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 344, issue 3, 2004

Quantum q-divergence pp. 359-365

Sumiyoshi Abe

Oscillatory behavior of the specific heat at low temperature in quasiperiodic structures pp. 366-371

E.L. Albuquerque, C.G. Bezerra, P.W. Mauriz and M.S. Vasconcelos

Nonextensive statistical mechanics for hybrid learning of neural networks pp. 372-382

Aristoklis D. Anastasiadis and George D. Magoulas

Vlasov stability of the Hamiltonian mean field model pp. 383-392

Celia Anteneodo and Raúl O. Vallejos

Superstatistical generalization of the work fluctuation theorem pp. 393-402

C. Beck and E.G.D. Cohen

The thermodynamic limit in the non-extensive thermostatistics pp. 403-408

R. Botet, M. Płoszajczak, K.K. Gudima, A.S. Parvan and V.D. Toneev

Burr, Lévy, Tsallis pp. 409-416

F. Brouers, O. Sotolongo-Costa and K. Weron

Small angle neutron scattering study of the structural modifications induced by the entrapped glucose oxidase in polyacrylamide microgels pp. 417-423

E. López Cabarcos, B.J. Rubio Retama, B. López Ruiz, M. Heinrich and A. Fernandez Barbero

Bubble and granular flows: differences and similarities pp. 424-430

H. Caps, S. Trabelsi, S. Dorbolo and N. Vandewalle

Statistical mechanics approach to the jamming transition in granular materials pp. 431-439

A. Coniglio, A. de Candia, A. Fierro, M. Nicodemi and M. Tarzia

The fluctuation dissipation relation in phase ordering kinetics pp. 440-446

Federico Corberi, Eugenio Lippiello, Nicola Fusco and Marco Zannetti

Gradient pattern analysis of extended convection–diffusion pp. 447-455

R.A. Costa-Junior, R.R. Rosa, A.P. Mattedi and F.M. Ramos

On exact summations in long-range interactions pp. 456-461

Sergio Curilef

Size correlations in colloidal suspensions pp. 462-471

Alexandre G. Derivi and Marcia C. Barbosa

Nonextensive statistical effects on the relativistic nuclear equation of state pp. 472-477

A. Drago, A. Lavagno and P. Quarati

Quantum features in statistical observations of “timeless” classical systems pp. 478-483

H.-T. Elze

Testing option pricing with the Edgeworth expansion pp. 484-490

Ruy Gabriel Balieiro Filho and Rogerio Rosenfeld

Existence and characterization of stable ghost orbits in the Hénon map pp. 491-497

Antônio Endler and Jason A.C. Gallas

Temperature effects on the dynamics of the 1-D transverse Ising model with four-spin interactions pp. 498-503

J. Florencio and O.F. de Alcantara Bonfim

Tolerance of scale-free networks: from friendly to intentional attack strategies pp. 504-509

Lazaros K. Gallos, Panos Argyrakis, Armin Bunde, Reuven Cohen and Shlomo Havlin

Remarks on disorder and aperiodicity in a model for interacting polymers pp. 510-515

T.A.S. Haddad, R.F.S. Andrade and S.R. Salinas

Rotations in shear bands and polydisperse packings pp. 516-522

H.J. Herrmann, J.A. Astrøm and R. Mahmoodi Baram

Level dynamics in pseudointegrable billiards: an experimental study pp. 523-529

Yuriy Hlushchuk, Ulrich Kuhl and Stefanie Russ

Thesaurus as a complex network pp. 530-536

Adriano de Jesus Holanda, Ivan Torres Pisa, Osame Kinouchi, Alexandre Souto Martinez and Evandro Eduardo Seron Ruiz

Orthofermion statistics and its application to the infinite U Hubbard model pp. 537-542

R. Kishore and A.K. Mishra

Solute diffusion out of a vesicle pp. 543-546

Yan Levin, Marco A. Idiart and Jeferson J. Arenzon

A monoparametric family of metrics for statistical mechanics pp. 547-553

Ana P. Majtey, Pedro W. Lamberti and A. Plastino

Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector pp. 554-561

Adriana P. Mattedi, Fernando M. Ramos, Reinaldo R. Rosa and Rosario Mantegna

Variational methods in nonextensive Tsallis statistics: a comparative study pp. 562-567

