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Details about Marcel Ausloos

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Workplace:universite de liege
School of Management, Leicester University, (more information at EDIRC)

Access statistics for papers by Marcel Ausloos.

Last updated 2016-12-14. Update your information in the RePEc Author Service.

Short-id: pau47


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Working Papers

2016

  1. Modelling and Measuring the Irrational behaviour of Agents in Financial Markets: Discovering the Psychological Soliton
    Papers, arXiv.org Downloads View citations (1)
  2. On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in International Review of Financial Analysis (2016)
  3. Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law
    Papers, arXiv.org Downloads View citations (1)
  4. Studies on Regional Wealth Inequalities: the case of Italy
    Papers, arXiv.org Downloads

2015

  1. Cross Ranking of Cities and Regions: Population vs. Income
    Papers, arXiv.org Downloads View citations (1)
  2. Effect of religious rules on time of conception in Romania from 1905 to 2001
    Papers, arXiv.org Downloads View citations (2)
  3. Statistics on babies? names reflects the traditional regions in United States
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads

2014

  1. A biased view of a few possible components when reflecting on the present decade financial and economic crisis
    Papers, arXiv.org Downloads
  2. Assessing the Inequalities of Wealth in Regions: the Italian Case
    Papers, arXiv.org Downloads
  3. Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions
    Papers, arXiv.org Downloads View citations (10)
  4. Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2015)
  5. Spatial interactions in agent-based modeling
    Papers, arXiv.org Downloads

2013

  1. Econophysics: Comments on a few Applications, Successes, Methods, & Models
    Papers, arXiv.org Downloads View citations (2)

2012

  1. Benford's law and Theil transform of financial data
    Papers, arXiv.org Downloads View citations (15)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)
  2. Econophysics in Belgium. The first (?) 15 years
    Papers, arXiv.org Downloads
  3. Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]
    Papers, arXiv.org Downloads View citations (6)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)

2009

  1. Has the world economy reached its globalization limit?
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2010)

2008

  1. Convergence and cluster structures in EU area according to fluctuations in macroeconomic indices
    Papers, arXiv.org Downloads View citations (8)
    See also Journal Article in Journal of Economic Integration (2008)

2006

  1. Econophysics of Stock and Foreign Currency Exchange Markets
    Papers, arXiv.org Downloads View citations (3)
  2. Microeconomic co-evolution model for financial technical analysis signals
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)

2005

  1. Recurrence analysis of the NASDAQ crash of April 2000
    Papers, arXiv.org Downloads View citations (4)
  2. Risk portofolio management under Zipf analysis based strategies
    Papers, arXiv.org Downloads View citations (1)

2004

  1. A (reactive) lattice-gas approach to economic cycles
    Papers, arXiv.org Downloads View citations (6)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
  2. The durations of recession and prosperity: does their distribution follow a power or an exponential law?
    Papers, arXiv.org Downloads View citations (13)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)

2003

  1. Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
    Papers, arXiv.org Downloads View citations (1)

2002

  1. Empirical Analysis of Time Series
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Generalized Technical Analysis. Effects of transaction volume and risk
    Papers, arXiv.org Downloads View citations (1)
  3. Strategy for investments from Zipf law(s)
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2003)

2001

  1. Correlations Between Reconstructed EUR Exchange Rates vs. CHF, DKK, GBP, JPY and USD
    Papers, arXiv.org Downloads View citations (4)
  2. Crashes: symptoms, diagnoses and remedies
    Papers, arXiv.org Downloads View citations (4)
  3. False EUR exchange rates vs. DKK, CHF, JPY and USD. What is a strong currency?
    Papers, arXiv.org Downloads View citations (3)

2000

  1. Time is money
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

Journal Articles

2016

  1. Day of the week effect in paper submission/acceptance/rejection to/in/by peer review journals
    Physica A: Statistical Mechanics and its Applications, 2016, 456, (C), 197-203 Downloads View citations (1)
  2. Inferring cultural regions from correlation networks of given baby names
    Physica A: Statistical Mechanics and its Applications, 2016, 445, (C), 169-175 Downloads
  3. On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis
    International Review of Financial Analysis, 2016, 47, (C), 7-14 Downloads View citations (2)
    See also Working Paper (2016)
  4. Quantifying the quality of peer reviewers through Zipf’s law
    Scientometrics, 2016, 106, (1), 347-368 Downloads View citations (1)
  5. Religion-based urbanization process in Italy: statistical evidence from demographic and economic data
    Quality & Quantity: International Journal of Methodology, 2016, 50, (4), 1539-1565 Downloads View citations (1)
  6. Review time in peer review: quantitative analysis and modelling of editorial workflows
    Scientometrics, 2016, 107, (1), 271-286 Downloads View citations (2)

