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Macro guidance-Micro avoidance model for on-site personnel emergency evacuation strategy in nuclear power plants under fear psychology
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2025.130366
Zelin Nie , Yuxin Guan , Wei Cheng , Lingxiu Chen , Ji Xing , Xuefeng Chen , Na Xue , Jin Yan , Wei Deng , Qun Cao
At present, the measures for on-site emergency in nuclear power plants are not universal and flexible, and are not applicable to all accident scenarios. To address the problem, this paper proposes a Macro guidance-Micro avoidance model combined improved Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and Cellular Automata (CA) model for on-site emergency. To overcome the issue of “repeated turnback” in CA micro-simulation, the improved NSGA-II algorithm is introduced to guide macro evacuation directions. For addressing uncertainty in the effects of radiation field, psychological factors, and evacuation behavior on evacuation efficiency in nuclear emergency scenarios, CA is used to simulate and analyze the influence rule of radiation field, herd behavior, information transmission, and physical differences on evacuation time. Finally, by selecting appropriate exit inside nuclear power plant, this model reasonably estimates evacuation time, and ensures timely response of off-site emergency vehicles during the nuclear emergency process. Through the simulation analysis of evacuation process of on-site personnel based on radionuclide diffusion, radiation hazards, crowd characteristics, and psychological changes can be considered, this approach facilitates the planning of safe evacuation exits and allows for more accurate evacuation time estimation, supporting subsequent off-site evacuation efforts.
{"title":"Macro guidance-Micro avoidance model for on-site personnel emergency evacuation strategy in nuclear power plants under fear psychology","authors":"Zelin Nie ,&nbsp;Yuxin Guan ,&nbsp;Wei Cheng ,&nbsp;Lingxiu Chen ,&nbsp;Ji Xing ,&nbsp;Xuefeng Chen ,&nbsp;Na Xue ,&nbsp;Jin Yan ,&nbsp;Wei Deng ,&nbsp;Qun Cao","doi":"10.1016/j.physa.2025.130366","DOIUrl":"10.1016/j.physa.2025.130366","url":null,"abstract":"<div><div>At present, the measures for on-site emergency in nuclear power plants are not universal and flexible, and are not applicable to all accident scenarios. To address the problem, this paper proposes a Macro guidance-Micro avoidance model combined improved Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and Cellular Automata (CA) model for on-site emergency. To overcome the issue of “repeated turnback” in CA micro-simulation, the improved NSGA-II algorithm is introduced to guide macro evacuation directions. For addressing uncertainty in the effects of radiation field, psychological factors, and evacuation behavior on evacuation efficiency in nuclear emergency scenarios, CA is used to simulate and analyze the influence rule of radiation field, herd behavior, information transmission, and physical differences on evacuation time. Finally, by selecting appropriate exit inside nuclear power plant, this model reasonably estimates evacuation time, and ensures timely response of off-site emergency vehicles during the nuclear emergency process. Through the simulation analysis of evacuation process of on-site personnel based on radionuclide diffusion, radiation hazards, crowd characteristics, and psychological changes can be considered, this approach facilitates the planning of safe evacuation exits and allows for more accurate evacuation time estimation, supporting subsequent off-site evacuation efforts.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"659 ","pages":"Article 130366"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143160639","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
Multi-scale wavelet transform enhanced graph neural network for pedestrian trajectory prediction
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2024.130319
Xuanqi Lin, Yong Zhang, Shun Wang, Yongli Hu, Baocai Yin
The pedestrian trajectory prediction forecasts future positions by analyzing historical data and environmental context. With the rapid advancement of artificial intelligence and data processing technologies, this technique has become increasingly significant in areas such as autonomous driving, video surveillance, and intelligent transportation systems. Traditional deep learning methods have primarily focused on time-domain modeling and have made great success. However, they struggle to capture multi-scale features and frequency-domain information in trajectories, making it challenging to effectively handle noise and uncertainty in trajectory data. To address these limitations, this paper proposes a Multi-Scale Wavelet Transform Enhanced Graph Neural Network (MSWTE-GNN) based on wavelet transform and multi-scale learning. The model processes trajectory sequences in the frequency domain using wavelet transform, extracting multi-scale features, and integrates multi-scale graph neural networks with cross-scale fusion to learn interaction information among pedestrians. Experimental results demonstrate that the proposed method significantly improves the accuracy and reliability of pedestrian trajectory prediction.