R.S. Mendes, C.A. Lopes, E.K. Lenzi and L.C. Malacarne

Information theory in high-energy physics (extensive and nonextensive approach) pp. 568-572

F.S. Navarra, O.V. Utyuzh, G. Wilk and Z. Włodarczyk

Aging and metastability in the dynamics of quantum-group oscillators pp. 573-579

N.M. Oliveira-Neto, E.M.F. Curado, F.D. Nobre and M.A. Rego-Monteiro

Multifractal spectrum of a laser beam melt ablation process pp. 580-586

Camilo Rodrigues Neto, Kevin Bube, Adrienn Cser, Andreas Otto and Ulrike Feudel

Metastable states of the classical inertial infinite-range-interaction Heisenberg ferromagnet: role of initial conditions pp. 587-594

Fernando D. Nobre and Constantino Tsallis

Fluctuation-induced interaction in smectic films under an ordering external field pp. 595-600

I.N. de Oliveira and M.L. Lyra

Power law sensitivity to initial conditions for abelian directed self-organized critical models pp. 601-607

S.T.R. Pinho and R.F.S. Andrade

Why Tsallis’ statistics? pp. 608-613

A. Plastino

Thermodynamical relations for systems in contact with finite heat baths pp. 614-618

F.Q. Potiguar and U.M.S. Costa

On the connection between ARCH time series and non-extensive statistical mechanics pp. 619-625

Sı́lvio M. Duarte Queirós

Nonextensive thermostatistics and the H-theorem revisited pp. 626-630

Fernando M. Ramos, Reinaldo R. Rosa and Luis A.W. Bambace

Critical fluctuations, intermittent dynamics and Tsallis statistics pp. 631-636

Alberto Robledo

Generalized disorder measures and the detection of quantum entanglement pp. 637-643

R. Rossignoli and N. Canosa

The anisotropic Kondo necklace model pp. 644-648

A. Saguia, T.G. Rappoport, B. Boechat and M.A. Continentino

Astrophysical thermonuclear functions for Boltzmann–Gibbs statistics and Tsallis statistics pp. 649-656

R.K. Saxena, A.M. Mathai and H.J. Haubold

On generalized fractional kinetic equations pp. 657-664

R.K. Saxena, A.M. Mathai and H.J. Haubold

Controlling the spiking activity in excitable membranes via poisoning pp. 665-670

Gerhard Schmid, Igor Goychuk and Peter Hänggi

Fractional and nonlinear diffusion equation: additional results pp. 671-676

L.R. da Silva, L.S. Lucena, E.K. Lenzi, R.S. Mendes and Kwok Sau Fa

Probability distributions of transport observables in quantum dots: crossover between universal ensembles pp. 677-684

A.M.C. Souza and A.M.S. Macêdo

Multiscale aspects of cardiac control pp. 685-704

Plamen Ch. Ivanov, Zhi Chen, Kun Hu and H. Eugene Stanley

Generalized mutual information fMRI analysis: a study of the Tsallis q parameter pp. 705-711

W. Tedeschi, H.-P. Müller, D.B. de Araujo, A.C. Santos, U.P.C. Neves, S.N. Erné and O. Baffa

Short-time dynamics of isotropic and anisotropic Bak–Sneppen model: extensive simulation results pp. 712-717

Ugur Tirnakli and Marcelo L. Lyra

Some thoughts on theoretical physics pp. 718-736

Constantino Tsallis

Self-organized criticality in a bulk-driven one-dimensional deterministic system pp. 737-742

Maria de Sousa Vieira

Nonextensivity and galaxy clustering in the Universe pp. 743-749

C.A. Wuensche, A.L.B. Ribeiro, F.M. Ramos and R.R. Rosa

Numerical study of the ordering properties of lamellar phase pp. 750-756

Aiguo Xu, G. Gonnella and A. Lamura

Power-law behavior in social and economical phenomena pp. 757-763

Keizo Yamamoto and Sasuke Miyazima

Volume 344, issue 1, 2004

A (reactive) lattice-gas approach to economic cycles pp. 1-7

Marcel Ausloos, Paulette Clippe, Janusz Miśkiewicz and Pe¸kalski, Andrzej

Bankruptcy as an exit mechanism for systems with a variable number of components pp. 8-13

