相关论文: Scaling behavior in land markets

Stock price change in financial market occurs through transactions in analogy with diffusion in stochastic physical systems. The analysis of price changes in real markets shows that long-range correlations of price fluctuations largely…

A new family of inflationary models is introduced and analysed. The behaviour of the parameters characterising the models suggest preferred values, which generate the most interesting testable predictions. Results are further improved if…

Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. These so called stylized facts are quantified by scaling laws…

Scale invariance property in the global geometry of Earth may lead to a coupled interactive behaviour between various components of the climate system. One of the most interesting correlations exists between spatial statistics of the global…

We characterize the statistical properties of a large number of agents on two major online auction sites. The measurements indicate that the total number of bids placed in a single category and the number of distinct auctions frequented by…

Twenty-two significant bubbles followed by large crashes or by severe corrections in the Argentinian, Brazilian, Chilean, Mexican, Peruvian, Venezuelan, Hong-Kong, Indonesian, Korean, Malaysian, Philippine and Thai stock markets indices are…

Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of scaling behavior in such systems, where the interaction…

We study the phase transition of dynamical herd behaviors for the yen-dollar exchange rate in the Japanese financial market. It is obtained that the probability distribution of returns satisfies the power-law behavior with three different…

The growth of business firms is an example of a system of complex interacting units that resembles complex interacting systems in nature such as earthquakes. Remarkably, work in econophysics has provided evidence that the statistical…

We explore the house price distributions for the English cities of London, Manchester, Bristol, Newcastle, Birmingham and Leeds. We find Pareto (power law) behaviour in their upper tails, which is clearly distinct from lognormal and gamma…

One of the principal statistical features characterizing the activity in financial markets is the distribution of fluctuations in market indicators such as the index. While the developed stock markets, e.g., the New York Stock Exchange…

We report an empirical determination of the probability density functions $P_{\text{data}}(r)$ of the number $r$ of earthquakes in finite space-time windows for the California catalog. We find a stable power law tail $P_{\text{data}}(r)…

In several recent publications, Bettencourt, West and collaborators claim that properties of cities such as gross economic production, personal income, numbers of patents filed, number of crimes committed, etc., show super-linear…

This study uses the unprecedented changes in the sex ratio due to the losses of men during World War II to identify the impacts of the gender imbalance on marriage market outcomes in Japan. Using newly digitized census-based historical…

We present the clustering analysis of the financial markets of S&P 500 (USA) and Nikkei 225 (JPN) markets over a period of 2006-2019 as an example of a complex system. We investigate the statistical properties of correlation matrices…

Power spectral analyses of soil moisture variability are carried out from scales of 100 m to 10 km on the microwave remotely-sensed data from the Washita experimental watershed during 1992. The power spectrum S(k) has an approximately…

Power law is one of the the simplest forms of the relationship between different variables of a system. It leads naturally to the introduction of compound parameters describing physical properties of the system. Often one of the variables…

We study the power and limitations of posted prices in multi-unit markets, where agents arrive sequentially in an arbitrary order. We prove upper and lower bounds on the largest fraction of the optimal social welfare that can be guaranteed…

Interevent times have been studied across various disciplines in search for correlations. In this paper we show analytical and numerical evidence that at the population level a power-law can be obtained by assuming poissonian agents with…

Modeling distributions of citations to scientific papers is crucial for understanding how science develops. However, there is a considerable empirical controversy on which statistical model fits the citation distributions best. This paper…