Related papers: Multiscaling and non-universality in fluctuations …
We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with…
This article illustrates the application of multiple scales analysis to two archetypal quasilinear systems; i.e. to systems involving fast dynamical modes, called fluctuations, that are not directly influenced by fluctuation--fluctuation…
This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we…
We study the collective behaviour of an ensemble of coupled motile elements whose interactions depend on time and are alternatively attractive or repulsive. The evolution of interactions is driven by individual internal variables with…
The main focus of this work is to understand the dynamics of non regulated markets. The present model can describe the dynamics of any market where the pricing is based on supply and demand. It will be applied here, as an example, for the…
The factorial moments analyses are performed to study the scaling properties of the dynamical fluctuations of contacts and nodes in temporal networks based on empirical data sets. The intermittent behaviors are observed in the fluctuations…
We conclude from an analysis of high resolution NYSE data that the distribution of the traded value $f_i$ (or volume) has a finite variance $\sigma_i$ for the very large majority of stocks $i$, and the distribution itself is non-universal…
Recent experimental results point to the existence of coherent quantum phenomena in systems made of a large number of particles, despite the fact that for many-body systems the presence of decoherence is hardly negligible and emerging…
The presence of strong local fluctuations -- dynamical heterogeneities -- has been observed near the glass transitions of a wide variety of materials. Here we explore the possible presence of universality in those fluctuations. We compare…
We study stationary fluctuations of conserved slow modes in a two-lane model of hardcore particles which are expected to show universal behaviour. Specifically, we focus on the properties of fluctuations at a special umbilic point where the…
Among the statistical models employed to approximate nonlinear interactions in biological and psychological processes, one prominent framework is that of cascades. Despite decades of empirical work using multifractal formalisms, a…
The multiscale approach to N-body systems is generalized to address the broad continuum of long time and length scales associated with collective behaviors. A technique is developed based on the concept of an uncountable set of time…
When can complex ecological interactions drive an entire ecosystem into a persistent non-equilibrium state, where species abundances keep fluctuating without going to extinction? We show that high-diversity spatially-extended systems, in…
We show that in periodically driven systems, along with the delta-peak at the driving frequency, the spectral density of fluctuations displays extra features. These can be peaks or dips with height quadratic in the driving amplitude, for…
Dynamical processes on complex networks, ranging from biological, technological and social systems, show phase transitions between distinct global states of the system. Often, such transitions rely upon the interplay between the structure…
Fluctuating hydrodynamics is used to describe the total energy fluctuations of a freely evolving gas of inelastic hard spheres near the threshold of the clustering instability. They are shown to be governed by vorticity fluctuations only,…
This paper investigates the structural dynamics of stock market volatility through the Financial Chaos Index, a tensor- and eigenvalue-based measure designed to capture realized volatility via mutual fluctuations among asset prices.…
Fluctuations in a fluid are strongly affected by the presence of a macroscopic gradient making them long-ranged and enhancing their amplitude. While small-scale fluctuations exhibit diffusive lifetimes, larger-scale fluctuations live…
Understanding fluctuation phenomena plays a dominant role in the development of many-body physics. The time evolution of entanglement is essential to a broad range of subjects in many-body physics, ranging from exotic quantum matter to…
A control strategy is employed that modifies the stochastic escape times from one basin of attraction to another in a model of a double-gyre flow. The system studied captures the behavior of a large class of fluid flows that circulate and…