{"title":"Multi-scale wavelet transform enhanced graph neural network for pedestrian trajectory prediction","authors":"Xuanqi Lin,&nbsp;Yong Zhang,&nbsp;Shun Wang,&nbsp;Yongli Hu,&nbsp;Baocai Yin","doi":"10.1016/j.physa.2024.130319","DOIUrl":"10.1016/j.physa.2024.130319","url":null,"abstract":"<div><div>The pedestrian trajectory prediction forecasts future positions by analyzing historical data and environmental context. With the rapid advancement of artificial intelligence and data processing technologies, this technique has become increasingly significant in areas such as autonomous driving, video surveillance, and intelligent transportation systems. Traditional deep learning methods have primarily focused on time-domain modeling and have made great success. However, they struggle to capture multi-scale features and frequency-domain information in trajectories, making it challenging to effectively handle noise and uncertainty in trajectory data. To address these limitations, this paper proposes a Multi-Scale Wavelet Transform Enhanced Graph Neural Network (MSWTE-GNN) based on wavelet transform and multi-scale learning. The model processes trajectory sequences in the frequency domain using wavelet transform, extracting multi-scale features, and integrates multi-scale graph neural networks with cross-scale fusion to learn interaction information among pedestrians. Experimental results demonstrate that the proposed method significantly improves the accuracy and reliability of pedestrian trajectory prediction.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"659 ","pages":"Article 130319"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143160753","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
Skyrmions in dynamic magnetic field: Hysteresis behavior
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2024.130332
Aymila Akyıldız , Ümit Akıncı
The behavior of the skyrmionic character of the square lattice with the Heisenberg model which contains exchange interaction and DMI between the nearest neighbor spins and external time-dependent periodic magnetic field is investigated by Monte Carlo simulation. The effect of the amplitude and period of the field on the skyrmionic character of the lattice was obtained. It is shown that, as in the magnetization of the lattice, the skyrmion number has a hysteretic character in one period of the field.
{"title":"Skyrmions in dynamic magnetic field: Hysteresis behavior","authors":"Aymila Akyıldız ,&nbsp;Ümit Akıncı","doi":"10.1016/j.physa.2024.130332","DOIUrl":"10.1016/j.physa.2024.130332","url":null,"abstract":"<div><div>The behavior of the skyrmionic character of the square lattice with the Heisenberg model which contains exchange interaction and DMI between the nearest neighbor spins and external time-dependent periodic magnetic field is investigated by Monte Carlo simulation. The effect of the amplitude and period of the field on the skyrmionic character of the lattice was obtained. It is shown that, as in the magnetization of the lattice, the skyrmion number has a hysteretic character in one period of the field.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"659 ","pages":"Article 130332"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161256","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
Time-resolved culture maps derived from the Integrated Values Survey data (1981–2022)
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2024.130317
John Lawrence Euste , Hannah Christina Arjonillo, Caesar Saloma
We demonstrate a method for deriving pairs of time-resolved two-dimensional [vertical traditional (bottom) - rational axis vs. horizontal survival (left) – self-expression axis] culture maps from the Integrated Values Survey data (IVS) which is an integration of the World Values Survey (WVS) and European Values Survey data. The IVS is composed of seven survey waves (average duration: 5.43 years) that were successively sampled from 1981 (start of Survey Wave 1) to 2022 (end of Wave 7). A pair consisting of a cross-country map and a survey respondent-level map is extracted from each wave via principal component analysis (PCA). In the cross-country map, countries are represented as points, while in the respondent-level map of a country, the survey respondents are depicted as points distributed about a mean location. The coefficient matrix from the country-level PCA is utilized to derive the respondent-level map. The cross-country map reveals the cultural variations of the participating countries while the respondent-level map of a country shows the variations of its national population as represented by the randomly selected respondents. The information content of each map is unique and complementary. We derived the connection between the mean location of the respondent distribution of a country and its corresponding location in the cross-country map. Tracking the temporal movements of country locations from 1981 to 2022 in the cross-country maps revealed that countries have generally moved towards the self-expression direction. We calculated the associated standard deviational ellipse (SDE) of the respondent distribution and used the SDE area as a measure of the degree of intra-national cultural diversity. We have observed that countries with lower degrees of cultural diversity (i.e., smaller SDE areas) placed greater emphasis on traditional and survival values. The capability to measure accurately the temporal evolution of national cultures allows peoples to understand each other better thereby avoiding costly conflicts between nationalities and countries.
