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  • 1.
    Al Mamun, Md
    et al.
    La Trobe Univ, Australia.
    Uddin, Gazi Salah
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
    Suleman, Muhammad Tahir
    Lincoln Univ, New Zealand.
    Kang, Sang Hoon
    Pusan Natl Univ, South Korea; Univ South Australia, Australia.
    Geopolitical risk, uncertainty and Bitcoin investment2020In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 540, article id 123107Article in journal (Refereed)
    Abstract [en]

    We investigate the impact of geopolitical risk, global and US economic policy uncertainty on the structure of Bitcoin correlation with various financial and commodities asset classes. We further investigate the impact of the aforementioned factors on the volatility and risk premium of Bitcoin investment. We find that both geopolitical risk and global economic policy uncertainty command a risk premium, particularly in distress market conditions. Moreover, during the period of high policy uncertainty and worsening economic conditions, Bitcoin investors can only hedge their portfolio with gold, not with other financial assets. Our results highlight that the effect of geopolitical risk, global and US economic policy uncertainty is far more significant during unfavorable economic conditions. (C) 2019 Published by Elsevier B.V.

  • 2.
    Boström, Mathias
    et al.
    Linköping University, The Institute of Technology. Linköping University, Department of Physics, Chemistry and Biology, Theoretical Physics .
    Sernelius, Bo
    Linköping University, The Institute of Technology. Linköping University, Department of Physics, Chemistry and Biology, Theoretical Physics .
    Entropy of the Casimir effect between real metal plates2004In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 339, no 01-Feb, p. 53-59Article in journal (Refereed)
    Abstract [en]

    We first derive the zero-and-finite-temperature dispersion-forces in terms of changes in the energy of the electromagnetic normal modes of the system. We then use this to evaluate the entropy of the electromagnetic normal modes for the "Casimir system" consisting of two metal plates. We demonstrate that this entropy obeys the Nernst heat theorem. (C) 2004 Elsevier B.V. All rights reserved.

  • 3.
    Da, Silva A.F.
    et al.
    Da Silva, A.F., CTE-Natl. Inst. for Space Research, P.O. Box 515, 12201-970, S. Jose Dos, Campos, Brazil.
    Rosa, R.R.
    CTE-Natl. Inst. for Space Research, P.O. Box 515, 12201-970, S. Jose Dos, Campos, Brazil.
    MacHado, P.W.A.
    CTE-Natl. Inst. for Space Research, P.O. Box 515, 12201-970, S. Jose Dos, Campos, Brazil.
    Ramos, F.M.
    CTE-Natl. Inst. for Space Research, P.O. Box 515, 12201-970, S. Jose Dos, Campos, Brazil.
    Neto, C.R.
    CTE-Natl. Inst. for Space Research, P.O. Box 515, 12201-970, S. Jose Dos, Campos, Brazil.
    Roman, E.L.S.
    Laboratory of Applied Physics, Dept. Phys., Linkoping U., Linkoping, Sweden.
    Veje, E.
    Oersted Lab, Niels Bohr Inst., U., Copenhagen, Denmark.
    Asymmetric nonlinear amplitude in patterns of porous silicon2000In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 283, no 1, p. 223-227Article in journal (Refereed)
    Abstract [en]

    A gradient pattern analysis is used to report a phenomenogical evidence of asymmetric nonlinear spatial distribution of porous silicon structures. We used a canonical sample set obtained from scanning force microscopy. Due to the high sensitivity of the gradient field operator, it is possible to correlate the photoluminescence performance of porous silicon with different degree of asymmetries and spatial nonlinearity. A generalization of this new approach to quantify nonlinear amplitude fragmentation in complex lattices is proposed.

  • 4.
    Gustafsson, Mika
    et al.
    Linköping University, Department of Science and Technology. Linköping University, The Institute of Technology.
    Hörnquist, Michael
    Linköping University, Department of Science and Technology. Linköping University, The Institute of Technology.
    Lombardi, Anna
    Linköping University, Department of Science and Technology. Linköping University, The Institute of Technology.
    Comparison and validation of community structures in complex networks2006In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 367, p. 559-576Article in journal (Refereed)
    Abstract [en]

    The issue of partitioning a network into communities has attracted a great deal of attention recently. Most authors seem to equate this issue with the one of finding the maximum value of the modularity, as defined by Newman. Since the problem formulated this way is believed to be NP-hard, most effort has gone into the construction of search algorithms, and less to the question of other measures of community structures, similarities between various partitionings and the validation with respect to external information.

    Here we concentrate on a class of computer generated networks and on three well-studied real networks which constitute a bench-mark for network studies; the karate club, the US college football teams and a gene network of yeast. We utilize some standard ways of clustering data (originally not designed for finding community structures in networks) and show that these classical methods sometimes outperform the newer ones. We discuss various measures of the strength of the modular structure, and show by examples features and drawbacks. Further, we compare different partitions by applying some graph-theoretic concepts of distance, which indicate that one of the quality measures of the degree of modularity corresponds quite well with the distance from the true partition. Finally, we introduce a way to validate the partitionings with respect to external data when the nodes are classified but the network structure is unknown. This is here possible since we know everything of the computer generated networks, as well as the historical answer to how the karate club and the football teams are partitioned in reality. The partitioning of the gene network is validated by use of the Gene Ontology database, where we show that a community in general corresponds to a biological process.

