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Intermittent transitions, associated with critical dynamics and characterized by power-law distributions, are commonly observed during sleep. These critical behaviors are evident at the microscopic level through neuronal avalanches and at…

Physics and Society · Physics 2025-03-28 Xiyun Zhang , Bojun Wang , Hongjie Bi

This work proposes the fractal scaling exponent alpha, estimated via Detrended Fluctuation Analysis (DFA) on the unaggregated time series of lines of code added per commit event in a software repository, as a novel process-level indicator…

Physics and Society · Physics 2026-05-06 Goran Mitevski

We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…

Applications · Statistics 2018-08-02 Nassim Nicholas Taleb , Pasquale Cirillo

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

General Physics · Physics 2008-05-23 A. M. Selvam

Video watching had emerged as one of the most frequent media activities on the Internet. Yet, little is known about how users watch online video. Using two distinct YouTube datasets, a set of random YouTube videos crawled from the Web and a…

Human-Computer Interaction · Computer Science 2017-05-18 Minsu Park , Mor Naaman , Jonah Berger

The aim of this study was to evaluate the performance of a classical method of fractal analysis, Detrended Fluctuation Analysis (DFA), in the analysis of the dynamics of animal behavior time series. In order to correctly use DFA to assess…

Timestamps in digital traces include significant detailed information on when human behaviors occur, which is universally available and standardized in all types of digital traces. Nevertheless, the concept of time is under-explicated in…

Computers and Society · Computer Science 2026-03-25 Tai-Quan Peng , Jonathan J. H. Zhu

In this work, we study the fractal and multifractal properties of a family of fractal networks introduced by Gallos {\it et al.} ({\it Proc. Natl. Acad. Sci. U.S.A.}, 2007, {\bf 104}: 7746). In this fractal network model, there is a…

Statistical Mechanics · Physics 2015-06-18 Bao-Gen Li , Zu-Guo Yu , Yu Zhou

We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals $\tau$, which are time intervals between volatilities above a given threshold $q$. We…

Statistical Finance · Quantitative Finance 2009-03-05 Fengzhong Wang , Kazuko Yamasaki , Shlomo Havlin , H. Eugene Stanley

Network theory proved recently to be useful in the quantification of many properties of financial systems. The analysis of the structure of investment portfolios is a major application since their eventual correlation and overlap impact the…

Statistical Finance · Quantitative Finance 2018-01-09 Danilo Delpini , Stefano Battiston , Guido Caldarelli , Massimo Riccaboni

We apply a simple trading strategy for various time series of real and artificial stock prices to understand the origin of fractality observed in the resulting profit landscapes. The strategy contains only two parameters $p$ and $q$, and…

Statistical Finance · Quantitative Finance 2013-08-09 Il Gu Yi , Gabjin Oh , Beom Jun Kim

Rare long distance dispersal events are thought to have a disproportionate impact on the spread of invasive species. Modelling using integrodifference equations suggests that, when long distance contacts are represented by a fat-tailed…

Populations and Evolution · Quantitative Biology 2015-12-01 Guy S. Jacobs , Tim J. Sluckin

Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…

Chaotic Dynamics · Physics 2009-10-31 Victor S. L'vov , Anna Pomyalov , Itamar Procaccia

We analyze the citation time-series of manuscripts in three different fields of science; physics, social science and technology. The evolution of the time-series of the yearly number of citations, namely the citation trajectories, diffuse…

Digital Libraries · Computer Science 2021-09-21 Maryam Zamani , Erez Aghion , Peter Pollner , Tamas Vicsek , Holger Kantz

In eukaryotic cells, mitochondria form networks that range from highly fused interconnected structures to fragmented populations of individual organelles that undergo transient interactions. These structures can be described as temporal…

Biological Physics · Physics 2026-02-24 Keaton B. Holt , Camryn Zurita , Lizzy Teryoshin , Samantha C. Lewis , Elena F. Koslover

The rise of platforms like Netflix has expanded the possibility for audiences worldwide to watch the same content simultaneously, motivating research on cross-country media consumption. We investigate the global dynamics of media…

Physics and Society · Physics 2026-02-02 Nahyeon Lee , Jongsoo Lim , Hyeong-Chai Jeong

The streaming instability provides an efficient way of overcoming the growth barriers in the initial stages of the planet formation process. Considering the realistic case of a particle size distribution, the dynamics of the system is…

Earth and Planetary Astrophysics · Physics 2021-09-01 Noemi Schaffer , Anders Johansen , Michiel Lambrechts

In this paper we study the relaxation singularities of human motor system at aging. Our purpose is to examine the structure of force output variability as a function of human aging in the time and frequency domains. For analysis of…

Data Analysis, Statistics and Probability · Physics 2007-08-10 Renat M. Yulmetyev , David E. Valliancourt , Fail M. Gafarov , Sergey A. Demin , Oleg Yu. Panischev , Peter Hänggi

In this paper, we pose a hypothesis that the structure of communities in complex networks may result from their latent fractal properties. This hypothesis is based not only on the general observation that many real networks have multilevel…

Physics and Society · Physics 2023-09-21 Mateusz Samsel , Kordian Makulski , Michał Łepek , Agata Fronczak , Piotr Fronczak

In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum…

Statistical Finance · Quantitative Finance 2015-06-16 Pablo Suárez-García , David Gómez-Ullate
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