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We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volatility the bid-ask spread, the bid-ask…

交易与市场微观结构 · 定量金融 2009-10-26 Bence Toth , Janos Kertesz , J. Doyne Farmer

We introduce cluster dynamical models of conflicts in which only the largest cluster can be involved in an action. This mimics the situations in which an attack is planned by a central body, and the largest attack force is used. We study…

物理与社会 · 物理学 2010-01-19 Bosiljka Tadic , G. J. Rodgers

This paper studies a class of consensus dynamics where the interactions between agents are affected by a time-varying unknown scaling factor. This situation is encountered in the control of robotic fleets over a wireless network or in…

系统与控制 · 电气工程与系统科学 2025-11-14 Zoltan Nagy , Irinel-Constantin Morarescu , Lucian Busoniu

We consider open multi-agent systems. Unlike the systems usually studied in the literature, here agents may join or leave while the process studied takes place. The system composition and size evolve thus with time. We focus here on systems…

多智能体系统 · 计算机科学 2017-09-18 Julien M. Hendrickx , Samuel Martin

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

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

混沌动力学 · 物理学 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

Our experience of web access slowing down is a consequence of the aggregated web access pattern of web users. This is just one example among several human oriented services which are strongly affected by human activity patterns. Recent…

物理与社会 · 物理学 2009-11-11 Alexei Vazquez

The dynamics of a tagged particle immersed in a fluid of particles of the same size but different mass is studied when the system is confined between two hard parallel plates separated a distance smaller than twice the diameter of the…

统计力学 · 物理学 2022-12-06 P. Maynar , M. I. García de Soria , J. Javier Brey

The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…

统计金融 · 定量金融 2015-06-12 Guannan Zhao , Mark McDonald , Dan Fenn , Stacy Williams , Neil F. Johnson

Scaling has been proposed as a powerful tool to analyze the properties of complex systems, and in particular for cities where it describes how various properties change with population. The empirical study of scaling on a wide range of…

物理与社会 · 物理学 2018-04-18 Jules Depersin , Marc Barthelemy

For the study of information propagation, one fundamental problem is uncovering universal laws governing the dynamics of information propagation. This problem, from the microscopic perspective, is formulated as estimating the propagation…

社会与信息网络 · 计算机科学 2014-06-19 Junming Huang , Chao Li , Wen-Qiang Wang , Hua-Wei Shen , Guojie Li , Xue-Qi Cheng

Recent analysis of social communications among humans has revealed that the interval between interactions for a pair of individuals and for an individual often follows a long-tail distribution. We investigate the effect of such a…

物理与社会 · 物理学 2011-09-28 Taro Takaguchi , Naoki Masuda

A one-dimensional diagonal tight binding electronic system with correlated disorder is investigated. The correlation of the random potential is exponentially decaying with distance and its correlation length diverges as the concentration of…

无序系统与神经网络 · 物理学 2009-11-11 I Avgin

Recent work on stochastic interacting particle systems with two particle species (or single-species systems with kinematic constraints) has demonstrated the existence of spontaneous symmetry breaking, long-range order and phase coexistence…

统计力学 · 物理学 2016-08-16 Gunter M. Schütz

The intermittent burst dynamics during the slow drainage of a porous medium is studied experimentally. We have shown that this system satisfies a set of conditions known to be true for critical systems, such as intermittent activity with…

流体动力学 · 物理学 2017-06-14 Marcel Moura , Knut Jørgen Måløy , Renaud Toussaint

We focus on the statistics of word occurrences and of the waiting times between such occurrences in Blogs. Due to the heterogeneity of words' frequencies, the empirical analysis is performed by studying classes of "frequently-equivalent"…

信息论 · 计算机科学 2012-09-25 R. Lambiotte , M. Ausloos , M. Thelwall

Complex systems, when poised near a critical point of a phase transition between order and disorder, exhibit a dynamics comprising a scale-free mixture of order and disorder which is universal, i.e. system-independent (1-5). It allows…

神经元与认知 · 定量生物学 2009-12-31 Dietmar Plenz , Dante R. Chialvo

We address the system-size dependence of typical plastic flow events when an amorphous solid is put under a fixed external strain rate at a finite temperature. For system sizes that are accessible to numerical simulations at reasonable…

统计力学 · 物理学 2015-05-13 H. G. E. Hentschel , Smarajit Karmakar , Edan Lerner , Itamar Procaccia

We investigate quench dynamics in a one-dimensional spin model, comparing both quantum and classical descriptions. Our primary focus is on the different timescales involved in the evolution of the observables as they approach statistical…

统计力学 · 物理学 2024-11-21 Fausto Borgonovi , Felix M. Izrailev , Lea F. Santos

We study a coarsening process of one-dimensional cell complexes. We show that if cell boundaries move with velocities proportional to the difference in size of neighboring cells, then the average cell size grows at a prescribed exponential…

概率论 · 数学 2015-12-03 Emanuel Lazar , Robin Pemantle