  • 5.
    Johansson, Fredrik
    et al.
    Linköping University, Department of Science and Technology, Communications and Transport Systems. Linköping University, The Institute of Technology. Swedish National Rd and Transport Research Institute VTI, SE-58195 Linkoping, Sweden.
    Peterson, Anders
    Linköping University, Department of Science and Technology, Communications and Transport Systems. Linköping University, The Institute of Technology.
    Tapani, Andreas
    Linköping University, Department of Science and Technology, Communications and Transport Systems. Linköping University, The Institute of Technology. Swedish National Rd and Transport Research Institute VTI, SE-58195 Linkoping, Sweden.
    Waiting pedestrians in the social force model2015In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 419, p. 95-107Article in journal (Refereed)
    Abstract [en]

    Microscopic simulation of pedestrian traffic is an important and increasingly popular method to evaluate the performance of existing or proposed infrastructure. The social force model is a common model in simulations, describing the dynamics of pedestrian crowds given the goals of the simulated pedestrians encoded as their preferred velocities. The main focus of the literature has so far been how to choose the preferred velocities to produce realistic dynamic route choices for pedestrians moving through congested infrastructure. However, limited attention has been given the problem of choosing the preferred velocity to produce other behaviors, such as waiting, commonly occurring at, e.g., public transport interchange stations. We hypothesize that: (1) the inclusion of waiting pedestrians in a simulated scenario will significantly affect the level of service for passing pedestrians, and (2) the details of the waiting model affect the predicted level of service, that is, it is important to choose an appropriate model of waiting. We show that the treatment of waiting pedestrians have a significant impact on simulations of pedestrian traffic. We do this by introducing a series of extensions to the social force model to produce waiting behavior, and provide predictions of the model extensions that highlight their differences. We also present a sensitivity analysis and provide sufficient criteria for stability. (C) 2014 Elsevier B.V. All rights reserved.

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  • 6.
    Kang, Sang Hoon
    et al.
    Pusan Natl Univ, South Korea.
    Lahmiri, Salim
    ESCA Sch Management, Morocco.
    Uddin, Gazi Salah
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
    Hernandez, Jose Arreola
    Rennes Sch Business, France.
    Yoon, Seong-Min
    Pusan Natl Univ, South Korea.
    Inflation cycle synchronization in ASEAN countries2020In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 545, article id 123820Article in journal (Refereed)
    Abstract [en]

    We investigate the pairwise causality of inflation rates across time and frequencies, inflation cycle synchronization and network structure of causality between five ASEAN countries: Indonesia, Malaysia, The Philippines, Singapore, and Thailand. We draw our empirical results and conclusions by implementing dynamic conditional correlations (DCCs), a wavelet measure of cohesion for inflation cycle evolution assessment, and the spillover network index model of Diebold and Yilmaz [1,2]. We find evidence of time-dependent variation in the strength of co-movement between inflation cycles across countries. Positive network causality between inflation cycles and inflation integration across the ASEAN countries are identified. The lead-lag properties of economic indicators are observed to depend on the cycles periodicity. The inflation synchronization is particularly pronounced in Thailand. (C) 2019 Elsevier B.V. All rights reserved.

  • 7. Karlsson, Fredrik
    et al.
    Hörnquist, Michael
    Linköping University, The Institute of Technology. Linköping University, Department of Science and Technology.
    Order or chaos in Boolean gene networks depends on the mean fraction of canalizing functions2007In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 384, no 2, p. 747-757Article in journal (Refereed)
    Abstract [en]

    We explore the connection between order/chaos in Boolean networks and the naturally occurring fraction of canalizing functions in such systems. This fraction turns out to give a very clear indication of whether the system possesses ordered or chaotic dynamics, as measured by Derrida plots, and also the degree of order when we compare different networks with the same number of vertices and edges. By studying also a wide distribution of indegrees in a network, we show that the mean probability of canalizing functions is a more reliable indicator of the type of dynamics for a finite network than the classical result on stability relating the bias to the mean indegree. Finally, we compare by direct simulations two biologically derived networks with networks of similar sizes but with power-law and Poisson distributions of indegrees, respectively. The biologically motivated networks are not more ordered than the latter, and in one case the biological network is even chaotic while the others are not. © 2007 Elsevier B.V. All rights reserved.

  • 8.
    Lahmiri, Salim
    et al.
    ESCA School Management, Morocco.
    Uddin, Gazi Salah
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
    Bekiros, Stelios
    EUI, Italy.
    Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain2017In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 486, p. 947-955Article in journal (Refereed)
    Abstract [en]

    We propose a general framework for measuring short and long term dynamics in asset classes based on the wavelet presentation of clustering analysis. The empirical results show strong evidence of instability of the financial system aftermath of the global financial crisis. Indeed, both short and long-term dynamics have significantly changed after the global financial crisis. This study provides an interesting insights complex structure of global financial and economic system. (C) 2017 Elsevier B.V. All rights reserved.

