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  • Electronic Resource  (6)
  • 2000-2004  (6)
  • 2002  (6)
  • PACS. 89.75.Hc Networks and genealogical trees – 05.50.+q Lattice theory and statistics (Ising, Potts, etc.) – 87.23.Ge Dynamics of social systems  (2)
  • PACS. 02.30.Ik Integrable systems – 02.40.Tt Complex manifolds – 45.20.Jj Lagrangian aaand Hamiltonian mechanics  (1)
  • PACS. 02.50.-r Probability theory, stochastic processes, and statistics – 05.20.-y Classical statistical mechanics – 05.30.-d Quantum statistical mechanics – 05.70.-a Thermodynamics  (1)
  • PACS. 02.50.Ey Stochastic processes – 02.60.Ed Interpolation; curve fitting – 05.45.Tp Time series analysis  (1)
  • PACS. 02.50.Ey Stochastic processes – 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) – 89.75.-k Complex systems  (1)
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  • Electronic Resource  (6)
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  • 2000-2004  (6)
Year
  • 2002  (6)
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  • 1
    Electronic Resource
    Electronic Resource
    The September 11 attack: A percolation of individual passive support (2002)
    Springer
    The European physical journal 26 (2002), S. 269-272 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 89.75.Hc Networks and genealogical trees – 05.50.+q Lattice theory and statistics (Ising, Potts, etc.) – 87.23.Ge Dynamics of social systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: A model to terrorism is presented using the theory of percolation. Terrorism power is related to the spontaneous formation of random backbones of people who are sympathetic to terrorism but without being directly involved in it. They just don't oppose in case they could. In the past such friendly-to-terrorism backbones have been always existing but were of finite size and localized to a given geographical area. The September 11 terrorist attack on the US has revealed for the first time the existence of a world wide spread extension. It is argued to have result from a sudden world percolation of otherwise unconnected and dormant world spread backbones of passive supporters. The associated strategic question is then to determine if collecting ground information could have predict and thus avoid such a transition. Our results show the answer is no, voiding the major criticism against intelligence services. To conclude the impact of military action is discussed.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1140/epjb/e20020089
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    Paper (German National Licenses)
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  • 2
    Electronic Resource
    Electronic Resource
    Complexifications and real forms of Hamiltonian structures (2002)
    Springer
    The European physical journal 29 (2002), S. 177-181 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 02.30.Ik Integrable systems – 02.40.Tt Complex manifolds – 45.20.Jj Lagrangian aaand Hamiltonian mechanics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We consider generalizations of the standard Hamiltonian dynamics to complex dynamical variables and introduce the notions of real Hamiltonian form in analogy with the notion of real forms for a simple Lie algebra. Thus to each real Hamiltonian system we are able to relate several nonequivalent ones. On the example of the complex Toda chain we demonstrate how starting from a known integrable Hamiltonian system (e.g. the Toda chain) one can complexify it and then project onto different real forms.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1140/epjb/e2002-00281-y
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    Paper (German National Licenses)
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  • 3
    Electronic Resource
    Electronic Resource
    Minority opinion spreading in random geometry (2002)
    Springer
    The European physical journal 25 (2002), S. 403-406 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 89.75.Hc Networks and genealogical trees – 05.50.+q Lattice theory and statistics (Ising, Potts, etc.) – 87.23.Ge Dynamics of social systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: The dynamics of spreading of the minority opinion in public debates (a reform proposal, a behavior change, a military retaliation) is studied using a diffusion reaction model. People move by discrete step on a landscape of random geometry shaped by social life (offices, houses, bars, and restaurants). A perfect world is considered with no advantage to the minority. A one person-one argument principle is applied to determine locally individual mind changes. In case of equality, a collective doubt is evoked which in turn favors the Status Quo. Starting from a large in favor of the proposal initial majority, repeated random size local discussions are found to drive the majority reversal along the minority hostile view. Total opinion refusal is completed within few days. Recent national collective issues are revisited. The model may apply to rumor and fear propagation.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1140/epjb/e20020045
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    Paper (German National Licenses)
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  • 4
    Electronic Resource
    Electronic Resource
    Nonextensive statistics and incomplete information (2002)
    Springer
    The European physical journal 26 (2002), S. 357-368 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 02.50.-r Probability theory, stochastic processes, and statistics – 05.20.-y Classical statistical mechanics – 05.30.-d Quantum statistical mechanics – 05.70.-a Thermodynamics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We comment on some open questions and theoretical peculiarities in Tsallis nonextensive statistical mechanics. It is shown that the theoretical basis of the successful Tsallis' generalized exponential distribution shows some worrying properties with the conventional normalization and the escort probability. These theoretical difficulties may be avoided by introducing an so called incomplete normalization allowing to deduce Tsallis' generalized distribution in a more convincing and consistent way.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1140/epjb/e20020100
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    Paper (German National Licenses)
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  • 5
    Electronic Resource
    Electronic Resource
    Efficient option pricing with path integral (2002)
    Springer
    The European physical journal 27 (2002), S. 249-255 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 02.50.Ey Stochastic processes – 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) – 89.75.-k Complex systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and accurate predictions for the value of a large class of options, including those with path-dependent and early exercise features. As examples, the application of the method to European and American options in the Black-Scholes model is illustrated. The results of the algorithm are compared with those obtained with the standard procedures known in the literature and found to be in good agreement.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1140/epjb/e20020147
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  • 6
    Electronic Resource
    Electronic Resource
    Waiting time distributions in financial markets (2002)
    Springer
    The European physical journal 27 (2002), S. 273-275 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 02.50.Ey Stochastic processes – 02.60.Ed Interpolation; curve fitting – 05.45.Tp Time series analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We study waiting time distributions for data representing two completely different financial markets that have dramatically different characteristics. The first are data for the Irish market during the 19th century over the period 1850 to 1854. A total of 10 stocks out of a database of 60 are examined. The second database is for Japanese yen currency fluctuations during the latter part of the 20th century (1989-1992). The Irish stock activity was recorded on a daily basis and activity was characterised by waiting times that varied from one day to a few months. The Japanese yen data was recorded every minute over 24 hour periods and the waiting times varied from a minute to a an hour or so. For both data sets, the waiting time distributions exhibit power law tails. The results for Irish daily data can be easily interpreted using the model of a continuous time random walk first proposed by Montroll and applied recently to some financial data by Mainardi, Scalas and colleagues. Yen data show a quite different behaviour. For large waiting times, the Irish data exhibit a cut off; the Yen data exhibit two humps that could arise as result of major trading centres in the World.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1140/epjb/e20020151
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    Paper (German National Licenses)
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