Physica A: Statistical Mechanics and its Applications最新文献

Analysis of investment behavior among Filipinos: Integration of Social exchange theory (SET) and the Theory of planned behavior (TPB) 菲律宾人的投资行为分析：社会交换理论（SET）与计划行为理论（TPB）的融合

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-12 DOI: 10.1016/j.physa.2024.130162

{"title":"Analysis of investment behavior among Filipinos: Integration of Social exchange theory (SET) and the Theory of planned behavior (TPB)","authors":"","doi":"10.1016/j.physa.2024.130162","DOIUrl":"10.1016/j.physa.2024.130162","url":null,"abstract":"<div><div>Despite the emergence of more accessible and modern forms of investment, the ever competitive and volatile market remains subject to anomalous irrationalities caused by investors. To this day, predicting their behavior remains difficult with lacking information, and poses a problem for investment platforms to effectively adjust to their predispositions. Therefore, this study aimed to comprehensively analyze the factors that have influenced investors’ behaviors using the integrated construct of the Social Exchange Theory and the Theory of Planned Behavior. With consideration of convenience sampling, a total number of 10,725 data points were collected and analyzed through machine learning algorithms of decision tree and neural network. Specifically, the comparison between long short-term memory (LSTM) and neural network, and random forest classifier and LightGBM were considered. It was found that the investor’s attitude, accessibility to financial services, and perceived economic benefits were the most influential predictors to their behavior, while six other factors also showed varying levels of significance. This study aimed to provide a unique framework which could be utilized by investment platforms to cater to the different behavioral factors expressed by investors. In line with these findings, it is recommended that platforms create flexible solutions that are based on their intentions and preferences, and more user-friendly through the implementation of new technologies. In addition, they are suggested to appeal to novice investors by reducing the burden of costs, promising future benefits, and promoting financial education. The results of this study proved the reliability of the integrated model as a social and behavioral framework, and consequently, LSTM overpowering other tools on accurate forecast made, followed by neural network, and random forest.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-10-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441622","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Ethereum futures and the efficiency of cryptocurrency spot markets 以太坊期货和加密货币现货市场的效率

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-11 DOI: 10.1016/j.physa.2024.130161

{"title":"Ethereum futures and the efficiency of cryptocurrency spot markets","authors":"","doi":"10.1016/j.physa.2024.130161","DOIUrl":"10.1016/j.physa.2024.130161","url":null,"abstract":"<div><div>This paper examines the impact of the introduction of Ethereum futures contracts on the market efficiency of major cryptocurrency (Bitcoin, Ethereum, Ripple, Litecoin, and Dogecoin) spot prices. Using a multifractality-based approach and daily data from September 4, 2017 to February 16, 2024, the main results show a slight improvement in market efficiency. Specifically, the degree of multifractality persistence decreases, implying reduced market inefficiencies in major cryptocurrencies. The temporal linear correlation effect and thick tail effect are less pronounced post-launch. The asymmetry of the generalized Hurst exponent increases after the launch of Ethereum futures, with a higher persistence under the downward trend of cryptocurrencies noted. This downward trend emerges after the launch of Ethereum futures, coinciding with the final stage of the COVID-19 pandemic. Additional analysis shows that fat tails and temporal linear correlations are the main sources of multifractality. The results highlight the influence of introducing financial derivatives into the relatively new and volatile cryptocurrency area, which should concern traders, hedgers, investors, and regulators.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441621","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks 比特币能否引发美元投机压力？新型 ARIMA-EGARCH 小波神经网络

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-11 DOI: 10.1016/j.physa.2024.130140

{"title":"Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks","authors":"","doi":"10.1016/j.physa.2024.130140","DOIUrl":"10.1016/j.physa.2024.130140","url":null,"abstract":"<div><div>In recent years, Bitcoin has garnered attention as a digital currency, prompting increasing debate regarding its effects on traditional financial markets, particularly the US dollar. This study investigates the relationship between Bitcoin and the US dollar, especially in the contexts of speculative attacks, where investors attempt to devalue a currency, and short squeezes, where rapid price rises force short sellers to quickly buy back assets to avoid further losses. The study employs a novel hybrid model combining an autoregressive moving average, Generalized Autoregressive Conditional Heteroskedasticity, and Wavelet Neural Networks techniques with neural networks approaches. The results suggest that significant trading activity in Bitcoin/US dollar, particularly during speculative attacks and short squeezes, can substantially impact the US dollar/EUR market, increasing price volatility as traders adjust their strategies. These adjustments, along with risk management strategies, drive higher trading volumes and further volatility. Our findings demonstrate that our novel hybrid model combined with Quantum Recurrent Neural Networks provides the most accurate predictions, offering valuable insights to inform trading strategies in both Bitcoin/US dollar and US dollar/EUR markets. This study has important implications for policymakers and market participants, emphasising the need to understand the relationship between Bitcoin and the US dollar for financial stability and effective policy formulation. It also highlights the necessity of advanced modeling techniques to accurately predict cryptocurrency market behavior.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142432121","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Impact of surface-roughness and fractality on electrical conductivity of SnS thin films 表面通透度和碎裂度对 SnS 薄膜导电性的影响

