Zhang, GangShu, YichenZhang, Tianqi
10页查看更多>>摘要：The dynamical behavior of the one-dimensional FitzHugh-Nagumo (FN) neural model under the co-excitation of cross-correlation multiplicative non-Gaussian noise and additive colored noise are investigated in this paper. Firstly, the one-dimensional Langevin equation of the FN model can be obtained by using the adiabatic elimination method. Then, the approximate Fokker-Planck equation (AFPE) is derived with functional methods, and the expressions of steady-state probability density function (PDF) and the mean first-passage time (MFPT) are obtained. Finally, the effects of different parameters on PDF and MFPT are discussed as a reflection of the properties of the FN neural model. Moreover, under certain conditions, noise enhanced stability (NES) effects can be induced by noise. (C) 2021 Elsevier B.V. All rights reserved.
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NSTL
Elsevier
Kreer, MarkusKizilersu, AyseThomas, Anthony W.
11页查看更多>>摘要：In a previous analysis the problem induced by "zero-inflation" in time series data (caused by high frequency trading in the electronic order book) was handled by left-truncating the waiting times between consecutive limit orders . We demonstrated, using rigorous statistical methods, that the truncated Weibull distribution describes the corresponding stochastic dynamics for the entire range of inter-arrival limit order waiting times, except for a region close to zero. However, since the truncated Weibull distribution was not able to describe the prodigious "zero-inflated" probability mass in the neighbourhood of zero (making up approximately 50% of the data for limit orders), it became clear that the entire probability distribution must be a mixture distribution of which the Weibull distribution is a significant part. To investigate this idea, we use a "censored expectation-maximization algorithm" to analyse the intertrade waiting times data for four selected stocks trading on the London Stock Exchange. The intertrade waiting times usually have a much lower percentage of zero inflation, typically around 2.5%. Making use of this new method and testing various mixture models, we show that the desired mixture consists of the Weibull distribution with the universal shape parameter of beta similar or equal to 0.57 plus an additional exponential distribution. This is the same value for the shape parameter found already in our previous study. The "1 exponential + 1 Weibull" mixture describes the intertrade waiting times extremely well at all time scales. While the Weibull component dominates in the transition and tail regions the exponential distribution explains the "zero-inflated" excess mass. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Sun, Peng GangChe, WanpingQuan, YiningWang, Shuzhen...
15页查看更多>>摘要：Unlike the scale-free (SF) architecture, random networks of the Erdos-Renyi (ER) are also called homogeneous networks consisting of the same kind of nodes because these nodes approximately have same degrees, which follow a Poisson distribution. This paper tries to demonstrate that this random network is actually heterogeneous, i.e., it is composed of different kinds of nodes by introducing a new metric, called B-index to quantify a node, defined as the extent that the node's removal can break down its neighborhood. One interesting phenomenon is observed on random networks, i.e., the distribution of B-index can be roughly divided into many sub-distributions with different scalings exhibiting a multi-scaling law. This phenomenon appears, fluctuates and disappears as the changes of random networks. In addition, the analysis of spreading dynamics on the susceptible infected recovered (SIR) model suggests that the nodes with the highest B index can alleviate the overlap problem of infected area of multiple origins, and are more influential for the spreading of epidemics, especially for the small number of origins. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Gaudiano, Marcos E.Revelli, Jorge A.
