoping . 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). Huang, Dengshi ; Wei, Yu ; Zhao, Lin ; Ma, Feng . 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). Shakery, Azadeh ; Tabrizi, Shayan A. ; Tavallaie, Mohammad Ali ; Abbasi, Maziar ; Asadpour, Masoud . 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 . 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 ; Perez-Muoz, Teresa ; Alvarez-Ramirez, Jose ; 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). 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 | DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches. (2013). Zebende, G. F. ; Filho, Machado A. ; da Silva, M. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:8:p:1756-1761. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Minimum spanning trees for community detection. (2013). Sun, Bo ; Li, Xiaoxiao ; Wang, Xiao Hua ; Jiao, Licheng ; 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). Monteiro, Ana Margarida ; Pascoal, Rui . 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] |
2013 | Structural changes in cross-border liabilities: a multidimensional approach. (2013). Spelta, Alessandro ; ARAUJO, Tanya . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0050. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A Comment on Cycles and Instability in a Rock-Paper-Scissors Population Game: A Continuous Time Experiment. (2013). Xu, Bin ; Zhu, Siqian . In: MPRA Paper. RePEc:pra:mprapa:51691. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Olympic Games and their Commercialization. (2013). Dionysopoulos, Ioannis . In: Ekonomika a Management. RePEc:prg:jnleam:v:2013:y:2013:i:4:id:212. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
[Click on heading to sort table]
Year | Title | See |
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2012 | Markets connectivity and financial contagion. (2012). GRILLI, Ruggero . 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). . 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 R.. 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). 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). . 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 | Weighted-indexed semi-Markov models for modeling financial returns. (2012). Petroni, Filippo ; D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1205.2551. 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). 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). 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). 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). 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). 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). 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 ; Mignot, Sylvain ; Tedeschi, Gabriele . 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). 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). 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). 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). 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). Delavari, Majid ; Alikhani, Nadiya Gandali . 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
[Click on heading to sort table]
Year | Title | See |
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2011 | Multifractal detrending moving average cross-correlation analysis. (2011). Zhou, Wei-Xing ; Jiang, Zhi-Qiang . In: Papers. RePEc:arx:papers:1103.2577. Full description at Econpapers || Download paper | [Citation Analysis] |
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 | 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). Wu, Chongfeng ; Pan, Zhiyuan ; Wang, Yudong . 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). 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). Huang, Dengshi ; Wei, Yu ; Wang, Yudong . 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 | Multifractal analysis of the Korean agricultural market. (2011). Oh, Gabjin ; Kim, Seunghwan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4286-4292. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The influence of liquidity on informational efficiency: The case of the Thai Stock Market. (2011). . 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). Laruelle, Annick ; Rocha, Andre Barreira da Silva, ; Garin, Peio Zuazo . 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). . 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). . In: MPRA Paper. RePEc:pra:mprapa:33370. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Evolutionary Model of Non-Durable Markets. (2011). . 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] |
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Source data used to compute the impact factor of RePEc series.