2015

  1. Assessing the true role of coauthors in the h-index measure of an author scientific impact
    Physica A: Statistical Mechanics and its Applications, 2015, 422, (C), 136-142 Downloads View citations (4)
  2. Breakdown of Benford’s law for birth data
    Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 736-745 Downloads View citations (6)
  3. Coherent measures of the impact of co-authors in peer review journals and in proceedings publications
    Physica A: Statistical Mechanics and its Applications, 2015, 438, (C), 568-578 Downloads
  4. Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data
    Physica A: Statistical Mechanics and its Applications, 2015, 421, (C), 187-207 Downloads View citations (2)
    See also Working Paper (2014)
  5. Hurst exponent of very long birth time series in XX century Romania. Social and religious aspects
    Physica A: Statistical Mechanics and its Applications, 2015, 429, (C), 109-117 Downloads View citations (1)
  6. Statistical assessment of regional wealth inequalities: the Italian case
    Quality & Quantity: International Journal of Methodology, 2015, 49, (6), 2307-2323 Downloads View citations (2)
  7. Test of two hypotheses explaining the size of populations in a system of cities
    Journal of Applied Statistics, 2015, 42, (12), 2686-2693 Downloads

2012

  1. Benford’s law and Theil transform of financial data
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (24), 6556-6567 Downloads View citations (16)
    See also Working Paper (2012)
  2. Econophysics of a religious cult: The Antoinists in Belgium [1920–2000]
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (11), 3190-3197 Downloads View citations (6)
    See also Working Paper (2012)

2010

  1. Dynamic peer-to-peer competition
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (13), 2628-2636 Downloads View citations (4)
  2. Has the world economy reached its globalization limit?
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (4), 797-806 Downloads View citations (15)
    See also Working Paper (2009)
  3. Organization of networks with tagged nodes and biased links: A priori distinct communities
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (23), 5479-5494 Downloads View citations (1)
  4. Punctuation effects in english and esperanto texts
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (14), 2835-2840 Downloads View citations (1)
  5. Verhulst–Lotka–Volterra (VLV) model of ideological struggle
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4970-4980 Downloads View citations (8)

2009

  1. Hierarchical structures in the Gross Domestic Product per capita fluctuation in Latin American countries
    Physica A: Statistical Mechanics and its Applications, 2009, 388, (17), 3527-3535 Downloads View citations (6)
  2. Statistical dynamics of religion evolutions
    Physica A: Statistical Mechanics and its Applications, 2009, 388, (20), 4438-4444 Downloads View citations (9)
  3. Statistical mechanics approach to a reinforcement learning model with memory
    Physica A: Statistical Mechanics and its Applications, 2009, 388, (9), 1849-1856 Downloads View citations (1)

2008

  1. Clusters in weighted macroeconomic networks: the EU case. Introducing the overlapping index of GDP/capita fluctuation correlations
    The European Physical Journal B: Condensed Matter and Complex Systems, 2008, 63, (4), 533-539 Downloads View citations (4)
  2. Convergence and Cluster Structures in EU Area according to Fluctuations in Macroeconomic Indices
    Journal of Economic Integration, 2008, 23, 297-330 View citations (8)
    See also Working Paper (2008)
  3. Correlation measure to detect time series distances, whence economy globalization
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (26), 6584-6594 Downloads View citations (9)
  4. Effects of agents' mobility on opinion spreading in Sznajd model
    The European Physical Journal B: Condensed Matter and Complex Systems, 2008, 66, (1), 115-124 Downloads View citations (2)
  5. Equilibrium and dynamic methods when comparing an English text and its Esperanto translation
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (25), 6411-6420 Downloads
  6. High frequency intrinsic modes in El Niño/Southern Oscillation Index
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (21), 5246-5254 Downloads
  7. Power law for the duration of recession and prosperity in Latin American countries
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (25), 6330-6336 Downloads View citations (2)
  8. Risk of population extinction from periodic and abrupt changes of environment
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (11), 2526-2534 Downloads