Domenico Delli Gatti, Corrado Di Guilmi, Edoardo Gaffeo and Mauro Gallegati

The new capitalists: a structural change from the stock market economy to the free market economy pp. 14-18

M. Khoshyaran

Multiscaling behavior of transition economies before and after 1998 Russian financial crisis pp. 19-23

Vladimir A. Litvin

Minority mechanisms in models of agents learning collectively a resource level pp. 24-29

Damien Challet

Dynamics of the minority game for patients pp. 30-35

Kyungsik Kim, Seong-Min Yoon and Myung Kul Yum

On modeling of inefficient market pp. 36-40

D. Makowiec

Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation pp. 41-49

Sheri Markose

Growth and coagulation in a herding model pp. 50-55

S. Rawal and G.J. Rodgers

Statistical mechanics of random graphs pp. 56-61

Zdzisław Burda, Jerzy Jurkiewicz and André Krzywicki

A consensus-based dynamics for market volumes pp. 62-66

Lorenzo Sabatelli and Peter Richmond

Signal and noise in financial correlation matrices pp. 67-72

Zdzisław Burda and Jerzy Jurkiewicz

Random matrix approach to shareholding networks pp. 73-76

Wataru Souma, Yoshi Fujiwara and Hideaki Aoyama

Neural networks for large financial crashes forecast pp. 77-80

G. Rotundo

Application of the ultrametric distance to portfolio taxonomy. Critical approach and comparison with other methods pp. 81-86

Urszula Skórnik-Pokarowska and Arkadiusz Orłowski

Forecast of business performance using an agent-based model and its application to a decision tree Monte Carlo business valuation pp. 87-94

Y. Ikeda, O. Kubo and Y. Kobayashi

Ultrametricity in fund of funds diversification pp. 95-99

Maria-Augusta Miceli and G. Susinno

Neural network revisited: perception on modified Poincare map of financial time-series data pp. 100-103

Hokky Situngkir and Yohanes Surya

The nonlinear dynamics of the business center in Beckmann's model pp. 104-107

S.V. Bulanov, E.Y. Echkina and I.N. Inovenkov

Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times pp. 108-111

Przemysław Repetowicz and Peter Richmond

Gibrat and Pareto–Zipf revisited with European firms pp. 112-116

Yoshi Fujiwara, Hideaki Aoyama, Corrado Di Guilmi, Wataru Souma and Mauro Gallegati

Kinematics and dynamics of Pareto–Zipf's law and Gibrat's law pp. 117-121

Hideaki Aoyama, Yoshi Fujiwara and Wataru Souma

Multiscale stochastic dynamics in finance pp. 122-127

Enrico Capobianco

Modeling financial markets by the multiplicative sequence of trades pp. 128-133

V. Gontis and B. Kaulakys

A comparison between several correlated stochastic volatility models pp. 134-137

Josep Perelló, Jaume Masoliver and Napoleón Anento

A mechanism leading from bubbles to crashes: the case of Japan's land market pp. 138-141

Taisei Kaizoji and Michiyo Kaizoji

The wave-equivalent of the Black–Scholes option price: an interpretation pp. 142-145

Emmanuel Haven

Probabilistic models of income distributions pp. 146-151

Piotr Łukasiewicz and Arkadiusz Orłowski

An `ℏ-Brownian motion' and the existence of stochastic option prices pp. 152-155

Emmanuel Haven

The collision of masses and the way prices react to expectations pp. 156-161

Luis Chavez-Guzman

Confidence limits for data mining models of options prices pp. 162-167

J.V. Healy, M. Dixon, B.J. Read and F.F. Cai

Estimating the level of cash invested in financial markets pp. 168-173

Jørgen Vitting Andersen

Triangular arbitrage in the foreign exchange market pp. 174-177

Yukihiro Aiba and Naomichi Hatano

Multiscaling behavior in transition economies pp. 178-183

Vladimir A. Litvin

Fluctuation dynamics of exchange rates on Polish financial market pp. 184-189

A. Orłowski, Z.R. Struzik, Ewa Syczewska and M.A. Załuska-Kotur

Short-term predictions in forex trading pp. 190-193

A. Muriel

Real prices from spot foreign exchange market pp. 194-197

Filippo Petroni and Maurizio Serva

Statistical properties of the Indonesian Stock Exchange Index pp. 198-202

T. Mart and Y. Surya

Analysis of Fokker–Planck approach for foreign exchange market statistics study pp. 203-206

