Analyzing time series from the perspective of complex network has interested many
scientists. In this paper, based on visibility graph theory a novel method of constructing …

We have used the Itô's stochastic differential equation for the double well with additive white
noise as a mathematical model for price dynamics of the financial market. We have …

We have used the two-dimensional classical anisotropic Ising model in an external field and
with an ion single anisotropy term as a mathematical model for the price dynamics of the …

Financial global crisis has devastating impacts to economies since early XX century and
continues to impose increasing collateral damages for governments, enterprises, and …

This paper is to introduce some analytical tools to characterize the properties of fractal basin
boundaries for planar switched systems (with time-dependent switching). The characterizing …

This study empirically compares the development of China's interest rate market in the past
decade. The yield of Shibor market from 2006 to 2016 showed anti-persistence, and the …

Aggregation in time series is of great importance in time series smoothing, predicting and
other time series analysis process, which makes it crucial to address the weights in times …

The three-dimensional Ising model in an external field is used as a mathematical model for
price dynamics of financials market. The model allows us to test within the same framework …