Related papers: Synchronization analysis between exchange rates on…
Analogies between the price dynamics in the foreign exchange market and 3-dimensional fully developed turbulence were recently presented in Nature vol. 381, 767-769 (1996). Independently, we have carried out a study comparing the parallel…
We pose the estimation and predictability of stock market performance. Three cases are taken: US, Japan, Germany, the monthly index of the value of realized investment in stocks, prices plus the value of dividend payments (OECD data). Once…
We investigate transition to synchronization in Sakaguchi-Kuramoto (SK) model on complex networks analytically as well as numerically. Natural frequencies of a percentage ($f$) of higher degree nodes of the network are assumed to be…
The understanding of emergent collective phenomena in natural and social systems has driven the interest of scientists from different disciplines during decades. Among these phenomena, the synchronization of a set of interacting individuals…
We study the relationship between synchronization and the rate with which information is exchanged between nodes in a spatio-temporal network that describes the dynamics of classical particles under a substrate Remoissenet-Peyrard…
As electricity consumption grows, reducing peak demand--the maximum load on the grid--has become critical for preventing infrastructure strain and blackouts. Pricing mechanisms that incentivize consumers with flexible loads to shift…
Transformation Synchronization is the problem of recovering absolute transformations from a given set of pairwise relative motions. Despite its usefulness, the problem remains challenging due to the influences from noisy and outlier…
In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Bayesian non-linear time series framework, our modeling…
Explosive synchronization(ES), as one kind of abrupt dynamical transition in nonlinearly coupled systems, is currently a subject of great interests. Given a special frequency distribution, a mixed ES is observed in a ring of coupled phase…
We consider the coupling between two networks, each having N nodes whose individual dynamics is modeled by a two-state master equation. The intra-network interactions are all to all, whereas the inter-network interactions involve only a…
We study the classical cubic-lattice double dimer model, consisting of two coupled replicas of the close-packed dimer model, using a combination of theoretical arguments and Monte Carlo simulations. Our results establish the presence of a…
Synchronization in a group of linear time-invariant systems is studied where the coupling between each pair of systems is characterized by a different output matrix. Simple methods are proposed to generate a (separate) linear coupling gain…
The paper investigates the synchronization of a network of identical linear state-space models under a possibly time-varying and directed interconnection structure. The main result is the construction of a dynamic output feedback coupling…
We report a similarity of fluctuations in equilibrium critical phenomena and non-equilibrium systems, which is based on the concept of natural time. The world-wide seismicity as well as that of San Andreas fault system and Japan are…
In this paper, we analyze the convergence as well as the rate of convergence of asynchronous distributed quadratic programming (QP) with dual decomposition technique. In general, distributed optimization requires synchronization of data at…
In his classical work, Kuramoto analytically described the onset of synchronization in all-to-all coupled networks of phase oscillators with random intrinsic frequencies. Specifically, he identified a critical value of the coupling…
The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper investigates a unique transaction dataset that enables us to…
There are many studies dealing with the analysis of similarity among currencies in foreign exchange market by using network analysis approach. In those studies, each currency is represented by a univariate time series of exchange rate…
In this paper we address two questions about the synchronization of coupled oscillators in the Kuramoto model with all-to-all coupling. In the first part we use some classical results in convex geometry to prove bounds on the size of the…
Most of the analytical techniques used in the business cycle synchronisation literature rely upon the estimation of an empirical correlation matrix of time series data of macroeconomic aggregates, real GDP usually being the key variable.…