281 citations · 4.1k across the 191 of their papers we have counts for
16 papers · 1 filter
Complex-valued information entropy measure for networks with directed links (digraphs). Application to citations by community agents with opposite opinions
Giulia Rotundo, Marcel Ausloos
The notion of complex-valued information entropy measure is presented. It applies in particular to directed networks (digraphs). The corresponding statistical physics notions are o…
Statistical-mechanics approach to a reinforcement learning model with memory
Adam Lipowski, Krzysztof Gontarek, Marcel Ausloos
We introduce a two-player model of reinforcement learning with memory. Past actions of an iterated game are stored in a memory and used to determine player's next action. To examin…
The Ising model in a Bak-Tang-Wiesenfeld sandpile
Zbigniew Koza, Marcel Ausloos
We study the spin-1 Ising model with non-local constraints imposed by the Bak-Tang-Wiesenfeld sandpile model of self-organized criticality (SOC). The model is constructed as if the…
A Brownian particle having a fluctuating mass
R. Lambiotte, M. Ausloos
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as…
Effects of relaxation processes during deposition of anisotropic grains on a flat substrate
Kamil Trojan, Marcel Ausloos
The ballistic deposition on a one dimensional substrate of grains with one degree of freedom, called spin, is studied with respect to relaxation processes during deposition. The "s…
The durations of recession and prosperity: does their distribution follow a power or an exponential law?
Marcel Ausloos, Janusz Miskiewicz, Michele Sanglier
Following findings by Ormerod and Mounfield, Wright rises the problem whether a power or an exponential law describes the distribution of occurrences of economic recession periods.…
For A Lecture on Scientific Meteorology within Statistical ("Pure") Physics Concepts
Marcel Ausloos
Various aspects of modern statistical physics and meteorology can be tied together. Critical comments have to be made. However, the historical importance of the University of Wrocl…
A (reactive) lattice-gas approach to economic cycles
Marcel Ausloos, Paulette Clippe, Janusz Miśkiewicz +1
A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior under heterogeneous spatial economic conditions is reviewed. A birth-death lattice…
Model of macroeconomic evolution in stable regionally dependent economic fields
Marcel Ausloos, Paulette Clippe, Andrzej Pekalski
We develop a model for the evolution of economic entities within a geographical type of framework. On a square symmetry lattice made of three (economic) regions, firms, described b…
Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
K. Ivanova, M. Ausloos, H. Takayasu
The evolution of the probability distributions of Japan and US major market indices, NIKKEI 225 and NASDAQ composite index, and and currency exchange rates is d…
Generalized Technical Analysis. Effects of transaction volume and risk
M. Ausloos, K. Ivanova
We generalize the momentum indicator idea taking into account the volume of transactions as a multiplicative factor. We compare returns obtained following strategies based on the c…
Strategy for investments from Zipf law(s)
M. Ausloos, Ph. Bronlet
We have applied the Zipf method to extract the exponent for seven financial indices (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225), after having translated the si…
Crashes : symptoms, diagnoses and remedies
M. Ausloos, K. Ivanova, N. Vandewalle
A brief historical perspective is first given concerning financial crashes, - from the 17th till the 20th century. In modern times, it seems that log periodic oscillations are foun…
Power law correlations in the Southern Oscillation Index fluctuations characterizing El Nino
M. Ausloos, K. Ivanova
The southern oscillation index (SOI) is a characteristic of the El Nino phenomenon. SOI monthly averaged data is analyzed for the time interval 1866-2000. The tail of the cumulativ…
Financial Time Series and Statistical Mechanics
M. Ausloos
A few characteristic exponents describing power law behaviors of roughness, coherence and persistence in stochastic time series are compared to each other. Relevant techniques for…
False EUR exchange rates vs. DKK, CHF, JPY and USD. What is a strong currency?
K. Ivanova, M. Ausloos
The Euro (EUR) has been a currency introduced by the European Community on Jan. 01, 1999. This implies eleven countries of the European Union which have been found to meet the five…