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Understanding demographic and migrational patterns constitutes a great challenge. Millions of individual decisions, motivated by economic, political, demographic, rational, and/or emotional reasons underlie the high complexity of…

Physics and Society · Physics 2013-12-09 A. Hernando , R. Hernando , A. Plastino

The measured correlations of financial time series in subsequent epochs change considerably as a function of time. When studying the whole correlation matrices, quasi-stationary patterns, referred to as market states, are seen by applying…

Statistical Finance · Quantitative Finance 2020-11-03 Anton J. Heckens , Sebastian M. Krause , Thomas Guhr

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Systems and Control · Computer Science 2017-12-29 Alireza Ahrabian , Nazli Farajidavar , Clive Cheong-Took , Payam Barnaghi

Owing to the growing population density of urban areas, many people are being increasingly exposed to criminal activity. Increasing crime rates raise the risk of both physical and psychological injury to law-abiding citizens, creating…

Social and Information Networks · Computer Science 2022-07-27 Juyoung Kim , Jinhyuk Yun

Measuring socioeconomic deprivation of cities in an accurate and timely fashion has become a priority for governments around the world, as the massive urbanization process we are witnessing is causing high levels of inequalities which…

Social and Information Networks · Computer Science 2014-11-20 Alessandro Venerandi , Giovanni Quattrone , Licia Capra , Daniele Quercia , Diego Saez-Trumper

A microscopic dynamic model is here constructed and analyzed, describing the evolution of the income distribution in the presence of taxation and redistribution in a society in which also tax evasion and auditing processes occur. The focus…

General Finance · Quantitative Finance 2017-05-03 M. L. Bertotti , G. Modanese

A central goal in social science is to evaluate the causal effect of a policy. One dominant approach is through panel data analysis in which the behaviors of multiple units are observed over time. The information across time and space…

Econometrics · Economics 2022-10-11 Dennis Shen , Peng Ding , Jasjeet Sekhon , Bin Yu

We apply stochastic process theory to the analysis of immigrant integration. Using a unique and detailed data set from Spain, we study the relationship between local immigrant density and two social and two economic immigration quantifiers…

Physics and Society · Physics 2016-02-02 Elena Agliari , Adriano Barra , Pierluigi Contucci , Rickard Sandell , Cecilia Vernia

Different techniques were developed to extract urban agglomerations from a big dataset. The urban agglomerations are used to understand the structure and growth of cities. However, the major challenge is to extract urban agglomerations from…

Applications · Statistics 2019-03-19 Jingya Yan

In this paper we revisit the concept of mobility entropy. Over time, the structure of spatial interactions among urban centres tends to become more complex and evolves from centralised models to more scattered origin and destination…

Physics and Society · Physics 2021-06-30 Valentina Marin , Carlos Molinero , Elsa Arcaute

Statistical physics has proven to be a very fruitful framework to describe phenomena outside the realm of traditional physics. The last years have witnessed the attempt by physicists to study collective phenomena emerging from the…

Physics and Society · Physics 2009-05-11 Claudio Castellano , Santo Fortunato , Vittorio Loreto

The increasing number of crimes in areas with large concentrations of people have made cities one of the main sources of violence. Understanding characteristics of how crime rate expands and its relations with the cities size goes beyond an…

For the modelling of pedestrian dynamics we treat persons as self-driven objects moving in a continuous space. On the basis of a modified social force model we qualitatively analyze the influence of various approaches for the interaction…

Physics and Society · Physics 2007-05-23 Armin Seyfried , Bernhard Steffen , Thomas Lippert

Understanding the movement behaviours of individuals and the way they react to the external world is a key component of any problem that involves the modelling of human dynamics at a physical level. In particular, it is crucial to capture…

Computer Vision and Pattern Recognition · Computer Science 2025-12-09 Gabriele Galatolo , Mirco Nanni

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…

Statistical Finance · Quantitative Finance 2016-11-23 Noemi Nava , Tiziana Di Matteo , Tomaso Aste

Why are some neighborhoods strongly connected while others remain isolated? Although standard explanations focus on demographics, economics, and geography, movement across the city may also depend on cultural styles and amenity mix. This…

Social and Information Networks · Computer Science 2025-12-15 Thiago H Silva , Daniel Silver , Gustavo Santos , Myriam Delgado

Population dynamic of getting divorced depends on many global factors, including social norms, economy, law or demographics as well as individual factors like the level of interpersonal or problem-solving skills of the spouses. We sought to…

Adaptation and Self-Organizing Systems · Physics 2012-10-02 Andrzej Jarynowski , Marta Klis

We model voting behaviour in the multi-group setting of a two-tier voting system using sequences of de Finetti measures. Our model is defined by using the de Finetti representation of a probability measure (i.e. as a mixture of…

Probability · Mathematics 2026-01-14 Gabor Toth

Predicting when an individual will adopt a new behavior is an important problem in application domains such as marketing and public health. This paper examines the perfor- mance of a wide variety of social network based measurements…

Social and Information Networks · Computer Science 2016-07-26 Nikhil Kumar , Ruocheng Guo , Ashkan Aleali , Paulo Shakarian

For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…

Statistical Finance · Quantitative Finance 2011-08-22 Laurent Schoeffel