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We investigate the probability distribution of order imbalance calculated from the order flow data of 43 Chinese stocks traded on the Shenzhen Stock Exchange. Two definitions of order imbalance are considered based on the order number and…

统计金融 · 定量金融 2017-07-19 T. Zhang , G. -F. Gu , H. -C. Xu , X. Xiong , W. Chen , W. -X. Zhou

Interpretation of empirical results based on a taxa's lifetime distribution shows apparently conflicting results. Species' lifetime is reported to be exponentially distributed, whereas higher order taxa, such as families or genera, follow a…

种群与进化 · 定量生物学 2009-11-11 S. Pigolotti , A. Flammini , M. Marsili , A. Maritan

We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed…

综合金融 · 定量金融 2015-03-10 Benjamin Vandermarliere , Alexei Karas , Jan Ryckebusch , Koen Schoors

In smart energy communities, households of a particular geographical location make a cooperative group to achieve the community's social welfare. Prosumers are the users that both consume and produce energy. In this paper, we develop…

系统与控制 · 电气工程与系统科学 2023-01-02 Syed Eqbal Alam , Dhirendra Shukla

We report empirical studies on the personal income distribution, and clarify that the distribution pattern of the lognormal with power law tail is the universal structure. We analyze the temporal change of Pareto index and Gibrat index to…

统计力学 · 物理学 2008-12-02 Wataru Souma

Power-law distributions with various exponents are studied. We first introduce a simple and generic model that reproduces Zipf's law. We can regard this model both as the time evolution of the population of cities and that of the asset…

统计力学 · 物理学 2007-05-23 Kenji Kawamura , Naomichi Hatano

Power laws pervade statistical physics and complex systems, but, traditionally, researchers in these fields have paid little attention to properly fit these distributions. Who has not seen (or even shown) a log-log plot of a completely…

应用统计 · 统计学 2012-09-07 Alvaro Corral , Anna Deluca , Ramon Ferrer-i-Cancho

Power law potentials dictate interactions across scales and matter, controlling the structure and dynamics of inanimate, and living systems. Though the equilibrium distributions of particles with a power law repulsion were extensively…

软凝聚态物质 · 物理学 2025-03-04 Ido Fanto , Yuval Rosenblum , Ori Harel , Naomi Oppenheimer

Power-law (PL) distribution functions (DF) are prevalent in highly diverse systems. The systems range in size from nanometer to mega light years, in complexity from dust grains to living organisms, and characterize the distribution of…

高能天体物理现象 · 物理学 2026-04-07 Ari Laor , Igor Gitelman

Carreras, Dobson and colleagues have studied empirical data on the sizes of the blackouts in real grids and modeled them by computer simulations using the direct current approximation. They have found that the resulting blackout sizes are…

物理与社会 · 物理学 2021-03-24 Yosef Kornbluth , Gabriel Cwilich , Sergey V. Buldyrev , Saleh Soltan , Gil Zussman

Numerical simulations of particle acceleration in magnetized turbulence have recently observed powerlaw spectra where pile-up distributions are rather expected. We interpret this as evidence for particle segregation based on acceleration…

高能天体物理现象 · 物理学 2020-11-19 Martin Lemoine , Mikhail A. Malkov

An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion…

综合金融 · 定量金融 2013-06-17 Joachim Kaldasch

Distributions following a power-law are an ubiquitous phenomenon. Methods for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable. Maximum likelihood estimators for the…

其他凝聚态物理 · 物理学 2007-08-11 Heiko Bauke

We empirically investigate distributions of individual consumption expenditure f or four commodity categories conditional on fixed income levels. The data stems from the Family Expenditure Survey carried out annually in the United Kingdom.…

统计力学 · 物理学 2009-11-07 Martin Hohnisch , Sabine Pittnauer , Manisha Chakrabarty

We investigate the dynamic behavior of spin reversal events in the dilute Ising model, focusing on the influence of static disorder introduced by pinned spins. Our Monte Carlo simulations reveal that in a homogeneous, defect-free system,…

统计力学 · 物理学 2025-03-07 Federico Ettori , Timothy J. Sluckin , Paolo Biscari

We study a few dynamical systems composed of many components whose sizes evolve according to multiplicative stochastic rules. We compare them with respect to the emergence of power laws in the size distribution of their components. We show…

统计力学 · 物理学 2007-05-23 Aharon Blank , Sorin Solomon

We present an extensive study of the foreshock and aftershock signatures accompanying peaks of book sales. The time series of book sales are derived from the ranking system of Amazon.com. We present two independent ways of classifying…

物理与社会 · 物理学 2009-11-10 F. Deschatres , D. Sornette

Nowadays there is an increasing interest of physicists in finding regularities related to social phenomena. This interest is clearly motivated by applications that a statistical mechanical description of the human behavior may have in our…

物理与社会 · 物理学 2011-10-28 M. C. Mantovani , H. V. Ribeiro , M. V. Moro , S. Picoli , R. S. Mendes

In a convenience store chain, a tail of the cumulative density function of the expenditure of a person during a single shopping trip follows a power law with an exponent of -2.5. The exponent is independent of the location of the store, the…

物理与社会 · 物理学 2009-11-13 Takayuki Mizuno

In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…