{"title":"Time-resolved culture maps derived from the Integrated Values Survey data (1981–2022)","authors":"John Lawrence Euste ,&nbsp;Hannah Christina Arjonillo,&nbsp;Caesar Saloma","doi":"10.1016/j.physa.2024.130317","DOIUrl":"10.1016/j.physa.2024.130317","url":null,"abstract":"<div><div>We demonstrate a method for deriving pairs of time-resolved two-dimensional [vertical <em>traditional (bottom) - rational</em> axis vs. horizontal <em>survival (left) – self-expression</em> axis] culture maps from the Integrated Values Survey data (IVS) which is an integration of the World Values Survey (WVS) and European Values Survey data. The IVS is composed of seven survey waves (average duration: 5.43 years) that were successively sampled from 1981 (start of Survey Wave 1) to 2022 (end of Wave 7). A pair consisting of a cross-country map and a survey respondent-level map is extracted from each wave via principal component analysis (PCA). In the cross-country map, countries are represented as points, while in the respondent-level map of a country, the survey respondents are depicted as points distributed about a mean location. The coefficient matrix from the country-level PCA is utilized to derive the respondent-level map. The cross-country map reveals the cultural variations of the participating countries while the respondent-level map of a country shows the variations of its national population as represented by the randomly selected respondents. The information content of each map is unique and complementary. We derived the connection between the mean location of the respondent distribution of a country and its corresponding location in the cross-country map. Tracking the temporal movements of country locations from 1981 to 2022 in the cross-country maps revealed that countries have generally moved towards the <em>self-expression</em> direction. We calculated the associated standard deviational ellipse (SDE) of the respondent distribution and used the SDE area as a measure of the degree of intra-national cultural diversity. We have observed that countries with lower degrees of cultural diversity (i.e., smaller SDE areas) placed greater emphasis on traditional and survival values. The capability to measure accurately the temporal evolution of national cultures allows peoples to understand each other better thereby avoiding costly conflicts between nationalities and countries.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"659 ","pages":"Article 130317"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143160680","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
Reconstructing functional networks of air transport delay propagations with minimal information
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2024.130318
Massimiliano Zanin
In the last decade, statistical physics has joined the effort of the scientific community in the endeavour of understanding the structure and dynamics of air transport delay propagation, especially through the reconstruction and analysis of functional networks. While being a powerful instrument, such networks rely on the availability of large quantities of real data, and can only be used to describe historical dynamics. This contribution presents an alternative way of analysing public delay data, based on minimal information and a set of hypotheses about why and where observed delays had to be generated. We show how this analysis allows recovering known behaviours of the system, as the dependence of delays on the saturation of the arrival airport; but also how local and network propagation patterns can be detected ahead of time.
