Physica A: Statistical Mechanics and its Applications

1975 - 2025

Current editor(s): K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

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Volume 382, issue 2, 2007

Fractal growth of deposited films in tokamaks pp. 359-377

Viacheslav Petrovich Budaev and Leonid N. Khimchenko

On the theory of rheological properties of magnetic suspensions pp. 378-388

A. Yu Zubarev and L. Yu Iskakova

Viscous potential flow analysis of Kelvin–Helmholtz instability with mass transfer and vaporization pp. 389-404

Rishi Asthana and G.S. Agrawal

Entropic and conformational study of isolated double-tethered chains by three-dimensional lattice simulations pp. 405-414

Kazuhito Shida, Atsuo Kasuya and Yoshiyuki Kawazoe

Stochastic resonance in linear system driven by multiplicative and additive noise pp. 415-422

Lijuan Ning and Wei Xu

Coherence and stochastic resonance in a delayed bistable system pp. 423-429

Yanfei Jin and Haiyan Hu

Transient solution of a random walk with chemical rule pp. 430-438

A.M.K. Tarabia and A.H. El-Baz

Periodical cicadas: A minimal automaton model pp. 439-444

Giovano de O. Cardozo, Daniel de A.M.M. Silvestre and Alexandre Colato

A comment on the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker–Planck equations” by T.D. Frank pp. 445-452

Joseph L. McCauley

A mini-tutorial on measure-valued Markov processes and nonlinear martingale problems—As a reply to McCauley's comment pp. 453-464

T.D. Frank

Generalized entropy optimization problems and the existence of their solutions pp. 465-472

Aladdin Shamilov

Kinetic, time irreversible evolution of the unstable π±-meson pp. 473-486

S.Eh. Shirmovsky

Darboux transformations for the isospectral and nonisospectral mKP equation pp. 487-493

Shu-fang Deng

Phase properties of new even and odd nonlinear coherent states pp. 494-501

Xiang-Guo Meng, Ji-Suo Wang and Bao-Long Liang

Finite difference lattice Boltzmann method with arbitrary specific heat ratio applicable to supersonic flow simulations pp. 502-522

Minoru Watari

Extremum complexity distribution of a monodimensional ideal gas out of equilibrium pp. 523-530

Xavier Calbet and Ricardo López-Ruiz

Phase transition in a three-states reaction–diffusion system pp. 531-536

F.H. Jafarpour and B. Ghavami

Scattering problem with nonlocal separable potential of rank-two: Application to statistical mechanics pp. 537-548

Nader Tahmasbi and Ali Maghari

Classification of spontaneous EEG signals in migraine pp. 549-556

R. Bellotti, F. De Carlo, M. de Tommaso and M. Lucente

Equity prices as a simple harmonic oscillator with noise pp. 557-564

Ali Ataullah and Mark Tippett

Random matrix theory and fund of funds portfolio optimisation pp. 565-576

Thomas Conlon, H.J. Ruskin and M. Crane

Volatilities, traded volumes, and the hypothesis of price increments in derivative securities pp. 577-585

Gyuchang Lim, SooYong Kim, Enrico Scalas and Kyungsik Kim

Statistical techniques analysis of SST and SLP in the Persian Gulf pp. 586-596

S. Hassanzadeh, A. Kiasatpour and F. Hosseinibalam

The elliptical dimension of space-time atmospheric stratification of passive admixtures using lidar data pp. 597-615

A. Radkevich, S. Lovejoy, K. Strawbridge and D. Schertzer

Life-space foam: A medium for motivational and cognitive dynamics pp. 616-630

Vladimir Ivancevic and Eugene Aidman

Cellular automaton model for evacuation process with obstacles pp. 631-642

A. Varas, M.D. Cornejo, D. Mainemer, B. Toledo, J. Rogan, V. Muñoz and J.A. Valdivia

Scaling laws and the modern city pp. 643-649

Antonio Isalgue, Helena Coch and Rafael Serra

Quantum game theory and open access publishing pp. 650-664

Matthias Hanauske, Steffen Bernius and Berndt Dugall

A directed network of Greek and Roman mythology pp. 665-671

Yeon-Mu Choi and Hyun-Joo Kim

Synchronization-based approach for parameters identification in delayed chaotic neural networks pp. 672-682

Jianquan Lu and Jinde Cao

Exploring the origins of the power-law properties of energy landscapes: An egg-box model pp. 683-692

Claire P. Massen, Jonathan P.K. Doye and Rupert W. Nash

Empirical analysis of a scale-free railway network in China pp. 693-703

W. Li and X. Cai

On competitive relationship networks: A new method for industrial competition analysis pp. 704-714

Jianmei Yang, Lvping Lu, Wangdan Xie, Guanrong Chen and Dong Zhuang

Epidemic spreading on uncorrelated heterogenous networks with non-uniform transmission pp. 715-721

Jia-zeng Wang, Zeng-rong Liu and Jianhua Xu

Improving consensus and synchronizability of networks of coupled systems via adding links pp. 722-730

Degang Xu, Yanjun Li and Tie-Jun Wu

Tuning degree distributions: Departing from scale-free networks pp. 731-738

C.C. Leary, M. Schwehm, M. Eichner and H.P. Duerr

Emergence of the self-similar property in gene expression dynamics pp. 739-752

T. Ochiai, J.C. Nacher and T. Akutsu

Entanglement dynamics of qubits in a common environment pp. 753-764

Jun-Hong An, Shun-Jin Wang and Hong-Gang Luo

Volume 382, issue 1, 2007

Detecting the traders’ strategies in minority–majority games and real stock-prices pp. 1-8