16页查看更多>>摘要：Despite the ubiquity of hierarchical structures found in every complex system, random initial conditions are preestablished in several Sociophysics models. In this work, we show the remarkable differences between both assumptions applied to the case of the renowned segregation Schelling model for minorities. It is found that, under a simple quasi non parametric Schelling model with structured initial conditions, the segregation phenomenon shows a local or short-range behavior, developing at the borders of the minority-majority agent pattern and leaving the macroscopic agent structure mostly unaltered. Besides, it is found that the highest uncontrollability regime pointed out in a previous article, perfectly corresponds to where system segregation blows up. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Papastamatiou, KonstantinosKarakasidis, Theodoros
20页查看更多>>摘要：Upfront bubble detection is one of the holy grails in Financial Markets. In the present paper, in order to archive this goal, we consider two different methods based on the Log Periodic Power Law. We implement this early detection algorithms in the Greek Stock Market, which is a relatively "shallow"and underdeveloped market. We have examined a period from 1997 until the end of 2019, an epoch before the rise of COVID-19 virus. Using this methodology, we managed to detect with a relatively good accuracy the formation and the critical time for both positive and negative financial bubbles that occurred during the examination period. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Echague, JuanCholvi, VicentFernandez, Antonio
8页查看更多>>摘要：An important issue in complex networks is to find efficient strategies for information delivery between a given sending node and its destination host. Whereas there is no doubt that the use of the congestion provides significant advantages for routing, it has been observed that there are some factors that greatly influence the behavior of the routing protocols that use it. In this paper we study the effect of two factors that greatly influence the behavior of congestion-aware routing protocols: updating all the paths at the same time and using information from a subset of the nodes to compute the paths. On one hand, we give explanations to these behaviors and, on the other hand, we quantitatively evaluate the effect of these factors on the performance of the routing protocols. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Zhu, HongmiaoWang, YumieYan, XinJin, Zhen...
12页查看更多>>摘要：The enterprise social media and the offline social network are the two main routes to disseminate the knowledge among employees in the enterprise. In this study, we propose an SIR knowledge dissemination model with enterprise social media and offline transmission routes in the multiplex network. Through the analysis and calculation, we obtain the threshold to distinguish whether a certain knowledge is disseminated or not in the multiplex network. Simulation experiments are carried out. The results demonstrate that if the review rate of the knowledge is smaller, the speed of dissem-ination of the knowledge is slower and the scope of dissemination of the knowledge is smaller. If employees appropriately use two routes to disseminate the knowledge comparing with only use one of the two routes, the speed of dissemination is faster and the scope of dissemination is wider. In addition, enterprise social media cannot replace offline transmission route completely in the dissemination of the knowledge. The face to face communication among employees by using offline transmission route still plays an important role. We also find that the efficiency of dissemination in the multiplex network with enterprise social media (scale-free sub-network) and offline transmission route (homogeneous sub-network) is higher than the efficiency of dissemination in the multiplex network with enterprise social media (homogeneous sub-network) and offline transmission route (homogeneous sub-network). (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Korichi, NabilBoumali, AbdelmalekHassanabadi, Hassan
18页查看更多>>摘要：In this paper, we investigate the fractional version of the one-dimensional relativistic oscillators. We apply some important definitions and properties of a new kind of fractional formalism on the Dirac oscillator (DO). By using a semiclassical approximation, the energy eigenvalues have been determined for the oscillator. The obtained results show a remarkable influence of the fractional parameter on the energy eigenvalues. By considering a unique energy spectrum, we present a simple numerical computation of the thermal properties of a defined energy spectrum of a system. the Euler- Maclaurin formula has been used to calculate the partition function and therefore the associated thermodynamics quantities. In addition, the eigensolutions of the fractional Dirac oscillator, based on the factorization method, have been determined. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Rehman, Mobeen UrAhmad, NasirVo, Xuan Vinh
19页查看更多>>摘要：Energy market is witnessed to have high integration with international equity markets ranging from traditional assets to newly introduced asset classes, especially after increased financialization during the last decade. We compare the connectedness between international oil market and socially responsible stocks before and during the recent pandemic COVID-19. Socially responsible stocks are increasingly becoming popular because of their social cause as well as less integration with other assets, however since their acceptance, have never been tested against the contagion phenomena. We utilize daily data ranging from March 2016 to June 2020 to investigate integration and spillover before and during COVID-19 period. Our methodological framework includes asymmetric multifractal detrended approach, network connectedness and conditional diversification measures. Our sampled SRI funds exhibit multifractal behaviour and share bidirectional spillover with oil. The SRI funds demonstrate good hedging abilities during normal and COVID-19 period and for similar reason are suggested as optimal asset together with oil futures in a portfolio. Furthermore, these SRI funds yield optimal diversification benefits with oil futures under bearish market conditions. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