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-11 DOI: 10.1016/j.physa.2024.130165

{"title":"Impact of surface-roughness and fractality on electrical conductivity of SnS thin films","authors":"","doi":"10.1016/j.physa.2024.130165","DOIUrl":"10.1016/j.physa.2024.130165","url":null,"abstract":"<div><div>Mono- and multi-fractal geometry have been used to explore the surface characteristics of scanning electron microscopy (SEM) micrographs of the SnS films with thicknesses of 100 nm (SnS1) to 600 nm (SnS4), respectively. For this investigation, the SnS thin films have been grown on fluorine-doped tin oxide (FTO)-coated glass substrate through the thermal evaporation route, and surface morphologies are captured by SEM. Two-dimensional multi-fractal detrended fluctuation analysis (MFDFA) based on the partition function is used to examine whether the surfaces have a multi-fractal nature or not. The partition function is applied to extract the generalized Hurst exponent from the segment size. It has been found that surfaces with higher surface roughness induce substantial nonlinearity and a wider width of the multi-fractal spectrum. The multi-fractal spectrum acquired from the analysis of the geometry and shape of the singularity spectrum is used to quantify the irregularity and complexity of surfaces. Minkowski functionals (MFs) parameters such as volume, boundary, and connectivity were measured for each thin film. Moreover, we tried to correlate the electrical conductivity with the mono- and multi-fractal parameters such as fractal dimension (D<sub>f</sub>), singularity strength function (Δα), singularity spectrum Δf(α), and it is observed that the conductivity of a thin film decreases with decreasing fractal dimension. The minimum (maximum) resistivity (conductivity) was observed for the surface having a larger fractal dimension. The present investigation suggests that such SnS surfaces, having minimal resistivity and maximum conductivity on the roughest surface, indicate enhanced light trapping capacity and can be utilized as active layers for advanced optoelectronics devices.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441620","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Role of delay in brain dynamics 延迟在大脑动力学中的作用

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-11 DOI: 10.1016/j.physa.2024.130166

{"title":"Role of delay in brain dynamics","authors":"","doi":"10.1016/j.physa.2024.130166","DOIUrl":"10.1016/j.physa.2024.130166","url":null,"abstract":"<div><div>Significant variations of delays among connecting neurons cause an inevitable disadvantage of asynchronous brain dynamics compared to synchronous deep learning. However, this study demonstrates that this disadvantage can be converted into a computational advantage using a network with a single output and <span><math><mi>M</mi></math></span> multiple delays between successive layers, thereby generating a polynomial time-series outputs with <span><math><mi>M</mi></math></span>. The proposed role of delay in brain dynamics (RoDiB) model, is capable of learning increasing number of classified labels using a fixed architecture, and overcomes the inflexibility of the brain to update the learning architecture using additional neurons and connections. Moreover, the achievable accuracies of the RoDiB system are comparable with those of its counterpart tunable single delay architectures with <span><math><mi>M</mi></math></span> outputs. Further, the accuracies are significantly enhanced when the number of output labels exceeds its fully connected input size. The results are mainly obtained using simulations of VGG-6 on CIFAR datasets and also include multiple label inputs. However, currently only a small fraction of the abundant number of RoDiB outputs is utilized, thereby suggesting its potential for advanced computational power yet to be discovered.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142445653","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A network perspective on J.S Bach’s 6 violin sonatas and partitas, BWV 1001 - 1006 从网络角度看巴赫的 6 首小提琴奏鸣曲和 Partitas，BWV 1001 - 1006

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-10 DOI: 10.1016/j.physa.2024.130124

