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 324, issue 3, 2003

The branched polymer growth model revisited pp. 455-468

Ubiraci P.C. Neves, André L. Botelho and Roberto N. Onody

Adsorption of electrolyte in a templated hard-sphere matrix. Predictions of the continuum replica Ornstein–Zernike approach pp. 469-483

H. Dominguez, B. Hribar Lee, V. Vlachy and O. Pizio

Are transient positional and orientational order important approaching the glass transition? pp. 484-494

Helmut R. Brand and Kyozi Kawasaki

Inertial effects in Brownian motion of a trapped particle in shear flow pp. 495-508

R. Rzehak and W. Zimmermann

Symmetries and form-preserving transformations of generalised inhomogeneous nonlinear diffusion equations pp. 509-529

Christodoulos Sophocleous

Diffusion and memory effects for stochastic processes and fractional Langevin equations pp. 530-550

Armando Bazzani, Gabriele Bassi and Giorgio Turchetti

Critical helix of hierarchical structures pp. 551-567

Ryuichi Ugajin

Generalized Hausdorff inverse moment problem pp. 568-588

María B. Pintarelli and Fernando Vericat

About thermodynamics and statistics of moving charges pp. 589-605

Klaus Handrich

Mean field and computer simulation study of a nematogenic lattice model including three-body interactions pp. 606-620

S. Romano

Lattice-gas with two- and three-body couplings as a model for amphiphilic aggregation pp. 621-633

M. Girardi and W. Figueiredo

Pressure–temperature phase diagrams of selenium and sulfur in terms of Patashinski model pp. 634-644

L. Son, G. Rusakov and N. Katkov

Slight parameter changes detection in biological models: a multiresolution approach pp. 645-664

M.M. Añino, M.E. Torres and G. Schlotthauer

The circulation of money and holding time distribution pp. 665-677

Yougui Wang, Ning Ding and Li Zhang

q-exponential, Weibull, and q-Weibull distributions: an empirical analysis pp. 678-688

S. Picoli, R.S. Mendes and L.C. Malacarne

Simulation of competitive egress behavior: comparison with aircraft evacuation data pp. 689-697

Ansgar Kirchner, Hubert Klüpfel, Katsuhiro Nishinari, Andreas Schadschneider and Michael Schreckenberg

Hard rods: statistics of parking configurations pp. 698-706

François Dunlop and Thierry Huillet

Dynamical behavior of a two-dimensional cellular automaton with signal processing pp. 707-716

Makoto S. Watanabe

Long-range interactions in Sznajd consensus model pp. 717-722

Christian Schulze

Intrinsic chaos and external noise in population dynamics pp. 723-732

Jorge A. González, Leonardo Trujillo and Ananı́as Escalante

Wavelet filtering of network traffic measurements pp. 733-753

I. Antoniou, Vi.V. Ivanov, Va.V. Ivanov and P.V. Zrelov

Complex networks and the WWW market pp. 754-758

Luis López, Juan A. Almendral and Miguel A.F. Sanjuán

Volume 324, issue 1, 2003

Understanding the cubic and half-cubic laws of financial fluctuations pp. 1-5

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

Volatility clustering in agent based market models pp. 6-16

Irene Giardina and Jean-Philippe Bouchaud

Scale invariance and criticality in financial markets pp. 17-24

Matteo Marsili

The minority game: effects of strategy correlations and timing of adaptation pp. 25-29

David Sherrington and Tobias Galla

Strategy for investments from Zipf law(s) pp. 30-37

Marcel Ausloos and Ph. Bronlet

On size and growth of business firms pp. 38-44

G. De Fabritiis, Fabio Pammolli and Massimo Riccaboni

The variance of corporate growth rates pp. 45-48

John Sutton

Matching games with partial information pp. 49-65

Paolo Laureti and Yi-Cheng Zhang

Degree stability of a minimum spanning tree of price return and volatility pp. 66-73

Salvatore Miccichè, Giovanni Bonanno, Fabrizio Lillo and Rosario Mantegna

Correlations and response: absence of detailed balance on the stock market pp. 74-80

J. Kertész, L. Kullmann, Adam Zawadowski, R. Karádi and K. Kaski

Risk and utility in portfolio optimization pp. 81-88

Morrel H. Cohen and Vincent D. Natoli

Nonextensive statistical mechanics and economics pp. 89-100

Constantino Tsallis, Celia Anteneodo, Lisa Borland and Roberto Osorio

Self-modulation processes and resulting generic 1/f fluctuations pp. 101-107

Misako Takayasu and Hideki Takayasu

Standing on the toes of pygmies pp. 108-116

Steve Keen

On the size distribution of firms: additional evidence from the G7 countries pp. 117-123

Edoardo Gaffeo, Mauro Gallegati and Antonio Palestrini

A laboratory experiment on the minority game pp. 124-132

Giulio Bottazzi and Giovanna Devetag

More statistical properties of order books and price impact pp. 133-140

Marc Potters and Jean-Philippe Bouchaud

Limit order market analysis and modelling: on a universal cause for over-diffusive prices pp. 141-145

Damien Challet and Robin Stinchcombe

An analysis of price impact function in order-driven markets pp. 146-151

Giulia Iori, M.G. Daniels, J. Farmer, L. Gillemot, S. Krishnamurthy and E. Smith

Quantum models of Parrondo's games pp. 152-156

A.P. Flitney and D. Abbott

Characterization of large price variations in financial markets pp. 157-166

Anders Johansen

General numerical model of the competition life cycle: from physics to economy pp. 167-173

