IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v201y2025ip1s0960077925011968.html

A universal scaling law in complex systems

Author

Listed:
  • Fang, Qiannan
  • Cai, Xiaohua
  • Zhou, Lei
  • Ren, Zhuoming
  • Weng, Tongfeng

Abstract

We restudy complex systems from multiscale perspective via algebraic topological analysis. By constructing networks from coarse-grained time series, we show that their topological structure in the resulting networks exhibits a universal scaling characteristic. Specifically, we find that a clear power-law behavior emerges between the number of higher-order cliques and the temporal scale in chaotic models and fractional Brownian motion. Interestingly, their associated scaling exponents present a monotonic growth pattern. This monotonic pattern is further demonstrated across stride interval fluctuations, sea clutter amplitude, bird flight speed and XRP price. Our work for the first time reveals a universal scaling law in shaping seemingly distinct complex systems.

Suggested Citation

  • Fang, Qiannan & Cai, Xiaohua & Zhou, Lei & Ren, Zhuoming & Weng, Tongfeng, 2025. "A universal scaling law in complex systems," Chaos, Solitons & Fractals, Elsevier, vol. 201(P1).
  • Handle: RePEc:eee:chsofr:v:201:y:2025:i:p1:s0960077925011968
    DOI: 10.1016/j.chaos.2025.117183
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077925011968
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2025.117183?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Chen, Xiaolu & Weng, Tongfeng & Gu, Changgui & Yang, Huijie, 2019. "Synchronizing hyperchaotic subsystems with a single variable: A reservoir computing approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    2. Andrew G. Haldane & Robert M. May, 2011. "Systemic risk in banking ecosystems," Nature, Nature, vol. 469(7330), pages 351-355, January.
    3. Liu, Keshi & Weng, Tongfeng & Gu, Changgui & Yang, Huijie, 2020. "Visibility graph analysis of Bitcoin price series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
    4. Chen, Xiaolu & Weng, Tongfeng & Li, Chunzi & Yang, Huijie, 2022. "Synchronization of reservoir computing models via a nonlinear controller," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    5. Weng, Tongfeng & Song, Jia & Yang, Huijie & Gu, Changgui & Zhang, Jie & Small, Michael, 2020. "Synchronization of reservoir computers with applications to communications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 544(C).
    6. Zargar, Faisal Nazir & Kumar, Dilip, 2019. "Informational inefficiency of Bitcoin: A study based on high-frequency data," Research in International Business and Finance, Elsevier, vol. 47(C), pages 344-353.
    7. Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder, 2017. "GARCH Modelling of Cryptocurrencies," JRFM, MDPI, vol. 10(4), pages 1-15, October.
    8. Mutua Stephen & Changgui Gu & Huijie Yang, 2015. "Visibility Graph Based Time Series Analysis," PLOS ONE, Public Library of Science, vol. 10(11), pages 1-19, November.
    9. Lihki Rubio & Adriana Palacio Pinedo & Adriana Mejía Castaño & Filipe Ramos, 2023. "Forecasting volatility by using wavelet transform, ARIMA and GARCH models," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 803-830, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chen, Xiaolu & Weng, Tongfeng & Li, Chunzi & Yang, Huijie, 2022. "Equivalence of machine learning models in modeling chaos," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
    2. Xiong, Guangwen & Cai, Xiaohua & Weng, Tongfeng & Zhou, Lei, 2026. "Synchronization of reservoir computers via transmitting invisible signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 681(C).
    3. Chen, Xiaolu & Weng, Tongfeng & Ren, Zhuoming & Yang, Huijie, 2025. "Constructing bifurcation diagram of reservoir computing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 677(C).
    4. Kazeem Abimbola Sanusi & Zandri Dickason-Koekemoer, 2022. "Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 52-64, November.
    5. Muhammad Anas & Syed Jawad Hussain Shahzad & Larisa Yarovaya, 2024. "The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-31, December.
    6. Chen, Xiaolu & Weng, Tongfeng & Li, Chunzi & Yang, Huijie, 2022. "Synchronization of reservoir computing models via a nonlinear controller," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    7. Chen, Xiaolu & Weng, Tongfeng & Yang, Huijie, 2023. "Synchronization of spatiotemporal chaos and reservoir computing via scalar signals," Chaos, Solitons & Fractals, Elsevier, vol. 169(C).
    8. D. Sujatha & A. Krishna Sudheer & Elamurugan Balasundaram, 2025. "Black swan dynamics: a network-based framework for systemic risk detection and mitigation," Risk Management, Palgrave Macmillan, vol. 27(4), pages 1-31, December.
    9. Ernest Dautovic, 2019. "Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard," Cahiers de Recherches Economiques du Département d'économie 19.03, Université de Lausanne, Faculté des HEC, Département d’économie.
    10. Shoreh, A.A.-H. & Kuznetsov, N.V. & Mokaev, T.N., 2022. "New adaptive synchronization algorithm for a general class of complex hyperchaotic systems with unknown parameters and its application to secure communication," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 586(C).
    11. Gamberger, Dragan & Smuc, Tomislav, 2013. "Good governance problems and recent financial crises in some EU countries," Economics Discussion Papers 2013-39, Kiel Institute for the World Economy.
    12. Corbet, Shaen & Cumming, Douglas J. & Lucey, Brian M. & Peat, Maurice & Vigne, Samuel A., 2020. "The destabilising effects of cryptocurrency cybercriminality," Economics Letters, Elsevier, vol. 191(C).
    13. Guido Caldarelli & Matthieu Cristelli & Andrea Gabrielli & Luciano Pietronero & Antonio Scala & Andrea Tacchella, 2012. "A Network Analysis of Countries’ Export Flows: Firm Grounds for the Building Blocks of the Economy," PLOS ONE, Public Library of Science, vol. 7(10), pages 1-11, October.
    14. Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
    15. Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018. "Stressed to the core: Counterparty concentrations and systemic losses in CDS markets," Journal of Financial Stability, Elsevier, vol. 35(C), pages 38-52.
    16. Kanno, Masayasu, 2020. "Interconnectedness and systemic risk in the US CDS market," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    17. Bavoso Vincenzo, 2017. "“High Quality Securitisation and EU Capital Markets Union – Is it Possible?”," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 7(3), pages 1-29, December.
    18. Dror Y. Kenett & Xuqing Huang & Irena Vodenska & Shlomo Havlin & H. Eugene Stanley, 2015. "Partial correlation analysis: applications for financial markets," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 569-578, April.
    19. Harald Schmidbauer & Angi Roesch & Erhan Uluceviz, 2013. "Market Connectedness: Spillovers, Information Flow, and Relative Market Entropy," Koç University-TUSIAD Economic Research Forum Working Papers 1320, Koc University-TUSIAD Economic Research Forum.
    20. Timothy Johnson, 2015. "Reciprocity as a Foundation of Financial Economics," Journal of Business Ethics, Springer, vol. 131(1), pages 43-67, September.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:201:y:2025:i:p1:s0960077925011968. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.