相关论文: Endogeneous Versus Exogeneous Shocks in Systems wi…
We introduce a new measure of activity of financial markets that provides a direct access to their level of endogeneity. This measure quantifies how much of price changes are due to endogenous feedback processes, as opposed to exogenous…
For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following "applications" in micro-econo-physics are considered : (i) financial crashes; it is emphasized that one can…
The concept of resilience embodies the quest towards the ability to sustain shocks, to suffer from these shocks as little as possible, for the shortest time possible, and to recover with the full functionalities that existed before the…
The diversity of cell populations is regulated by extracellular and intracellular variability. The latter includes genetic, epigenetic and stochastic variability, all contributing to the experimentally observed heterogeneity in response to…
Extended thermodynamics commonly uses polynomial moments to model non-equilibrium transportation, but faces a crisis due to sub-shocks, which are anomalous discontinuities in gas properties when predicting shock waves. The cause of…
Epigenetic cell memory, the inheritance of gene expression patterns across subsequent cell divisions, is a critical property of multi-cellular organisms. In recent work [10], a subset of the authors observed in a simulation study how the…
Extreme events are an important theme in various areas of science because of their typically devastating effects on society and their scientific complexities. The latter is particularly true if the underlying dynamics does not lead to…
We identify the dynamical heterogeneities as an essential prerequisite for stretched exponential relaxation in dynamically frustrated systems. This heterogeneity takes the form of ordered domains of finite but diverging lifetime for…
Stochastic network-dynamics are typically assumed to be memory-less. Involving prolonged dwells interrupted by instantaneous transitions between nodes such Markov networks stand as a coarse-graining paradigm for chemical reactions, gene…
We study a system that experiences damaging external shocks at stochastic intervals, continuous degradation, and self-healing. The motivation for such a system comes from real-life applications based on micro-electro-mechanical systems…
Many illnesses are associated with an alteration of the immune system homeostasis due to any combination of factors, including exogenous bacterial insult, endogenous breakdown (e.g., development of a disease that results in immuno…
A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…
Species extinction is a core process that affects the diversity of life on Earth. Competition between species in a population is considered by ecological niche-based theories as a key factor leading to different severity of species…
Theoretical ecologists have long sought to understand how the persistence of populations depends on biotic and abiotic factors. Classical work showed that demographic stochasticity causes the mean time to extinction to increase…
The phenomenon of aftershocks is studied in view of science of complexity. In particular, three different concepts are examined: (i) the complex-network representation of seismicity, (ii) the event-event correlations, and (iii) the effects…
Time variation and persistence are crucial properties of volatility that are often studied separately in energy volatility forecasting models. Here, we propose a novel approach that allows shocks with heterogeneous persistence to vary…
We propose a novel framework for modeling time-varying persistence in economic time series, allowing for smoothly evolving heterogeneity in shock dynamics. We leverage localized regression techniques to flexibly identify changes in…
A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is investigated on the Chinese stock market using mean-variance analysis, fluctuation analysis and their generalizations to…
Echoes arise when external manipulations to a system induce a reversal of its time evolution that leads to a more or less perfect recovery of the initial state. We discuss the accuracy with which a cloud of trajectories returns to the…
A social system is considered whose agents choose between several alternatives of possible actions. The system is described by the fractions of agents preferring the corresponding alternatives. The agents interact with each other by…