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We analyze the sequence of time intervals between consecutive stock trades of thirty companies representing eight sectors of the U. S. economy over a period of four years. For all companies we find that: (i) the probability density function…

Statistical Mechanics · Physics 2009-11-10 Plamen Ch. Ivanov , Ainslie Yuen , Boris Podobnik , Youngki Lee

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades $N$,…

Trading and Market Microstructure · Quantitative Finance 2018-10-16 Mathias Pohl , Alexander Ristig , Walter Schachermayer , Ludovic Tangpi

We scrutinize the temporally-resolved speed of active cargo transport in living cells, and show intermittent bursting motions. These nonlinear fluctuations follow a scaling law over several decades of time and space, the statistical…

Subcellular Processes · Quantitative Biology 2015-06-16 Bo Wang , James Kuo , Steve Granick

Uncovering human mobility patterns is of fundamental importance to the understanding of epidemic spreading, urban transportation and other socioeconomic dynamics embodying spatiality and human travel. According to the direct travel diaries…

Physics and Society · Physics 2013-09-24 Xiao-Yong Yan , Xiao-Pu Han , Bing-Hong Wang , Tao Zhou

The advent of geographic online social networks such as Foursquare, where users voluntarily signal their current location, opens the door to powerful studies on human movement. In particular the fine granularity of the location data, with…

Statistical laws describe regular patterns observed in diverse scientific domains, ranging from the magnitude of earthquakes (Gutenberg-Richter law) and metabolic rates in organisms (Kleiber's law), to the frequency distribution of words in…

Physics and Society · Physics 2025-02-14 Eduardo G. Altmann

To uncover underlying mechanism of collective human dynamics, we survey more than 1.8 billion blog entries and observe the statistical properties of word appearances. We focus on words that show dynamic growth and decay with a tendency to…

Physics and Society · Physics 2015-03-19 Yukie Sano , Kenta Yamada , Hayafumi Watanabe , Hideki Takayasu , Misako Takayasu

Human motor activity is constrained by the rhythmicity of the 24 hours circadian cycle, including the usual 12-15 hours sleep-wake cycle. However, activity fluctuations also appear over a wide range of temporal scales, from days to a few…

Commuting is a key mechanism that governs the dynamics of cities. Despite its importance, very little is known of the properties and mechanisms underlying this crucial urban process. Here, we capitalize on $\sim$ 50 million individuals'…

Physics and Society · Physics 2022-04-28 Lei Dong , Paolo Santi , Yu Liu , Siqi Zheng , Carlo Ratti

Recently, with the availability of various traffic datasets, human mobility has been studied in different contexts. Researchers attempt to understand the collective behaviors of human movement with respect to the spatio-temporal…

Physics and Society · Physics 2016-06-06 Biao Leng , Yali Cui , Jianyuan Wang , Zhang Xiong , Shlomo Havlin , Daqing Li

The distribution of living languages is investigated and scaling relations are found for the diversity of languages as a function of the country area and population. These results are compared with data from Ecology and from computer…

Physics and Society · Physics 2009-11-11 M. A. F. Gomes , G. L. Vasconcelos , I. J. Tsang , I. R. Tsang

Recent advances on human dynamics have focused on the normal patterns of human activities, with the quantitative understanding of human behavior under extreme events remaining a crucial missing chapter. This has a wide array of potential…

Physics and Society · Physics 2014-06-27 Liang Gao , Chaoming Song , Ziyou Gao , Albert-László Barabási , James P. Bagrow , Dashun Wang

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

Data Analysis, Statistics and Probability · Physics 2013-07-01 Shinsuke Koyama

Taylor's law quantifies the scaling properties of the fluctuations of the number of innovations occurring in open systems. Urn based modelling schemes have already proven to be effective in modelling this complex behaviour. Here, we present…

Physics and Society · Physics 2020-10-07 F. Tria , I. Crimaldi , G. Aletti , V. D. P. Servedio

Understanding how language model performance varies with scale is critical to benchmark and algorithm development. Scaling laws are one approach to building this understanding, but the requirement of training models across many different…

Machine Learning · Computer Science 2024-10-03 Yangjun Ruan , Chris J. Maddison , Tatsunori Hashimoto

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes…

Using empirical data from a social media site (Twitter) and on trading volumes of financial securities, we analyze the correlated human activity in massive social organizations. The activity, typically excited by real-world events and…

Physics and Society · Physics 2013-10-29 Joachim Mathiesen , Luiza Angheluta , Peter T. H. Ahlgren , Mogens H. Jensen

Many recent large-scale studies of interaction networks have focused on networks of accumulated contacts. In this paper we explore social networks of ongoing relationships with an emphasis on dynamical aspects. We find a distribution of…

Disordered Systems and Neural Networks · Physics 2009-11-10 Petter Holme

Populations of mobile and communicating agents describe a vast array of technological and natural systems, ranging from sensor networks to animal groups. Here, we investigate how a group-level agreement may emerge in the continuously…

Physics and Society · Physics 2012-01-25 Andrea Baronchelli , Albert Diaz-Guilera

We present simulation results for the contact process on regular, cubic networks that are composed of a one-dimensional lattice and a set of long edges with unbounded length. Networks with different sets of long edges are considered, that…

Statistical Mechanics · Physics 2015-05-13 R. Juhász , G. Ódor
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