2007

  1. Cluster structure of EU-15 countries derived from the correlation matrix analysis of macroeconomic index fluctuations
    The European Physical Journal B: Condensed Matter and Complex Systems, 2007, 57, (2), 139-146 Downloads View citations (9)
  2. Clusters or networks of economies? A macroeconomy study through Gross Domestic Product
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 16-21 Downloads View citations (27)
  3. Delayed information flow effect in economy systems. An ACP model study
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 179-186 Downloads View citations (3)
  4. Drastic events make evolving networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2007, 57, (1), 89-94 Downloads View citations (1)
  5. Energy and number of collision fluctuations in inelastic gases
    Physica A: Statistical Mechanics and its Applications, 2007, 375, (1), 227-232 Downloads
  6. Generating synthetic time series from Bak–Sneppen co-evolution model mixtures
    Physica A: Statistical Mechanics and its Applications, 2007, 384, (2), 359-367 Downloads View citations (2)
  7. Microeconomic co-evolution model for financial technical analysis signals
    Physica A: Statistical Mechanics and its Applications, 2007, 373, (C), 569-585 Downloads View citations (1)
    See also Working Paper (2006)
  8. Model of wealth and goods dynamics in a closed market
    Physica A: Statistical Mechanics and its Applications, 2007, 373, (C), 560-568 Downloads View citations (8)
  9. The Ising model in a Bak–Tang–Wiesenfeld sandpile
    Physica A: Statistical Mechanics and its Applications, 2007, 375, (1), 199-211 Downloads
  10. Tsallis non-extensive statistical mechanics of El Niño southern oscillation index
    Physica A: Statistical Mechanics and its Applications, 2007, 373, (C), 721-736 Downloads View citations (1)
  11. Word statistics in Blogs and RSS feeds: Towards empirical universal evidence
    Journal of Informetrics, 2007, 1, (4), 277-286 Downloads View citations (2)

2006

  1. Endo- vs. exogenous shocks and relaxation rates in book and music “sales”
    Physica A: Statistical Mechanics and its Applications, 2006, 362, (2), 485-494 Downloads View citations (6)
  2. On the genre-fication of music: a percolation approach
    The European Physical Journal B: Condensed Matter and Complex Systems, 2006, 50, (1), 183-188 Downloads View citations (1)
  3. Time-evolving distribution of time lags between commercial airline disasters
    Physica A: Statistical Mechanics and its Applications, 2006, 362, (2), 513-524 Downloads View citations (2)

2005

  1. Effects of relaxation processes during deposition of anisotropic grains on a flat substrate
    Physica A: Statistical Mechanics and its Applications, 2005, 351, (2), 332-346 Downloads
  2. Granular matter: A wonderful world of clusters in far-from-equilibrium systems
    Physica A: Statistical Mechanics and its Applications, 2005, 357, (2), 337-349 Downloads

2004

  1. A (reactive) lattice-gas approach to economic cycles
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 1-7 Downloads View citations (5)
    See also Working Paper (2004)
  2. A logistic map approach to economic cycles. (I). The best adapted companies
    Physica A: Statistical Mechanics and its Applications, 2004, 336, (1), 206-214 Downloads View citations (7)
  3. Evolution of economic entities under heterogeneous political/environmental conditions within a Bak–Sneppen-like dynamics
    Physica A: Statistical Mechanics and its Applications, 2004, 332, (C), 394-402 Downloads View citations (13)
  4. Model of macroeconomic evolution in stable regionally dependent economic fields
    Physica A: Statistical Mechanics and its Applications, 2004, 337, (1), 269-287 Downloads View citations (6)
  5. Searching for self-similarity in switching time and turbulent cascades in ion transport through a biochannel. A time delay asymmetry
    Physica A: Statistical Mechanics and its Applications, 2004, 336, (3), 319-333 Downloads View citations (1)
  6. Statistical physics in meteorology
    Physica A: Statistical Mechanics and its Applications, 2004, 336, (1), 93-101 Downloads
  7. The durations of recession and prosperity: does their distribution follow a power or an exponential law?
    Physica A: Statistical Mechanics and its Applications, 2004, 339, (3), 548-558 Downloads View citations (17)
    See also Working Paper (2004)

2003

  1. Limit current density in 2D metallic granular packings
    The European Physical Journal B: Condensed Matter and Complex Systems, 2003, 34, (2), 201-204 Downloads
  2. Magnetically controlled ballistic deposition. A model of polydisperse granular packing
    Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 492-510 Downloads
  3. Simple model for the dynamics of correlations in the evolution of economic entities under varying economic conditions
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 330-337 Downloads View citations (10)
  4. Strategy for investments from Zipf law(s)
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 30-37 Downloads View citations (1)
    See also Working Paper (2002)