A.P. Smirnov, A.B. Shmelev and E.Ya. Sheinin

Statistical properties of the moving average price in dollar–yen exchange rates pp. 207-210

Takaaki Ohnishi, Takayuki Mizuno, Kazuyuki Aihara, Misako Takayasu and Hideki Takayasu

Time interval between successive trading in foreign currency market: from microscopic to macroscopic pp. 211-215

Aki-Hiro Sato

ARCH–GARCH approaches to modeling high-frequency financial data pp. 216-220

Boris Podobnik, Plamen Ch. Ivanov, Ivo Grosse, Kaushik Matia and H. Eugene Stanley

Large price changes on small scales pp. 221-226

Adam Zawadowski, J. Kertész and G. Andor

Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact pp. 227-235

A. Christian Silva, Richard E. Prange and Victor Yakovenko

Application of Heston model and its solution to German DAX data pp. 236-239

R. Remer and R. Mahnke

Power law for ensembles of stock prices pp. 240-243

Taisei Kaizoji and Michiyo Kaizoji

Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series pp. 244-251

Ryszard Kutner and Filip Świtała

A comparison of high-frequency cross-correlation measures pp. 252-256

Ovidiu V. Precup and Giulia Iori

Recurrence quantification analysis of wavelet pre-filtered index returns pp. 257-262

Antonios Antoniou and Constantinos E. Vorlow

Modeling stylized facts for financial time series pp. 263-266

M.I. Krivoruchenko, E. Alessio, V. Frappietro and L.J. Streckert

Time-dependent Hurst exponent in financial time series pp. 267-271

A. Carbone, G. Castelli and H.E. Stanley

Multifractal features of financial markets pp. 272-278

Kyungsik Kim and Seong-Min Yoon

On anomalous distributions in intra-day financial time series and non-extensive statistical mechanics pp. 279-283

Silvio M. Duarte Queirós

Investment strategy due to the minimization of portfolio noise level by observations of coarse-grained entropy pp. 284-288

Krzysztof Urbanowicz and Janusz A. Hołyst

Barrier option pricing: modelling with neural nets pp. 289-293

L. Xu, M. Dixon, B.A. Eales, F.F. Cai, B.J. Read and J.V. Healy

On the analysis of cross-correlations in South African market data pp. 294-298

Diane Wilcox and Tim Gebbie

Turbulence in magnetized plasmas and financial markets: comparative study of multifractal statistics pp. 299-307

V.P. Budaev

Detecting correlation in stock market pp. 308-311

Jörg D. Wichard, Christian Merkwirth and Maciej Ogorzałek

Asymmetric price transmission within the Portuguese stock market pp. 312-316

Rui Menezes, Andreia Dionisio and Diana A. Mendes

Application of bootstrap to detecting chaos in financial time series pp. 317-321

Katarzyna Brzozowska-Rup and Arkadiusz Orłowski

Another type of log-periodic oscillations on Polish stock market pp. 322-325

Piotr Gnaciński and Danuta Makowiec

Mutual information: a measure of dependency for nonlinear time series pp. 326-329

Andreia Dionisio, Rui Menezes and Diana A. Mendes

Traders' strategy with price feedbacks in financial market pp. 330-334

Takayuki Mizuno, Tohur Nakano, Misako Takayasu and Hideki Takayasu

Econophysics teaching at the University of Wrocław pp. 335-339

Dariusz Grech

Licentiate studies in econophysics at the University of Silesia pp. 340-343

J. Kisiel, S. Kowalski, E. Popiel, A. Ratuszna, B. Kożusznik and Mielima¸ka, S.

Peer pressure and Generalised Lotka Volterra models pp. 344-348

Peter Richmond and Lorenzo Sabatelli