  • 9.
    Pham, Tuan
    Linköping University, Department of Biomedical Engineering, Division of Biomedical Engineering. Linköping University, Faculty of Science & Engineering.
    Fuzzy weighted recurrence networks of time series Chock2019In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 513, p. 409-417Article in journal (Refereed)
    Abstract [en]

    The concept of networks in the context of graph theory delineates a wide variety of real-life complex systems. The theory of networks finds its applications very useful in many scientific and intellectual domains. Weighted networks can characterize complex statistical graph properties, particularly where node connections are heterogeneous. A framework of fuzzy weighted recurrence networks of time series is presented in this letter. Popular graph measures including the average clustering coefficient and characteristic path length of fuzzy weighted recurrence networks are shown to be more robust than those of unweighted recurrence networks derived from binary recurrence plots. (C) 2018 Elsevier B.V. All rights reserved.

    The full text will be freely available from 2020-09-08 10:45
  • 10.
    Pham, Tuan
    et al.
    Linköping University, Department of Biomedical Engineering, Division of Biomedical Engineering. Linköping University, Faculty of Science & Engineering.
    Yan, Hong
    Department of Electronic Engineering, City University of Hong Kong, Kowloon, Hong Kong.
    Spatial-dependence recurrence sample entropy2018In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 494, p. 581-590Article in journal (Refereed)
    Abstract [en]

    Measuring complexity in terms of the predictability of time series is a major area of research in science and engineering, and its applications are spreading throughout many scientific disciplines, where the analysis of physiological signals is perhaps the most widely reported in literature. Sample entropy is a popular measure for quantifying signal irregularity. However, the sample entropy does not take sequential information, which is inherently useful, into its calculation of sample similarity. Here, we develop a method that is based on the mathematical principle of the sample entropy and enables the capture of sequential information of a time series in the context of spatial dependence provided by the binary-level co-occurrence matrix of a recurrence plot. Experimental results on time-series data of the Lorenz system, physiological signals of gait maturation in healthy children, and gait dynamics in Huntington’s disease show the potential of the proposed method.

  • 11.
    Stavroyiannis, Stavros
    et al.
    Technol Educ Inst Peloponnese, Greece.
    Babalos, Vassilios
    Technol Educ Inst Peloponnese, Greece.
    Bekiros, Stelios
    European Univ Inst, Italy; Athens Univ Econ and Business, Greece.
    Lahmiri, Salim
    ESCA Sch Management, Morocco.
    Uddin, Gazi Salah
    Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
    The high frequency multifractal properties of Bitcoin2019In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 520, p. 62-71Article in journal (Refereed)
    Abstract [en]

    Following the new advances in encryption and network computing, Bitcoin emerged as a private sector system facilitating peer-to-peer exchange via distributed ledgers based on blockchains, driving a transformational change towards a global economy outside the core financial system. The main purpose of this paper is to examine the multifractal properties of the Bitcoin price using high frequency data. The methods used are the wavelet transform modulus maxima and the multifractal detrended fluctuation analysis. The results indicate that Bitcoin exhibits a large degree of multifractality in all examined time intervals, and the main source of multifractality is attributed to the high kurtosis and the fat distributional tails of the series returns. (C) 2019 Elsevier B.V. All rights reserved.

  • 12.
    Usatenko, O. V.
    et al.
    A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, Kharkov, Ukraine.
    Melnik, S. S.
    A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, Kharkov, Ukraine.
    Kroon, Lars
    Linköping University, Department of Physics, Chemistry and Biology, Theoretical Physics . Linköping University, The Institute of Technology.
    Johansson, Magnus
    Linköping University, Department of Physics, Chemistry and Biology, Theoretical Physics . Linköping University, The Institute of Technology.
    Riklund, Rolf
    Linköping University, Department of Physics, Chemistry and Biology, Theoretical Physics . Linköping University, The Institute of Technology.
    Apostolov, A. A.
    A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, Kharkov, Ukraine.
    Spectral analysis and synthesis of 1D dichotomous long-range correlated systems: From diffraction gratings to quantum wire2008In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 387, no 19-20, p. 4733-4739Article in journal (Refereed)
    Abstract [en]

    Spectral properties of 1D systems with long-range correlated disorder and their response to an applied field are examined. An algorithm based on the additive multi-step Markov chains is used to analyze and synthesize layered systems consisting of two randomly alternated elements. Using an equation connecting the correlation and memory functions enables one to reveal the microscopic structure, which can be expressed in terms of the Markov chain conditional probability function. Specifically, a method of designing complex gratings with prescribed characteristics that simultaneously display periodic, quasi-periodic and random properties is emphasized. The tight-binding Schrödinger equation with a weak correlated disorder in the dichotomic potential exhibiting sharp transition in conductivity is studied.

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