86 citations · 497 across the 75 of their papers we have counts for
4 papers · 1 filter
Deterministic Bak-Sneppen model. Lyapunov spectrum and avalanches as return times
R. Vilela Mendes
A deterministic version of the Bak-Sneppen model is studied. The role of the Lyapunov spectrum in the onset of scale-free behavior is established and avalanches are interpreted as…
Dynamics and coding of a biologically-motivated network
Carlos Aguirre, Joao Martins, R. Vilela Mendes
A four-node network consisting of a negative loop controlling a positive one is studied. It models some of the features of the p53 gene network. Using piecewise linear dynamics wit…
Some consequences of a noncommutative space-time structure
Rui Vilela Mendes
The existence of a fundamental length (or fundamental time) has been conjecture in many contexts. Here one discusses some consequences of a fundamental constant of this type, which…
Option pricing with fractional volatility
Rui Vilela Mendes, Maria Joao Oliveira
Based on empirical market data, a stochastic volatility model is proposed with volatility driven by fractional noise. The model is used to obtain a risk-neutrality option pricing f…