224 citations · 2.6k across the 81 of their papers we have counts for
10 papers · 1 filter
Nonlinear evolution of surface morphology in InAs/AlAs superlattices via surface diffusion
O. Caha, V. Holý, Kevin E. Bassler
Continuum simulations of self-organized lateral compositional modulation growth in InAs/AlAs short-period superlattices on InP substrate are presented. Results of the simulations c…
Canalization and Symmetry in Boolean Models for Genetic Regulatory Networks
C. J. Olson Reichhardt, Kevin E. Bassler
Canalization of genetic regulatory networks has been argued to be favored by evolutionary processes due to the stability that it can confer to phenotype expression. We explore whet…
Nonstationary Increments, Scaling Distributions, and Variable Diffusion Processes in Financial Markets
Kevin E. Bassler, Joseph L. McCauley, Gemunu H. Gunaratne
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this pr…
Hurst Exponents, Markov Processes, and Fractional Brownian motion
Joseph L. McCauley, Gemunu H. Gunaratne, Kevin E. Bassler
There is much confusion in the literature over Hurst exponents. Recently, we took a step in the direction of eliminating some of the confusion. One purpose of this paper is to illu…
Optimal routing on complex networks
Bogdan Danila, Yong Yu, John A. Marsh +1
We present a novel heuristic algorithm for routing optimization on complex networks. Previously proposed routing optimization algorithms aim at avoiding or reducing link overload.…
Linear vs. Nonlinear Diffusion and Martingale Option Pricing
J. L. McCauley, G. H. Gunaratne, K. E. Bassler
First, classes of Markov processes that scale exactly with a Hurst exponent H are derived in closed form. A special case of one class is the Tsallis density, advertised elsewhere a…
Martingale Option Pricing
J. L. McCauley, G. H. Gunaratne, K. E. Bassler
We show that our generalization of the Black-Scholes partial differential equation (pde) for nontrivial diffusion coefficients is equivalent to a Martingale in the risk neutral dis…
Emergent Criticality from Co-evolution in Random Boolean Networks
Min Liu, Kevin E. Bassler
The co-evolution of network topology and dynamics is studied in an evolutionary Boolean network model that is a simple model of gene regulatory network. We find that a critical sta…
Congestion-gradient driven transport on complex networks
Bogdan Danila, Yong Yu, Samuel Earl +3
We present a study of transport on complex networks with routing based on local information. Particles hop from one node of the network to another according to a set of routing rul…
Markov Processes, Hurst Exponents, and Nonlinear Diffusion Equations with application to finance
Kevin E. Bassler, Gemunu H. Gunaratne, Joseph L. McCauley
We show by explicit closed form calculations that a Hurst exponent H that is not 1/2 does not necessarily imply long time correlations like those found in fractional Brownian motio…