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We develop a new method to find the number of volatility regimes in a nonstationary financial time series by applying unsupervised learning to its volatility structure. We use change point detection to partition a time series into locally…

Statistical Finance · Quantitative Finance 2022-11-15 Arjun Prakash , Nick James , Max Menzies , Gilad Francis

The challenge of understanding the collective behaviors of social systems can benefit from methods and concepts from physics [1-6], not because humans are similar to electrons, but because certain large-scale behaviors can be understood…

Physics and Society · Physics 2020-08-20 Alexander Siegenfeld , Yaneer Bar-Yam

Uncertainty persists over how and why some countries become democratic and others do not, or why some countries remain democratic and others 'backslide' toward autocracy. Furthermore, while scholars generally agree on the nature of…

Physics and Society · Physics 2025-08-11 Paula Pirker-Díaz , Matthew C. Wilson , Sönke Beier , Karoline Wiesner

We analyzed 2012 and 2016 YouGov pre-election polls in order to understand how different population groups voted in the 2012 and 2016 elections. We broke the data down by demographics and state. We display our findings with a series of…

Applications · Statistics 2018-03-15 Rob Trangucci , Imad Ali , Andrew Gelman , Doug Rivers

Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species,…

Populations and Evolution · Quantitative Biology 2010-05-18 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

Political polarization in online social platforms is a rapidly growing phenomenon worldwide. Despite their relevance to modern-day politics, the structure and dynamics of polarized states in digital spaces are still poorly understood. We…

Physics and Society · Physics 2024-04-04 Antonio F. Peralta , Pedro Ramaciotti , János Kertész , Gerardo Iñiguez

This study presents a comprehensive assessment of the Italian risk model used during the COVID-19 pandemic to guide regional mobility restrictions through a colour-coded classification system. The research focuses on evaluating the…

Applications · Statistics 2025-07-04 Giuseppe Drago , Giulia Marcon , Alberto Lombardo , Giuseppe Aiello

Brexit and its implications are an ongoing topic of interest since the Brexit referendum in 2016. In 2019 the House of commons held a number of "indicative" and "meaningful" votes as part of the Brexit approval process. The voting behaviour…

Methodology · Statistics 2024-02-13 Marco Berrettini , Giuliano Galimberti , Saverio Ranciati , Thomas Brendan Murphy

The world is evolving and so is the vocabulary used to discuss topics in speech. Analysing political speech data from more than 30 years requires the use of flexible topic models to uncover the latent topics and their change in prevalence…

Methodology · Statistics 2025-09-15 Jan Vávra , Bettina Grün , Paul Hofmarcher

Corruptive behaviour in politics limits economic growth, embezzles public funds, and promotes socio-economic inequality in modern democracies. We analyse well-documented political corruption scandals in Brazil over the past 27 years,…

Physics and Society · Physics 2018-12-12 Haroldo V. Ribeiro , Luiz G. A. Alves , Alvaro F. Martins , Ervin K. Lenzi , Matjaz Perc

Legislators, designers of legal information systems, as well as citizens face often problems due to the interdependence of the laws and the growing number of references needed to interpret them. Quantifying this complexity is not an easy…

Social and Information Networks · Computer Science 2017-08-23 Marios Koniaris , Ioannis Anagnostopoulos , Yannis Vassiliou

Statistical static timing analysis deals with the increasing variations in manufacturing processes to reduce the pessimism in the worst case timing analysis. Because of the correlation between delays of circuit components, timing model…

Hardware Architecture · Computer Science 2017-05-16 Bing Li , Ning Chen , Manuel Schmidt , Walter Schneider , Ulf Schlichtmann

We propose a method to measure the effectiveness of the recruitment and turnover of professors, in terms of their research performance. The method presented is applied to the case of Italian universities over the period 2008-2012. The work…

Digital Libraries · Computer Science 2018-10-31 Giovanni Abramo , Ciriaco Andrea D'Angelo , Francesco Rosati

Given a set of variables and the correlations among them, we develop a method for finding clustering among the variables. The method takes advantage of information implicit in higher-order (not just pairwise) correlations. The idea is to…

Statistical Mechanics · Physics 2015-05-13 L. S. Schulman

I present a simplified analytical model that simulates the evolution of the binary population in a dynamically evolving globular cluster. A number of simulations have been run spanning a wide range in initial cluster and environmental…

Astrophysics · Physics 2009-11-13 A. Sollima

Communities are clusters of nodes with a higher than average density of internal connections. Their detection is of great relevance to better understand the structure and hierarchies present in a network. Modularity has become a standard…

Physics and Society · Physics 2015-03-17 Filippo Radicchi , Andrea Lancichinetti , José J. Ramasco

A key element to understand complex systems is the relationship between the spatial scale of investigation and the structure of the interrelation among its elements. When it comes to economic systems, it is now well-known that the…

Physics and Society · Physics 2022-02-07 Dario Laudati , Manuel S. Mariani , Luciano Pietronero , Andrea Zaccaria

This dataset contains the annual aggregated income taxes of all the Italian municipalities over the years 2007-2011. Data are clustered over the Italian regions and provinces. The source of the data is the Italian Ministry of Economics and…

Statistical Finance · Quantitative Finance 2018-06-29 Marcel Ausloos , Roy Cerqueti , Tariq A. Mir

Recommender systems shape music listening worldwide due to their widespread adoption on online platforms. Growing concerns about representational harms that these systems may cause are increasingly part of the scientific and public debate,…

Human-Computer Interaction · Computer Science 2026-03-12 Lorenzo Porcaro , Chiara Monaldi

We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977--2002. We find that the upper tail of the…

Other Condensed Matter · Physics 2009-01-31 F. Clementi , M. Gallegati