2002

  1. A case study of stratus cloud base height multifractal fluctuations
    Physica A: Statistical Mechanics and its Applications, 2002, 308, (1), 518-532 Downloads View citations (5)

2001

  1. Application of dwell-time series in studies of long-range correlation in single channel ion transport: analysis of ion current through a big conductance locust potassium channel
    Physica A: Statistical Mechanics and its Applications, 2001, 297, (1), 79-96 Downloads View citations (1)

2000

  1. Gas-kinetic theory and Boltzmann equation of share price within an equilibrium market hypothesis and ad hoc strategy
    Physica A: Statistical Mechanics and its Applications, 2000, 284, (1), 385-392 Downloads View citations (5)
  2. Introducing False EUR and False EUR exchange rates
    Physica A: Statistical Mechanics and its Applications, 2000, 286, (1), 353-366 Downloads View citations (13)
  3. Simultaneous measurements of thermal diffusivity, thermal conductivity and thermopower with application to copper and ceramic superconductors
    The European Physical Journal B: Condensed Matter and Complex Systems, 2000, 13, (3), 437-443 Downloads
  4. Statistical physics in foreign exchange currency and stock markets
    Physica A: Statistical Mechanics and its Applications, 2000, 285, (1), 48-65 Downloads View citations (38)

1999

  1. Application of the detrended fluctuation analysis (DFA) method for describing cloud breaking
    Physica A: Statistical Mechanics and its Applications, 1999, 274, (1), 349-354 Downloads View citations (11)
  2. Applications of statistical physics to economic and financial topics
    Physica A: Statistical Mechanics and its Applications, 1999, 274, (1), 229-240 Downloads View citations (13)
  3. Atmospheric data analysis with the i-variability diagram method: hint to fractional Brownian motion-like phenomena for the inner structure of clouds
    Physica A: Statistical Mechanics and its Applications, 1999, 272, (1), 269-277 Downloads
  4. Evolution on trees: a brief review about the extinctions of species, and the case of genocide in a Darwinistic punctuated equilibrium evolution model
    Physica A: Statistical Mechanics and its Applications, 1999, 273, (1), 33-45 Downloads
  5. Low-order variability diagrams for short-range correlation evidence in financial data: BGL-USD exchange rate, Dow Jones industrial average, gold ounce price
    Physica A: Statistical Mechanics and its Applications, 1999, 265, (1), 279-291 Downloads View citations (1)
  6. Monte-Carlo analysis of tracer diffusion mechanisms in YBa 2 Cu 3 O 6+c
    The European Physical Journal B: Condensed Matter and Complex Systems, 1999, 11, (3), 369-375 Downloads
    Also in The European Physical Journal B: Condensed Matter and Complex Systems, 1999, 11, (3), 369-375 (1999) Downloads
  7. Precise (m,k)-Zipf diagram analysis of mathematical and financial time series when m=6, k=2
    Physica A: Statistical Mechanics and its Applications, 1999, 270, (3), 526-542 Downloads View citations (1)
  8. The moving averages demystified
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 170-176 Downloads View citations (3)
  9. The n-Zipf analysis of financial data series and biased data series
    Physica A: Statistical Mechanics and its Applications, 1999, 268, (1), 240-249 Downloads View citations (3)

1998

  1. Lattice gas model of gradual evolution
    Physica A: Statistical Mechanics and its Applications, 1998, 248, (1), 155-164 Downloads View citations (2)
  2. The crash of October 1987 seen as a phase transition: amplitude and universality
    Physica A: Statistical Mechanics and its Applications, 1998, 255, (1), 201-210 Downloads View citations (15)

1997

  1. Analysis of TbZn resistivity temperature derivative above the Curie point using singular fitting equations
    Physica A: Statistical Mechanics and its Applications, 1997, 242, (1), 150-160 Downloads View citations (1)
  2. Coherent and random sequences in financial fluctuations
    Physica A: Statistical Mechanics and its Applications, 1997, 246, (3), 454-459 Downloads View citations (32)
  3. The boundary of “life” for a self-organized critical evolution: the role of the interaction range
    Physica A: Statistical Mechanics and its Applications, 1997, 245, (3), 494-502 Downloads

1996

  1. Exact solution of the dynamic epidemic model on the Bethe lattice
    Physica A: Statistical Mechanics and its Applications, 1996, 230, (1), 1-10 Downloads

1980

  1. Critical temperature of inhomogeneous mixtures of Ising and Heisenberg substances
    Physica A: Statistical Mechanics and its Applications, 1980, 101, (2), 507-517 Downloads
 
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