{"title":"Reconstructing functional networks of air transport delay propagations with minimal information","authors":"Massimiliano Zanin","doi":"10.1016/j.physa.2024.130318","DOIUrl":"10.1016/j.physa.2024.130318","url":null,"abstract":"<div><div>In the last decade, statistical physics has joined the effort of the scientific community in the endeavour of understanding the structure and dynamics of air transport delay propagation, especially through the reconstruction and analysis of functional networks. While being a powerful instrument, such networks rely on the availability of large quantities of real data, and can only be used to describe historical dynamics. This contribution presents an alternative way of analysing public delay data, based on minimal information and a set of hypotheses about why and where observed delays had to be generated. We show how this analysis allows recovering known behaviours of the system, as the dependence of delays on the saturation of the arrival airport; but also how local and network propagation patterns can be detected ahead of time.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"659 ","pages":"Article 130318"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143160748","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
Recovery of contour nodes in interdependent directed networks
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2024.130335
Ignacio A. Perez, Cristian E. La Rocca
Extensive research has focused on studying the robustness of interdependent non-directed networks and the design of mitigation strategies aimed at reducing disruptions caused by cascading failures. However, real systems such as power and communication networks are directed, which underscores the necessity of broadening the analysis by including directed networks. In this work, we develop an analytical framework to study a recovery strategy in two interdependent directed networks in which a fraction q of nodes in each network have single dependencies with nodes in the other network. Following the random failure of nodes that leaves a fraction p intact, we repair a fraction of nodes that are neighbors of the giant strongly connected component of each network with probability or recovery success rate γ. Our analysis reveals an abrupt transition between total system collapse and complete recovery as p is increased. As a consequence, we identify three distinct phases in the (p,γ) parameter space: collapse despite intervention, recovery enabled by the strategy, and resilience without intervention. Moreover, we demonstrate our strategy on a system built from empirical data and find that it can save resources compared to a random recovery strategy. Our findings underscore the potential of targeted recovery strategies to enhance the robustness of real interdependent directed networks against cascading failures.
{"title":"Recovery of contour nodes in interdependent directed networks","authors":"Ignacio A. Perez,&nbsp;Cristian E. La Rocca","doi":"10.1016/j.physa.2024.130335","DOIUrl":"10.1016/j.physa.2024.130335","url":null,"abstract":"<div><div>Extensive research has focused on studying the robustness of interdependent non-directed networks and the design of mitigation strategies aimed at reducing disruptions caused by cascading failures. However, real systems such as power and communication networks are directed, which underscores the necessity of broadening the analysis by including directed networks. In this work, we develop an analytical framework to study a recovery strategy in two interdependent directed networks in which a fraction <span><math><mi>q</mi></math></span> of nodes in each network have single dependencies with nodes in the other network. Following the random failure of nodes that leaves a fraction <span><math><mi>p</mi></math></span> intact, we repair a fraction of nodes that are neighbors of the giant strongly connected component of each network with probability or recovery success rate <span><math><mi>γ</mi></math></span>. Our analysis reveals an abrupt transition between total system collapse and complete recovery as <span><math><mi>p</mi></math></span> is increased. As a consequence, we identify three distinct phases in the <span><math><mrow><mo>(</mo><mi>p</mi><mo>,</mo><mi>γ</mi><mo>)</mo></mrow></math></span> parameter space: collapse despite intervention, recovery enabled by the strategy, and resilience without intervention. Moreover, we demonstrate our strategy on a system built from empirical data and find that it can save resources compared to a random recovery strategy. Our findings underscore the potential of targeted recovery strategies to enhance the robustness of real interdependent directed networks against cascading failures.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"659 ","pages":"Article 130335"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161215","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
Dynamic immunization for disinformation spreading on signed social networks
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2024.130321
Ai-Wen Li , Ya-Fang Liu , Jian-Lin Zhou , An Zeng , Xiao-Ke Xu , Ying Fan
Signed social networks are a special type of social network with positive and negative relationships. It can provide a powerful framework for studying information spreading in light of opposite user relationships. Currently, static immunization strategies have been constructed to control the spread of disinformation on signed social networks. Here, we focus on dynamic immunization that can be real-time immune to the spread of disinformation on signed social networks, which is vital for shaping public discourse and opinion formation. Accordingly, we proposed the signed contact-tracing (SCT) considering the opposite attitudes of users toward information. Experiments with synthetic and empirical signed networks explore the impact of signed network structure with positive and negative edges on dynamic immunity and confirm the necessity of considering signs in the dynamic immune process. Then, the effectiveness of SCT was verified by two evaluation indicators, and find that targeting individuals with the same ideological group has a smaller spreading range and lower spreading speed than those without differentiated attitudes. Furthermore, the signed backward-contact-tracing (SBCT) based on SCT optimization offers optimal regulatory recommendations for enhancing immunity against disinformation in signed social networks. The study demonstrates how negative relationships impact the dynamic immunity of disinformation, and improves the application of dynamic immunity strategies in signed networks.
