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相关论文: Critical Crashes?

200 篇论文

The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain…

统计金融 · 定量金融 2015-05-13 Reginald D. Smith

This study aims to explore the associations between near-crash events and road geometry and trip features by investigating a naturalistic driving dataset and a corresponding roadway inventory dataset using an association rule mining method.

机器学习 · 计算机科学 2022-01-21 Xiaoqiang Kong , Subasish Das , Hongmin Zhou , Yunlong Zhang

In these notes we review emergent phenomena in complex systems, emphasizing ways to identify potential underlying universal mechanisms that generates complexity. The discussion is centered around the emergence of collective behavior in…

无序系统与神经网络 · 物理学 2008-04-02 Dante R. Chialvo

Over the preceeding twenty years, the role of underlying classical dynamics in quantum mechanical tunneling has received considerable attention. A number of new tunneling phenomena have been uncovered that have been directly linked to the…

混沌动力学 · 物理学 2009-10-31 Steven Tomsovic

Since long back, scientists have been putting enormous effort to understand earthquake dynamics -the goal is to develop a successful prediction scheme which can provide reliable alarm that an earthquake is imminent. Model studies sometimes…

统计力学 · 物理学 2009-08-03 Srutarshi Pradhan

A variant of self-similar approximation theory is suggested, permitting an easy and accurate summation of divergent series consisting of only a few terms. The method is based on a power-law algebraic transformation, whose powers play the…

统计力学 · 物理学 2009-10-30 V. I. Yukalov , S. Gluzman

The current knowledge about fluctuation - induced long - ranged forces is summarized. Reference is made in particular to fluids near critical points, for which some new insight has been obtained recently. Where appropiate, results of…

统计力学 · 物理学 2009-10-31 M. Krech

The broad concept of emergence is instrumental in various of the most challenging open scientific questions -- yet, few quantitative theories of what constitutes emergent phenomena have been proposed. This article introduces a formal theory…

A simple model of the driven motion of interacting particles in a two dimensional random medium is analyzed, focusing on the critical behavior near to the threshold that separates a static phase from a flowing phase with a steady-state…

统计力学 · 物理学 2008-02-03 Joe Watson , Daniel S. Fisher

We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…

物理与社会 · 物理学 2025-05-19 Simone Göttlich , Thomas Schillinger , Andrea Tosin

A precursory dynamics, motivated by the analysis of recent experiments on solid-on-solid friction, is introduced in a continuous cellular automaton that mimics the essential physical contents of earthquake source processes. The resulting…

统计力学 · 物理学 2007-05-23 J. S. Sá Martins , J. B. Rundle , M. Anghel , W. Klein

A review of chiral perturbation theory and that of recent developments on the comparison of its predictions with experiment is presented. Some interesting topics with scope for further elaboration are touched upon.

高能物理 - 唯象学 · 物理学 2008-11-26 B. Ananthanarayan

These lecture notes want to illustrate the close connection between statistical mechanics and field theory not only on the formal level, i.e. that many concepts of one area can easily be taken over to the other one, but also on the level of…

高能物理 - 理论 · 物理学 2007-05-23 Gernot Münster , Harald Grießhammer , Dirk Lehmann

We propose that the minimal requirements for a model of stock market price fluctuations should comprise time asymmetry, robustness with respect to connectivity between agents, ``bounded rationality'' and a probabilistic description. We also…

凝聚态物理 · 物理学 2007-05-23 Anders Johansen , Didier Sornette

Prediction of events in financial markets is every investor's dream and, usually, wishful thinking. From a more general, economic and societal viewpoint, the identification of indicators for large events is highly desirable to assess…

风险管理 · 定量金融 2022-08-11 Anton J. Heckens , Thomas Guhr

The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

混沌动力学 · 物理学 2024-09-09 Norbert Marwan , K. Hauke Kraemer

The occurrence of workplace accidents is described within the context of self-organized criticality, a theory from statistical physics that governs a wide range of phenomena across physics, biology, geosciences, economics, and the social…

物理与社会 · 物理学 2018-03-30 John C. Mauro , Brett Diehl , Richard F. Marcellin , Daniel J. Vaughn

Predicting panic is of critical importance in many areas of human and animal behavior, notably in the context of economics. The recent financial crisis is a case in point. Panic may be due to a specific external threat, or self-generated…

Catastrophic events, though rare, do occur and when they occur, they have devastating effects. It is, therefore, of utmost importance to understand the complexity of the underlying dynamics and signatures of catastrophic events, such as…

Simple models for ruptures along a heterogeneous earthquake fault zone are studied, focussing on the interplay between the roles of disorder and dynamical effects. A class of models are found to operate naturally at a critical point whose…

无序系统与神经网络 · 物理学 2009-10-30 Daniel S. Fisher , Karin Dahmen , Sharad Ramanathan , Yehuda Ben-Zion