V. Alfi, A. De Martino, L. Pietronero and A. Tedeschi

Detrending moving average algorithm: A closed-form approximation of the scaling law pp. 9-15

Sergio Arianos and Anna Carbone

Clusters or networks of economies? A macroeconomy study through Gross Domestic Product pp. 16-21

Marcel Ausloos and R. Lambiotte

Bayesian Networks for enterprise risk assessment pp. 22-28

C.E. Bonafede and Paolo Giudici

The demise of constant price impact functions and single-time step models of speculation pp. 29-35

Damien Challet

Ideal-gas-like market models with savings: Quenched and annealed cases pp. 36-41

Arnab Chatterjee and Bikas K. Chakrabarti

A natural value unit—Econophysics as arbiter between finance and economics pp. 42-51

Steivan Defilla

Contagion effects in a chartist–fundamentalist model with time delays pp. 52-57

Ghassan Dibeh

On the integrated behaviour of non-stationary volatility in stock markets pp. 58-65

Andreia Dionisio, Rui Menezes and Diana A. Mendes

The dynamics of traded value revisited pp. 66-72

Zoltán Eisler and János Kertész

Asymmetric conditional volatility in international stock markets pp. 73-80

Nuno B. Ferreira, Rui Menezes and Diana A. Mendes

A unified econophysics explanation for the power-law exponents of stock market activity pp. 81-88

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou and Eugene Stanley

Reflections on modern macroeconomics: Can we travel along a safer road? pp. 89-97

Edoardo Gaffeo, Michele Catalano, Fabio Clementi, Domenico Delli Gatti, Mauro Gallegati and Alberto Russo

Price forecast in the competitive electricity market by support vector machine pp. 98-113

Ciwei Gao, Ettore Bompard, Roberto Napoli and Haozhong Cheng

Modeling long-range memory trading activity by stochastic differential equations pp. 114-120

V. Gontis and B. Kaulakys

Non-parametric extraction of implied asset price distributions pp. 121-128

Jerome V. Healy, Maurice Dixon, Brian J. Read and Fang Fang Cai

Effective history length of the minority game pp. 129-137

Chia-Hsiang Hung and Sy-Sang Liaw

Response of firm agent network to exogenous shock pp. 138-148

Yuichi Ikeda, Hideaki Aoyama, Hiroshi Iyetomi, Yoshi Fujiwara, Wataru Souma and Taisei Kaizoji

Self-consistent asset pricing models pp. 149-171

Yannick Malevergne and D. Sornette

Stock price fluctuations and the mimetic behaviors of traders pp. 172-178

Jun-ichi Maskawa

Delayed information flow effect in economy systems. An ACP model study pp. 179-186

Janusz Miśkiewicz and Marcel Ausloos

Analysis of price diffusion in financial markets using PUCK model pp. 187-192

Takayuki Mizuno, Hideki Takayasu and Misako Takayasu

Medium and small-scale analysis of financial data pp. 193-198

Andreas P. Nawroth and Joachim Peinke

Topology of foreign exchange markets using hierarchical structure methods pp. 199-208

Michael Naylor, Lawrence Rose and Brendan J. Moyle

Market efficiency in foreign exchange markets pp. 209-212

Gabjin Oh, Seunghwan Kim and Cheoljun Eom

Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model pp. 213-218

Josep Perelló

Stylized facts in internal rates of return on stock index and its derivative transactions pp. 219-227

Lukáš Pichl, Taisei Kaizoji and Takuya Yamano

Geometry of financial markets—Towards information theory model of markets pp. 228-234

Edward Piotrowski and Jan Sladkowski

On the maximum drawdown during speculative bubbles pp. 235-246

Giulia Rotundo and Mauro Navarra

Asset price dynamics in a financial market with heterogeneous trading strategies and time delays pp. 247-257

Alessandro Sansone and Giuseppe Garofalo

Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach pp. 258-270

Aki-Hiro Sato

A mechanism to derive multi-power law functions: An application in the econophysics framework pp. 271-277

A.M. Scarfone

Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study pp. 278-285

A. Christian Silva and Victor Yakovenko

Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance pp. 286-301

H.E. Stanley, Xavier Gabaix, Parameswaran Gopikrishnan and Vasiliki Plerou

Periodic attractors of random truncator maps pp. 302-310

Ted Theodosopoulos and Robert Boyer

Hitting time distributions in financial markets pp. 311-320

Davide Valenti, Bernardo Spagnolo and Giovanni Bonanno

Stochastic model for market stocks with floors pp. 321-329

Javier Villarroel

Analysis of a Japan government intervention on the domestic agriculture market pp. 330-335

Nikolay K. Vitanov, Kenshi Sakai, Ivan P. Jordanov, Shunsuke Managi and Katsuhiko Demura

Extracting the exponential behaviors in the market data pp. 336-339

Kota Watanabe, Hideki Takayasu and Misako Takayasu

Characterization of foreign exchange market using the threshold-dealer-model pp. 340-346

Kenta Yamada, Hideki Takayasu and Misako Takayasu

The matrix rate of return pp. 347-353

Anna Zambrzycka and Edward Piotrowski