Why do Hurst exponents of traded value increase as the logarithm of company size?

The common assumption of universal behavior in stock market data can sometimes lead to false conclusions. In statistical physics, the Hurst exponents characterizing long-range correlations are often closely related to universal exponents. We show, that in the case of time series of the traded value, these Hurst exponents increase logarithmically with company size, and thus are non-universal. Moreover, the average transaction size shows scaling with the mean transaction frequency for large enough companies. We present a phenomenological scaling framework that properly accounts for such dependencies.Comment: 10 pages, 4 figures, to appear in the Proceedings of the International Workshop on Econophysics of Stock Markets and Minority Games, Calcutta, 200

Nonuniversality in the pair contact process with diffusion

We study the static and dynamic behavior of the one dimensional pair contact process with diffusion. Several critical exponents are found to vary with the diffusion rate, while the order-parameter moment ratio m=\bar{rho^2} /\bar{rho}^2 grows logarithmically with the system size. The anomalous behavior of m is traced to a violation of scaling in the order parameter probability density, which in turn reflects the presence of two distinct sectors, one purely diffusive, the other reactive, within the active phase. Studies restricted to the reactive sector yield precise estimates for exponents beta and nu_perp, and confirm finite size scaling of the order parameter. In the course of our study we determine, for the first time, the universal value m_c = 1.334 associated with the parity-conserving universality class in one dimension.Comment: 9 pages, 5 figure

Neutrino mean free paths in spin-polarized neutron Fermi liquids

Neutrino mean free paths in magnetized neutron matter are calculated using the Hartree-Fock approximation with effective Skyrme and Gogny forces in the framework of the Landau Fermi Liquid Theory. It is shown that describing nuclear interaction with Skyrme forces and for magnetic field strengths $log_{10} B(G) \gtrsim 17$, the neutrino mean free paths stay almost unchanged at intermediate densities but they largely increase at high densities when they are compared to the field-free case results. However the description with Gogny forces differs from the previous and mean free paths stay almonst unchanged or decrease at densities $[1-2]\rho_0$. This different behaviour can be explained due to the combination of common mild variation of the Landau parameters with both types of forces and the values of the nucleon effective mass and induced magnetization of matter under presence of a strong magnetic field as described with the two parametrizations of the nuclear interaction.Comment: 9 pages, 3 figure

Percolation and epidemics in a two-dimensional small world

Percolation on two-dimensional small-world networks has been proposed as a model for the spread of plant diseases. In this paper we give an analytic solution of this model using a combination of generating function methods and high-order series expansion. Our solution gives accurate predictions for quantities such as the position of the percolation threshold and the typical size of disease outbreaks as a function of the density of "shortcuts" in the small-world network. Our results agree with scaling hypotheses and numerical simulations for the same model.Comment: 7 pages, 3 figures, 2 table

Integrating fluctuations into distribution of resources in transportation networks

We propose a resource distribution strategy to reduce the average travel time in a transportation network given a fixed generation rate. Suppose that there are essential resources to avoid congestion in the network as well as some extra resources. The strategy distributes the essential resources by the average loads on the vertices and integrates the fluctuations of the instantaneous loads into the distribution of the extra resources. The fluctuations are calculated with the assumption of unlimited resources, where the calculation is incorporated into the calculation of the average loads without adding to the time complexity. Simulation results show that the fluctuation-integrated strategy provides shorter average travel time than a previous distribution strategy while keeping similar robustness. The strategy is especially beneficial when the extra resources are scarce and the network is heterogeneous and lowly loaded.Comment: 14 pages, 4 figure

Cigarette smoking dose-response and suicidal ideation among young people in Nepal: a cross-sectional study

Background: Worldwide, tobacco smoking is a major risk factor for morbidity and early mortality among adult population. The present study aimed to find out the association between current smoking and suicidal ideation among young people in Nepal. Materials and Methods: A cross-sectional questionnaire-based survey was carried out among 452 youths from Pokhara, Nepal. The present study included both genders (age 18-24 years) who were smokers as well as non-smokers. Results: Across the study period, 452 participants were identified after matching for age, and sex (226 in the smoking group and 226 in the non-smoking group). The mean age of participants was 21.6±1.2 years and 58.8% were males. The overall rate of suicidal ideation in our cohort was 8.9%. Smokers were slightly more likely to report suicidal ideation than non-smokers (aOR 1.12). The risk of developing suicidal ideation was 3.56 (95% CI 1.26-10.09) times more in individuals who smoked greater than 3.5 cigarettes per week (p=0.01). Conclusion: The rate of suicidal ideation was slightly higher among smokers and a dose-response relationship was identified with the number of cigarettes smoked per week. Being aware of the link between smoking and suicidal ideation may help health care professionals working with young people to address more effectively the issues of mental well-being and thoughts about suicide