{"title":"A network perspective on J.S Bach’s 6 violin sonatas and partitas, BWV 1001 - 1006","authors":"","doi":"10.1016/j.physa.2024.130124","DOIUrl":"10.1016/j.physa.2024.130124","url":null,"abstract":"<div><div>Complex networks and statistical physics have been proposed as powerful frameworks and tools in the analysis of the properties of complex systems and in particular musical pieces. They can reveal variations in musical features such as harmony, melody, rhythm as well as the composer’s style. The empirical study of a wide range of digitized scores of Western classical music and their corresponding networks brought to light quantitative evidence for changes in harmonic complexity. We complement the common topological analysis of these networks with musicological or music-theoretical considerations. We illustrate this by studying J. S. Bach’s sonatas and partitas for solo violin by constructing duration-weighted transition matrices between notes, or melody networks, as well as harmony networks, which are transition matrices between the chords, or equivalently synchronously played notes. We further propose statistical physics measures that were first introduced in the study of socio-economic networks: the partition function and communicability and provide evidence for their significance. Our findings and observations include: the detection of three main communities centered around the tonic, the dominant, and submediant in most of the pieces; the association of the nodes with the highest betweenness centrality, the lowest clustering coefficient and highest in and out degrees respectively with the tonic and the dominant; the high similarity between pieces which share the same key or when the key of one is the dominant of the other; finally, the association of the highest partition function, the shortest average path length, and the highest communicability with the Fugues.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142445651","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Singularities of Taylor’s power law in the analysis of aggregation measures 分析总量时泰勒幂律的奇异性

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-10 DOI: 10.1016/j.physa.2024.130151

引用次数: 0

Testing the scope of superstatistical time series analysis: Application to the SYM-H geomagnetic index 测试超统计时间序列分析的范围：SYM-H 地磁指数的应用

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-10 DOI: 10.1016/j.physa.2024.130147

引用次数: 0

Inequality of creep avalanches can predict imminent breakdown 蠕变雪崩的不平衡性可预测即将发生的故障

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-10 DOI: 10.1016/j.physa.2024.130148

{"title":"Inequality of creep avalanches can predict imminent breakdown","authors":"","doi":"10.1016/j.physa.2024.130148","DOIUrl":"10.1016/j.physa.2024.130148","url":null,"abstract":"<div><div>We have numerically studied a mean-field fiber bundle model of fracture at a non-zero temperature and acted upon by a constant external tensile stress. The individual fibers fail due to creep-like dynamics that lead up to a catastrophic breakdown. We quantify the variations in sizes of the resulting avalanches by calculating the Lorenz function and two inequality indices – Gini (<span><math><mi>g</mi></math></span>) and Kolkata (<span><math><mi>k</mi></math></span>) indices – derived from the Lorenz function. We show that the two indices cross just prior to the failure point when the dynamics goes through intermittent avalanches. For a continuous failure dynamics (finite numbers of fibers breaking at each time step), the crossing does not happen. However, in that phase, the usual prediction method i.e., linear relation between the time of minimum strain-rate (time at which rate of fiber breaking is the minimum) and failure time, holds. The boundary between continuous and intermittent dynamics is very close to the boundary between crossing and non-crossing of the two indices in the temperature-stress phase space, both drawn from independent analytical calculations and are verified by numerical simulations.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142445652","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Vibration-resonance chimeras in coupled excitable systems with heterogeneous aperiodic excitations 具有异质非周期性激励的耦合可激系统中的振动-共振嵌合体

IF 2.8 3区物理与天体物理

Physica A: Statistical Mechanics and its Applications Pub Date : 2024-10-09 DOI: 10.1016/j.physa.2024.130156

{"title":"Vibration-resonance chimeras in coupled excitable systems with heterogeneous aperiodic excitations","authors":"","doi":"10.1016/j.physa.2024.130156","DOIUrl":"10.1016/j.physa.2024.130156","url":null,"abstract":"<div><div>In this work, we present a novel chimera-like state known as the vibration-resonance chimera (VRC) state, which is induced by heterogeneous aperiodic (HA) excitations and emerges within the optimal range of amplitude for the HA excitations. We investigate the dynamic behaviors of the FitzHugh-Nagumo model in relation to HA excitations and coupling strength in parameter spaces, identifying specific regions where VRC states exist and analyzing the transition mechanisms between different dynamic behaviors. Using basin stability measures, we find that the mean period of HA excitations affects the multi-stable states of neural systems. Specifically, the model excited by HA excitations with a larger mean period is more likely to exhibit multi-stable states. Additionally, we explore the effects of two levels of heterogeneity in HA excitations, namely amplitude heterogeneity and period heterogeneity, on VRC states. Amplitude heterogeneity can suppress the occurrence of VRC states, whereas period heterogeneity can promote their generation. This work provides valuable insights into complex system dynamics, enhancing our understanding of chimera states in neuronal models and their potential applications in neural networks.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":null,"pages":null},"PeriodicalIF":2.8,"publicationDate":"2024-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142432119","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0