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5 papers · 2 filters
Are volatility correlations in financial markets related to Omori processes occurring on all scales?
Philipp Weber, Fengzhong Wang, Irena Vodenska-Chitkushev +2
We analyze the memory in volatility by studying volatility return intervals, defined as the time between two consecutive fluctuations larger than a given threshold, in time periods…
Optimal Paths in Complex Networks with Correlated Weights: The World-wide Airport Network
Zhenhua Wu, Lidia A. Braunstein, Vittoria Colizza +3
We study complex networks with weights, , associated with each link connecting node and . The weights are chosen to be correlated with the network topology in the fo…
A Generalized Preferential Attachment Model for Business Firms Growth Rates: II. Mathematical Treatment
S. V. Buldyrev, F. Pammolli, M. Riccaboni +4
We present a preferential attachment growth model to obtain the distribution of number of units in the classes which may represent business firms or other socio-economic…
Divergent Time Scale in Axelrod Model Dynamics
F. Vazquez, S. Redner
We study the evolution of the Axelrod model for cultural diversity. We consider a simple version of the model in which each individual is characterized by two features, each of whi…
Dynamics of Helping Behavior and Networks in a Small World
Hang-Hyun Jo, Woo-Sung Jung, Hie-Tae Moon
To investigate an effect of social interaction on the bystanders' intervention in emergency situations a rescue model was introduced which includes the effects of the victim's acqu…