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The efficient market hypothesis (EMH), based on rational expectations and market equilibrium, is the dominant perspective for modelling economic markets. However, the most notable critique of the EMH is the inability to model periods of…

多智能体系统 · 计算机科学 2023-02-14 Benjamin Patrick Evans , Mikhail Prokopenko

It is widely accepted that there is strong persistence in the volatility of financial time series. The origin of the observed persistence, or long-range memory, is still an open problem as the observed phenomenon could be a spurious effect.…

统计金融 · 定量金融 2018-04-24 Vygintas Gontis , Aleksejus Kononovicius

We introduce and analyze several variants of a system of differential equations which model the dynamics of social outbursts, such as riots. The systems involve the coupling of an explicit variable representing the intensity of rioting…

偏微分方程分析 · 数学 2015-07-08 Henri Berestycki , Jean-Pierre Nadal , Nancy Rodriguez

Supernovae shape the interstellar medium, chemically enrich their host galaxies, and generate powerful interstellar shocks that drive future generations of star formation. The shock produced by a supernova event acts as a type of time…

高能天体物理现象 · 物理学 2018-04-25 Daniel Patnaude , Carles Badenes

What features characterise complex system dynamics? Power laws and scale invariance of fluctuations are often taken as the hallmarks of complexity, drawing on analogies with equilibrium critical phenomena[1-3]. Here we argue that slow,…

统计力学 · 物理学 2007-05-23 Paul Anderson , Henrik Jeldtoft Jensen , L. P. Oliveira , Paolo Sibani

In general relativity, the interaction between a black hole and the fields around it (a process known as backreaction) proceeds via the evolution of the black holes mass and angular momentum. Analogue models of gravity, particularly fluid…

广义相对论与量子宇宙学 · 物理学 2021-02-03 Sam Patrick , Harry Goodhew , Cisco Gooding , Silke Weinfurtner

We consider the role of the reconstruction of the initial state in the deviation from exponential decay at short and long times. The long time decay can be attributed to a wave that was, in a classical-like, probabilistic sense, fully…

量子物理 · 物理学 2009-11-11 J. G. Muga , F. Delgado , A. del Campo , G. Garcia-Calderon

Disordered many-body systems exhibit a wide range of emergent phenomena across different scales. These complex behaviors can be utilized for various information processing tasks such as error correction, learning, and optimization. Despite…

无序系统与神经网络 · 物理学 2023-08-04 Weishun Zhong

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

统计力学 · 物理学 2015-12-24 Rosemary J. Harris

Broadband spontaneous macroscopic neural oscillations are rhythmic cortical firing which were extensively examined during the last century, however, their possible origination is still controversial. In this work we show how macroscopic…

神经元与认知 · 定量生物学 2015-11-03 Amir Goldental , Roni Vardi , Shira Sardi , Pinhas Sabo , Ido Kanter

The article discusses a generalization of model of economic growth with constant pace, which takes into account the effects of dynamic memory. Memory means that endogenous or exogenous variable at a given time depends not only on their…

经济学 · 定量金融 2019-04-04 Valentina V. Tarasova , Vasily E. Tarasov

Friction is a phenomenon that manifests across all spatial and temporal scales, from the molecular to the macroscopic scale. It describes the dissipation of energy from the motion of particles or abstract reaction coordinates and arises in…

This study investigates the dynamics of a globally coupled network of heterogeneous FitzHugh Nagumo (FHN) oscillators under stochastic influences, with particular emphasis on the emergence of extreme events (EE). While previous studies…

混沌动力学 · 物理学 2025-12-11 S. Hariharan , R. Suresh , V. K. Chandrasekar

This paper investigates how economic shocks propagate and amplify through the input-output network connecting industrial sectors in developed economies. We study alternative models of diffusion on networks and we calibrate them using…

综合金融 · 定量金融 2014-04-02 Martha G. Alatriste Contreras , Giorgio Fagiolo

Shock waves constitute discontinuities in matter which are relevant in studying the plasma behaviour in astrophysical scenarios and in heavy-ion collision. They can produce conical emission in relativistic collisions and are also thought to…

高能天体物理现象 · 物理学 2013-09-03 Ritam Mallick , Stefan Schramm

Endogeneity poses significant challenges in causal inference across various research domains. This paper proposes a novel approach to identify and estimate causal effects in the presence of endogeneity. We consider a structural equation…

统计方法学 · 统计学 2025-08-26 Ruoyu Wang , Wang Miao

We explore the connection between migration patterns and emergent behaviors of evolving populations in spatially heterogeneous environments. Despite extensive studies in ecologically and medically important systems, a unifying framework…

种群与进化 · 定量生物学 2024-01-10 Casey O. Barkan , Shenshen Wang

Reaction networks are mathematical models of interacting chemical species that are primarily used in biochemistry. There are two modeling regimes that are typically used, one of which is deterministic and one that is stochastic. In…

分子网络 · 定量生物学 2018-09-14 David Anderson , Daniele Cappelletti

The magnetopause marks the outer edge of the Earth's magnetosphere and a distinct boundary between solar wind and magnetospheric plasma populations. In this letter, we use global magnetohydrodynamic simulations to examine the response of…

Although the details of the core-collapse supernova mechanism are not fully understood, it is generally accepted that the energy released in the collapse produces a shock that disrupts the star and produces the explosion. Some of the…

高能天体物理现象 · 物理学 2014-01-15 Tsing-Wai Wong , Christopher L. Fryer , Carola I. Ellinger , Gabriel Rockefeller , Vassiliki Kalogera