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In Part II of this paper, we concentrate our analysis on the price dynamical model with the moving average rules developed in Part I of this paper. By decomposing the excessive demand function, we reveal that it is the interplay between…

Trading and Market Microstructure · Quantitative Finance 2016-11-18 Li-Xin Wang

Streamflow is a dynamical process that integrates water movement in space and time within basin boundaries. The authors characterize the dynamics associated with streamflow time series data from about seventy-one U.S. Geological Survey…

Physics and Society · Physics 2021-04-14 Ganesh R. Ghimire , Navid Jadidoleslam , Witold F. Krajewski , Anastasios A. Tsonis

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

The structure and dynamic of social network are largely determined by the heterogeneous interaction activity and social capital allocation of individuals. These features interplay in a non-trivial way in the formation of network and…

The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…

Chaotic Dynamics · Physics 2025-08-07 Michele Baia , Tommaso Matteuzzi , Franco Bagnoli

Utilization of multiple trajectories of a dynamical system model provides us with several benefits in approximation of time series. For short term predictions a high accuracy can be achieved via switches to new trajectory at any time.…

Physics and Society · Physics 2021-02-03 Victoria Rayskin

Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power-law form for power spectra of temporal fluctuations of all scales ranging…

General Physics · Physics 2007-05-23 A. M. Selvam , S. Fadnavis

The description of the Internet topology is an important open problem, recently tackled with the introduction of scale-free networks. In this paper we focus on the topological and dynamical properties of real Internet maps in a three years…

Statistical Mechanics · Physics 2009-11-07 Romualdo Pastor-Satorras , Alexei Vazquez , Alessandro Vespignani

The present paper proposes a stochastic model of the traffic flow. This model has a discrete set of states and the continuous time. The model is a generalization of the discrete stochastis model that has been considered in a previous paper…

Other Condensed Matter · Physics 2007-05-23 A. P. Buslaev , A. G. Tatashev , M. V. Yashina

Understanding the dynamics of truck volumes and activities across the skeleton traffic network is pivotal for effective traffic planning, traffic management, sustainability analysis, and policy making. Yet, relying solely on average annual…

Networking and Internet Architecture · Computer Science 2024-11-05 Diyi Liu , Ankur Shiledar , Hyeonsup Lim , Vivek Sujan , Adam Siekmann , Junchuan Fan , Lee D. Han

Acoustic streaming is the net time-averaged flow that results from the nonlinearities in an oscillating flow. Extensive research has sought to identify different physical mechanisms and types of acoustic streaming in systems of various…

Fluid Dynamics · Physics 2020-05-04 Kyle Pietrzyk , Ilenia Battiato

We live in a computerized and networked society where many of our actions leave a digital trace and affect other people's actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science,…

Statistical Finance · Quantitative Finance 2015-05-30 Ilaria Bordino , Stefano Battiston , Guido Caldarelli , Matthieu Cristelli , Antti Ukkonen , Ingmar Weber

Besides the classical offline setup of machine learning, stream learning constitutes a well-established setup where data arrives over time in potentially non-stationary environments. Concept drift, the phenomenon that the underlying…

Machine Learning · Computer Science 2024-12-13 Fabian Hinder , Valerie Vaquet , David Komnick , Barbara Hammer

This article studies clogging phenomena using a velocity-based model for pedestrian dynamics. First, a method to identify prolonged clogs in simulations was introduced. Then bottleneck simulations were implemented with different initial and…

Physics and Society · Physics 2021-05-11 Qiancheng Xu , Mohcine Chraibi , Armin Seyfried

Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to…

Econometrics · Economics 2024-06-03 Jeroen Rombouts , Marie Ternes , Ines Wilms

Broadcasts and timelines are the primary mechanism of information exchange in online social platforms today. Services like Facebook, Twitter and Instagram have enabled ordinary people to reach large audiences spanning cultures and…

Social and Information Networks · Computer Science 2016-10-20 Emaad Manzoor , Haewoon Kwak , Panos Kalnis

The dynamics of popularity in online media are driven by a combination of endogenous spreading mechanisms and response to exogenous shocks including news and events. However, little is known about the dependence of temporal patterns of…

Social and Information Networks · Computer Science 2021-05-25 Ryota Kobayashi , Patrick Gildersleve , Takeaki Uno , Renaud Lambiotte

In this work, we aimed to replicate and extend the results presented in the DiffFluid paper[1]. The DiffFluid model showed that diffusion models combined with Transformers are capable of predicting fluid dynamics. It uses a denoising…

Fluid Dynamics · Physics 2025-07-14 Yannick Gachnang , Vismay Churiwala

We use physical principles to derive a water wheel model under the assumption of an asymmetric water wheel for which the water inflow rate is in general unsteady (modeled by an arbitrary function of time). Our model allows one to recover…

Dynamical Systems · Mathematics 2018-12-05 Ashish Bhatt , Robert A. Van Gorder

Generative models that can model and predict sequences of future events can, in principle, learn to capture complex real-world phenomena, such as physical interactions. However, a central challenge in video prediction is that the future is…

Computer Vision and Pattern Recognition · Computer Science 2020-02-13 Manoj Kumar , Mohammad Babaeizadeh , Dumitru Erhan , Chelsea Finn , Sergey Levine , Laurent Dinh , Durk Kingma