James, Nick Menzies, Max Chan, Jennifer
Published in
Physica A
This paper introduces new methods for analysing the extreme and erratic behaviour of time series to evaluate the impact of COVID-19 on cryptocurrency market dynamics. Across 51 cryptocurrencies, we examine extreme behaviour through a study of distribution extremities, and erratic behaviour through structural breaks. First, we analyse the structure ...
Gündüç, Semra Eryiğit, Recep
Published in
Physica A
Pandemics are a growing world-wide threat for all societies. Throughout history, various infectious diseases presented widely spread damage to human life, economic viability and general well-being. The scale of destruction of the most recent pandemic, COVID-19, has yet to be seen. This work aims to introduce intervention methodology for the prevent...
Ausloos, Marcel Grech, Dariusz Di Matteo, Tiziana Kutner, Ryszard Schinckus, Christophe Stanley, H Eugene
Published in
Physica A
Santos, F L Almeida, M L Albuquerque, E L Macedo-Filho, A Lyra, M L Fulco, U L
Published in
Physica A
The spreading of epidemics in complex networks has been a subject of renewed interest of several scientific branches. In this regard, we have focused our attention on the study of the susceptible-infected-susceptible (SIS) model, within a Monte Carlo numerical simulation approach, representing the spreading of epidemics in a clustered homophilic ne...
Cheng, Yingying Huo, Liang'an Zhao, Laijun
Published in
Physica A
The research on rumor spreading has a long history, and its wanton flooding has brought huge impact on people's life. In the process of its spreading, the individual's activity plays an important role. However, in the complex and changeable environment, randomness cannot be ignored, not to mention its influence on individual activity Based on the I...
Lee, Kang-Bok Han, Sumin Jeong, Yeasung
Published in
Physica A
For many countries attempting to control the fast-rising number of coronavirus cases and deaths, the race is on to "flatten the curve," since the spread of coronavirus disease 2019 (COVID-19) has taken on pandemic proportions. In the absence of significant control interventions, the curve could be steep, with the number of COVID-19 cases growing ex...
Molina-Muñoz, Jesús Mora-Valencia, Andrés Perote, Javier
Published in
Physica A
This paper investigates on the alpha-stable distribution capacity to capture the probability of market crashes by means of the dynamic forecasting of its alpha and beta parameters. On the basis of the GARCH-stable model, we design a market crash forecasting methodology that involves three-stepwise procedure: (i) Recursively estimation the GARCH-sta...
Buscema, Paolo Massimo Della Torre, Francesca Breda, Marco Massini, Giulia Grossi, Enzo
Published in
Physica A
In this article we want to show the potential of an evolutionary algorithm called Topological Weighted Centroid (TWC). This algorithm can obtain new and relevant information from extremely limited and poor datasets. In a world dominated by the concept of big (fat?) data we want to show that it is possible, by necessity or choice, to work profitably...
Shi, Tianyu Long, Ting Pan, Yaohui Zhang, Wensi Dong, Chao Yin, Qiuju
Published in
Physica A
Multiplex network theory is widely introduced to deepen the understanding of the dynamical interplay between self-protective behavior and epidemic spreading. Most of the existing studies assumed that all infected individuals can transmit disease- related information or can be perceived by their neighbors. However, owing to lack of distinct symptoms...
Morone, Flaviano Burleson-Lesser, Kate Vinutha, H. A. Sastry, Srikanth Makse, Hernan A.
We explain the structural origin of the jamming transition in jammed matter as the sudden appearance of k-cores at precise coordination numbers which are related not to the isostatic point, but to the sudden emergence of the 3- and 4-cores as given by k-core percolation theory. At the transition, the k-core variables freeze and the k-core dominates...