D.b Berg and Valerian Popkov

Log-periodic self-similarity: an emerging financial law? pp. 174-182

S. Drożdż, F. Grümmer, F. Ruf and J. Speth

Scaling behaviors in differently developed markets pp. 183-188

T. Di Matteo, T. Aste and Michel Dacorogna

Pricing derivatives by path integral and neural networks pp. 189-195

Guido Montagna, Marco Morelli, Oreste Nicrosini, Paolo Amato and Marco Farina

Fixed point theorem for simple quantum strategies in quantum market games pp. 196-200

Edward Piotrowski

A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’ pp. 201-206

Emmanuel Haven

Power law distribution of the frequency of demises of US firms pp. 207-212

William Cook and Paul Ormerod

A stochastic model of firm growth pp. 213-219

Giulio Bottazzi and Angelo Secchi

Trading strategies, feedback control and market dynamics pp. 220-226

Jose Alvarez-Ramirez, Rodolfo Suarez and Carlos Ibarra-Valdez

Who wins? Study of long-run trader survival in an artificial stock market pp. 227-233

Silvano Cincotti, Sergio M. Focardi, Michele Marchesi and Marco Raberto

Giffen paradoxes in quantum market games pp. 234-240

Jan Sladkowski

Dynamics of cross-correlations in the stock market pp. 241-246

Bernd Rosenow, Parameswaran Gopikrishnan, Vasiliki Plerou and H Eugene Stanley

Dynamic asset trees and Black Monday pp. 247-252

J.-P. Onnela, A. Chakraborti, K. Kaski and J. Kertész

Triangular arbitrage and negative auto-correlation of foreign exchange rates pp. 253-257

Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu, Kouhei Marumo and Tokiko Shimizu

Statistical analysis of strait time index and a simple model for trend and trend reversal pp. 258-265

Kan Chen and C. Jayaprakash

Nontrivial bookkeeping: a mechanical perspective pp. 266-271

Robert Fischer and Dieter Braun

Langevin modelling of high-frequency Hang-Seng index data pp. 272-277

Lei-Han Tang

The internalist perspective on inevitable arbitrage in financial markets pp. 278-284

Koichiro Matsuno

Causalities of the Taiwan stock market pp. 285-295

Julian Juhi-Lian Ting

Analysis of high-resolution foreign exchange data of USD-JPY for 13 years pp. 296-302

Takayuki Mizuno, Shoko Kurihara, Misako Takayasu and Hideki Takayasu

Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes pp. 303-310

A.Christian Silva and Victor Yakovenko

Emergence of heterogeneity in an agent-based model pp. 311-316

Wan Ahmad Tajuddin Wan Abdullah

Multivariate Markov chain modeling for stock markets pp. 317-322

Jun-ichi Maskawa

Efficiency and persistence in models of adaptation pp. 323-329

R. D'Hulst and G.J. Rodgers

Simple model for the dynamics of correlations in the evolution of economic entities under varying economic conditions pp. 330-337

Marcel Ausloos, Paulette Clippe and Andrzej Pȩkalski

Inverse statistics in economics: the gain–loss asymmetry pp. 338-343

Mogens H. Jensen, Anders Johansen and Ingve Simonsen

Econonatology: the physics of the economy in labour pp. 344-351

Zbigniew R. Struzik

Growth and fluctuations of personal and company's income pp. 352-358

Hideaki Aoyama, Wataru Souma and Yoshi Fujiwara

Derivative pricing with non-linear Fokker–Planck dynamics pp. 359-365

Fredrick Michael and M.D. Johnson

A dynamical structure of high frequency currency exchange market pp. 366-371

Naoya Sazuka, Toru Ohira, Kouhei Marumo, Tokiko Shimizu, Misako Takayasu and Hideki Takayasu

A non-linear model of economic production processes pp. 372-379

A. Ponzi, A. Yasutomi and K. Kaneko

Two-phase oscillatory patterns in a positive feedback agent model pp. 380-387

Mieko Tanaka-Yamawaki

The effect of Kapitza pendulum and price equilibrium pp. 388-395

Janusz A. Hołyst and Winicjusz Wojciechowski

Complex networks and economics pp. 396-401

Wataru Souma, Yoshi Fujiwara and Hideaki Aoyama

Applications of small-world networks to some socio-economic systems pp. 402-407

A.S. Elgazzar

Power laws and macroeconomic fluctuations pp. 408-416

Edoardo Gaffeo, Mauro Gallegati, Gianfranco Giulioni and Antonio Palestrini

The extraction of macromodel and origin of long-ranged correlations pp. 417-423

Kazuko Yamasaki and Kenneth J. Mackin

Information flow in generalized hierarchical networks pp. 424-429

Juan A. Almendral, Luis López and Miguel A.F. Sanjuán

The small-world of economy: a speculative proposal pp. 430-436

G. Corso, L.S. Lucena and Z.D. Thomé

How effective is advertising in duopoly markets? pp. 437-444

Katarzyna Sznajd-Weron and R. Weron

Money and exchange in an economy with spatially differentiated agents pp. 445-453

Petia Manolova, Charles Lai Tong and Christophe Deissenberg