{"title":"Dynamic immunization for disinformation spreading on signed social networks","authors":"Ai-Wen Li ,&nbsp;Ya-Fang Liu ,&nbsp;Jian-Lin Zhou ,&nbsp;An Zeng ,&nbsp;Xiao-Ke Xu ,&nbsp;Ying Fan","doi":"10.1016/j.physa.2024.130321","DOIUrl":"10.1016/j.physa.2024.130321","url":null,"abstract":"<div><div>Signed social networks are a special type of social network with positive and negative relationships. It can provide a powerful framework for studying information spreading in light of opposite user relationships. Currently, static immunization strategies have been constructed to control the spread of disinformation on signed social networks. Here, we focus on dynamic immunization that can be real-time immune to the spread of disinformation on signed social networks, which is vital for shaping public discourse and opinion formation. Accordingly, we proposed the signed contact-tracing (SCT) considering the opposite attitudes of users toward information. Experiments with synthetic and empirical signed networks explore the impact of signed network structure with positive and negative edges on dynamic immunity and confirm the necessity of considering signs in the dynamic immune process. Then, the effectiveness of SCT was verified by two evaluation indicators, and find that targeting individuals with the same ideological group has a smaller spreading range and lower spreading speed than those without differentiated attitudes. Furthermore, the signed backward-contact-tracing (SBCT) based on SCT optimization offers optimal regulatory recommendations for enhancing immunity against disinformation in signed social networks. The study demonstrates how negative relationships impact the dynamic immunity of disinformation, and improves the application of dynamic immunity strategies in signed networks.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"659 ","pages":"Article 130321"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143161292","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
Social media discussions anticipates financial market volumes
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2025.130388
Giulio Vicentini , Alessandro Nucci , Guido Caldarelli , Elisa Omodei
The role of social media platforms, where opinions form and are shared, in stock market movements is becoming increasingly important. Several past studies have demonstrated the predictive power of web-based information analysis on investor sentiment and opinion. This paper analyzes the present relationship between discussions on X (previously known as Twitter) and market movements. Additionally, we contribute to the existing body of knowledge by introducing novel approaches grounded in information theory. Through empirical analysis and advanced statistical techniques, our study sheds light on the continued influence of social media sentiment on stock price returns, providing valuable insights for investors and market analysts navigating the complexities of modern financial markets.
{"title":"Social media discussions anticipates financial market volumes","authors":"Giulio Vicentini ,&nbsp;Alessandro Nucci ,&nbsp;Guido Caldarelli ,&nbsp;Elisa Omodei","doi":"10.1016/j.physa.2025.130388","DOIUrl":"10.1016/j.physa.2025.130388","url":null,"abstract":"<div><div>The role of social media platforms, where opinions form and are shared, in stock market movements is becoming increasingly important. Several past studies have demonstrated the predictive power of web-based information analysis on investor sentiment and opinion. This paper analyzes the present relationship between discussions on X (previously known as Twitter) and market movements. Additionally, we contribute to the existing body of knowledge by introducing novel approaches grounded in information theory. Through empirical analysis and advanced statistical techniques, our study sheds light on the continued influence of social media sentiment on stock price returns, providing valuable insights for investors and market analysts navigating the complexities of modern financial markets.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"661 ","pages":"Article 130388"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143271418","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
Dynamic price interactions in energy commodities benchmarks: Insights from multifractal analysis during crisis periods
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2024.130314
C.M.C. Inacio Jr , Ladislav Kristoufek , S.A. David
This paper investigates the dynamic interrelationships between West Texas Intermediate (WTI) prices and various energy commodities including Brent crude oil futures, Brent spot prices, American diesel futures, and the Reformulated Blendstock for Oxygenate Blending, across four critical periods surrounding the Covid-19 pandemic and the Russia–Ukraine conflict. Employing the Multifractal Detrended Fluctuation Cross-Correlation Analysis (MFXDFA) methodology, the study analyzes both the static and dynamic Hurst exponents to examine the multifractal behaviors of these price relationships. Results indicate a pronounced increase in price persistence during the height of the Covid-19 pandemic, with a subsequent decrease during the Russia–Ukraine conflict, suggesting a shift toward a new price dynamic influenced by recent global crises. This research contributes to understanding the evolving dynamics in crude oil and refined products markets, shedding light on how major geopolitical and global health events can reshape market behavior and pricing structures in significant ways.
{"title":"Dynamic price interactions in energy commodities benchmarks: Insights from multifractal analysis during crisis periods","authors":"C.M.C. Inacio Jr ,&nbsp;Ladislav Kristoufek ,&nbsp;S.A. David","doi":"10.1016/j.physa.2024.130314","DOIUrl":"10.1016/j.physa.2024.130314","url":null,"abstract":"<div><div>This paper investigates the dynamic interrelationships between West Texas Intermediate (WTI) prices and various energy commodities including Brent crude oil futures, Brent spot prices, American diesel futures, and the Reformulated Blendstock for Oxygenate Blending, across four critical periods surrounding the Covid-19 pandemic and the Russia–Ukraine conflict. Employing the Multifractal Detrended Fluctuation Cross-Correlation Analysis (MFXDFA) methodology, the study analyzes both the static and dynamic Hurst exponents to examine the multifractal behaviors of these price relationships. Results indicate a pronounced increase in price persistence during the height of the Covid-19 pandemic, with a subsequent decrease during the Russia–Ukraine conflict, suggesting a shift toward a new price dynamic influenced by recent global crises. This research contributes to understanding the evolving dynamics in crude oil and refined products markets, shedding light on how major geopolitical and global health events can reshape market behavior and pricing structures in significant ways.</div></div>","PeriodicalId":20152,"journal":{"name":"Physica A: Statistical Mechanics and its Applications","volume":"659 ","pages":"Article 130314"},"PeriodicalIF":2.8,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143160681","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
Quantum information measures in quartic and symmetric potentials using perturbative approach
IF 2.8 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY Pub Date : 2025-02-01 DOI: 10.1016/j.physa.2024.130346
Vikash Kumar Ojha , Ramkumar Radhakrishnan , Mariyah Ughradar
We analyze the Shannon and Fisher information measures for systems subjected to quartic and symmetric potential wells. The wave functions are obtained by solving the time-independent Schrödinger equation, using aspects of perturbation theory. We examine how the information for various quantum states evolves with changes in the width of the potential well. For both potentials, the Shannon entropy decreases in position space and increases in momentum space as the width increases, maintaining a constant sum of entropies, consistent with Heisenberg’s uncertainty principle. The Fisher information measure shows different behaviors for the two potentials: it remains nearly constant for the quartic potential. For the symmetric well potential, the Fisher information decreases in position space and increases in momentum space as localization in position space increases, also consistent with the analogue of Heisenberg’s uncertainty principle. Additionally, the Bialynicki–Birula–Mycielski inequality is evaluated across various cases and is confirmed to hold in each instance.
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Physica A: Statistical Mechanics and its Applications
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